| Metric | 11383275:btcusd:triple_med_gx:lsma130_75 | 11383275:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -13.82% | 61.52% |
| Max Drawdown | -22.89% | -29.51% |
| Sharpe | -0.42 | 0.59 |
| Sortino | -0.54 | 0.86 |
| Payoff Ratio | 0.86 | 0.86 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.34 | 0.49 |
| Tail Ratio | 1.41 | 0.97 |
| Outlier Win Ratio | 47.4 | 2.81 |
| Outlier Loss Ratio | 3.52 | 3.13 |
| Volatility (ann.) | 7.87% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.59 | 2.02 |
| Skew | -1.31 | 0.21 |
| Kurtosis | 33.5 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.14% | 3.76% |
| Expected Yearly % | -7.17% | 27.09% |
| Kelly Criterion | -14.49% | -3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11383275:BTCUSD | 11383275:btcusd:triple_med_gx:lsma130_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.41 | 0.04 | - |
| 2025 | 17.02 | -15.02 | -0.88 | - |
| Metric | 11383275:btcusd:triple_med_gx:lsma130_75 | 11383275:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.48% | 31.76% |
| 6M | -14.04% | 12.25% |
| YTD | -15.02% | 17.02% |
| 1Y | -13.82% | 57.19% |
| 3Y (ann.) | -13.48% | 59.47% |
| 5Y (ann.) | -13.48% | 59.47% |
| Metric | 11383275:btcusd:triple_med_gx:lsma130_75 | 11383275:BTCUSD |
|---|---|---|
| Max Drawdown | -22.89% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -3.95% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | -0.6 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -22.89 | 256 |
| 2024-07-29 | 2024-08-23 | -6.50 | 25 |
| 2024-07-24 | 2024-07-26 | -3.95 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-08-30 | 2024-09-24 | -1.31 | 25 |
| 2024-07-12 | 2024-07-13 | -0.65 | 0 |
| 2024-08-24 | 2024-08-30 | -0.59 | 6 |
| 2024-09-27 | 2024-09-28 | -0.18 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11383275:btcusd:triple_med_gx:lsma130_75 | 11383275:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -8.1% | -12.33% |
| Best Month | 7.11% | 37.42% |
| Worst Month | -8.1% | -17.69% |
| Best Year | 1.41% | 38.02% |
| Worst Year | -15.02% | 17.02% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.2% | 7.28% |
| Avg. Down Week | -3.22% | -5.69% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -5.7% | -9.89% |
| Win Days % | 46.92% | 51.9% |
| Win Month % | 20.0% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |