| Metric | 11380043:btcusd:triple_med_gx:lsma115_60 | 11380043:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -1.41% | 79.62% |
| Max Drawdown | -21.38% | -29.51% |
| Sharpe | 0.02 | 0.65 |
| Sortino | 0.03 | 0.96 |
| Payoff Ratio | 0.97 | 0.98 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.48 | 0.56 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 31.04 | 3.18 |
| Outlier Loss Ratio | 3.53 | 3.18 |
| Volatility (ann.) | 10.02% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.06 | 2.33 |
| Skew | -0.2 | 0.2 |
| Kurtosis | 29.82 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.1% | 4.27% |
| Expected Yearly % | -0.71% | 34.02% |
| Kelly Criterion | -3.15% | 2.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11380043:BTCUSD | 11380043:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.82 | 0.31 | - |
| 2025 | 30.14 | -11.83 | -0.39 | - |
| Metric | 11380043:btcusd:triple_med_gx:lsma115_60 | 11380043:BTCUSD |
|---|---|---|
| MTD | 1.28% | 13.36% |
| 3M | -6.17% | 45.08% |
| 6M | -8.15% | 28.47% |
| YTD | -11.83% | 30.14% |
| 1Y | 4.16% | 105.13% |
| 3Y (ann.) | -1.26% | 68.87% |
| 5Y (ann.) | -1.26% | 68.87% |
| Metric | 11380043:btcusd:triple_med_gx:lsma115_60 | 11380043:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.34% | -4.58% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.07 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -21.38 | 208 |
| 2024-07-03 | 2024-09-19 | -10.38 | 78 |
| 2024-11-12 | 2024-12-16 | -1.91 | 34 |
| 2024-09-20 | 2024-10-18 | -1.80 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-11-08 | -0.94 | 20 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11380043:btcusd:triple_med_gx:lsma115_60 | 11380043:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.77% | 18.93% |
| Worst Week | -7.36% | -12.33% |
| Best Month | 15.54% | 37.42% |
| Worst Month | -8.03% | -17.69% |
| Best Year | 11.82% | 38.02% |
| Worst Year | -11.83% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.29% | 8.43% |
| Avg. Down Week | -3.58% | -3.33% |
| Avg. Up Month | 5.19% | 16.63% |
| Avg. Down Month | -3.37% | -10.46% |
| Win Days % | 49.1% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |