| Metric | 11380973:btcusd:triple_med_gx:lsma205_65 | 11380973:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -4.28% | 79.62% |
| Max Drawdown | -26.0% | -29.51% |
| Sharpe | -0.05 | 0.65 |
| Sortino | -0.07 | 0.96 |
| Payoff Ratio | 0.96 | 0.94 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.45 | 0.54 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 32.48 | 3.26 |
| Outlier Loss Ratio | 3.9 | 3.39 |
| Volatility (ann.) | 9.6% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.15 | 2.33 |
| Skew | -0.78 | 0.2 |
| Kurtosis | 22.47 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.31% | 4.27% |
| Expected Yearly % | -2.16% | 34.02% |
| Kelly Criterion | -5.94% | 0.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11380973:BTCUSD | 11380973:btcusd:triple_med_gx:lsma205_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.09 | -0.13 | - |
| 2025 | 30.14 | 0.85 | 0.03 | - |
| Metric | 11380973:btcusd:triple_med_gx:lsma205_65 | 11380973:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 16.45% | 45.08% |
| 6M | 0.85% | 28.47% |
| YTD | 0.85% | 30.14% |
| 1Y | -5.18% | 105.13% |
| 3Y (ann.) | -3.84% | 68.87% |
| 5Y (ann.) | -3.84% | 68.87% |
| Metric | 11380973:btcusd:triple_med_gx:lsma205_65 | 11380973:BTCUSD |
|---|---|---|
| Max Drawdown | -26.0% | -29.51% |
| Longest DD Days | 350.0 | 144.0 |
| Avg. Drawdown | -4.3% | -4.58% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | -0.16 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-14 | -26.00 | 350 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-06-03 | 2024-07-26 | -1.60 | 52 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11380973:btcusd:triple_med_gx:lsma205_65 | 11380973:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.78% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 6.87% | 37.42% |
| Worst Month | -8.1% | -17.69% |
| Best Year | 0.85% | 38.02% |
| Worst Year | -5.09% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.12% | 6.61% |
| Avg. Down Week | -3.42% | -4.26% |
| Avg. Up Month | 3.82% | 15.79% |
| Avg. Down Month | -5.65% | -9.5% |
| Win Days % | 48.24% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.83% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |