| Metric | 11380975:btcusd:triple_med_gx:lsma215_65 | 11380975:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -5.7% | 79.62% |
| Max Drawdown | -28.52% | -29.51% |
| Sharpe | -0.08 | 0.65 |
| Sortino | -0.11 | 0.96 |
| Payoff Ratio | 0.92 | 0.91 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.17 | 1.08 |
| CPC Index | 0.44 | 0.53 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 31.54 | 3.27 |
| Outlier Loss Ratio | 3.79 | 3.42 |
| Volatility (ann.) | 9.85% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.18 | 2.33 |
| Skew | -0.83 | 0.2 |
| Kurtosis | 21.76 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.42% | 4.27% |
| Expected Yearly % | -2.89% | 34.02% |
| Kelly Criterion | -5.07% | -0.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11380975:BTCUSD | 11380975:btcusd:triple_med_gx:lsma215_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.36 | -0.06 | - |
| 2025 | 30.14 | -3.42 | -0.11 | - |
| Metric | 11380975:btcusd:triple_med_gx:lsma215_65 | 11380975:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 19.17% | 45.08% |
| 6M | -3.42% | 28.47% |
| YTD | -3.42% | 30.14% |
| 1Y | -9.44% | 105.13% |
| 3Y (ann.) | -5.11% | 68.87% |
| 5Y (ann.) | -5.11% | 68.87% |
| Metric | 11380975:btcusd:triple_med_gx:lsma215_65 | 11380975:BTCUSD |
|---|---|---|
| Max Drawdown | -28.52% | -29.51% |
| Longest DD Days | 350.0 | 144.0 |
| Avg. Drawdown | -3.64% | -4.58% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.2 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-14 | -28.52 | 350 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-06-05 | 2024-07-26 | -0.99 | 50 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11380975:btcusd:triple_med_gx:lsma215_65 | 11380975: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 | 9.36% | 37.42% |
| Worst Month | -8.1% | -17.69% |
| Best Year | -2.36% | 38.02% |
| Worst Year | -3.42% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.94% | 6.27% |
| Avg. Down Week | -3.89% | -4.26% |
| Avg. Up Month | 4.9% | 17.31% |
| Avg. Down Month | -5.59% | -9.5% |
| Win Days % | 49.57% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 41.38% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |