| Metric | 11380020:btcusd:triple_med_gx:lsma115_60 | 11380020:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -2.09% | 79.62% |
| Max Drawdown | -18.1% | -29.51% |
| Sharpe | 0.01 | 0.65 |
| Sortino | 0.01 | 0.96 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 30.2 | 3.18 |
| Outlier Loss Ratio | 3.5 | 3.29 |
| Volatility (ann.) | 10.46% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.1 | 2.33 |
| Skew | -0.87 | 0.2 |
| Kurtosis | 33.86 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.15% | 4.27% |
| Expected Yearly % | -1.05% | 34.02% |
| Kelly Criterion | -2.02% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11380020:BTCUSD | 11380020:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.82 | 0.07 | - |
| 2025 | 30.14 | -4.78 | -0.16 | - |
| Metric | 11380020:btcusd:triple_med_gx:lsma115_60 | 11380020:BTCUSD |
|---|---|---|
| MTD | 1.99% | 13.36% |
| 3M | 1.34% | 45.08% |
| 6M | -1.14% | 28.47% |
| YTD | -4.78% | 30.14% |
| 1Y | 8.0% | 105.13% |
| 3Y (ann.) | -1.88% | 68.87% |
| 5Y (ann.) | -1.88% | 68.87% |
| Metric | 11380020:btcusd:triple_med_gx:lsma115_60 | 11380020:BTCUSD |
|---|---|---|
| Max Drawdown | -18.1% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -6.85% | -4.58% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -18.10 | 208 |
| 2024-07-02 | 2024-11-10 | -12.24 | 130 |
| 2024-11-12 | 2024-12-16 | -2.93 | 34 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11380020:btcusd:triple_med_gx:lsma115_60 | 11380020:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -9.35% | -12.33% |
| Best Month | 14.08% | 37.42% |
| Worst Month | -9.35% | -17.69% |
| Best Year | 2.82% | 38.02% |
| Worst Year | -4.78% | 30.14% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.53% | 8.56% |
| Avg. Down Week | -3.57% | -3.2% |
| Avg. Up Month | 4.41% | 15.71% |
| Avg. Down Month | -3.11% | -4.68% |
| Win Days % | 49.09% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 41.67% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |