| Metric | 11383835:btcusd:triple_med_gx:lsma115_75 | 11383835:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -6.72% | 75.42% |
| Max Drawdown | -22.21% | -29.51% |
| Sharpe | -0.13 | 0.63 |
| Sortino | -0.17 | 0.92 |
| Payoff Ratio | 0.97 | 0.99 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.91 | 1.06 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | 0.96 | 0.96 |
| Outlier Win Ratio | 39.18 | 3.03 |
| Outlier Loss Ratio | 3.47 | 3.08 |
| Volatility (ann.) | 9.06% | 24.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.27 | 2.19 |
| Skew | -0.07 | 0.2 |
| Kurtosis | 40.52 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.5% | 4.1% |
| Expected Yearly % | -3.42% | 32.45% |
| Kelly Criterion | -6.66% | 3.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11383835:BTCUSD | 11383835:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.31 | 0.11 | - |
| 2025 | 27.10 | -10.57 | -0.39 | - |
| Metric | 11383835:btcusd:triple_med_gx:lsma115_75 | 11383835:BTCUSD |
|---|---|---|
| MTD | 1.28% | 10.71% |
| 3M | 2.07% | 41.88% |
| 6M | -1.53% | 22.91% |
| YTD | -10.57% | 27.1% |
| 1Y | -0.55% | 82.29% |
| 3Y (ann.) | -5.99% | 64.73% |
| 5Y (ann.) | -5.99% | 64.73% |
| Metric | 11383835:btcusd:triple_med_gx:lsma115_75 | 11383835:BTCUSD |
|---|---|---|
| Max Drawdown | -22.21% | -29.51% |
| Longest DD Days | 247.0 | 144.0 |
| Avg. Drawdown | -10.57% | -4.71% |
| Avg. Drawdown Days | 125.0 | 14.0 |
| Recovery Factor | -0.3 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-17 | -22.21 | 247 |
| 2024-07-04 | 2024-11-10 | -9.51 | 128 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383835:btcusd:triple_med_gx:lsma115_75 | 11383835:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.77% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 14.74% | 37.42% |
| Worst Month | -11.91% | -17.69% |
| Best Year | 4.31% | 38.02% |
| Worst Year | -10.57% | 27.1% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 3.75% | 8.33% |
| Avg. Down Week | -3.86% | -3.8% |
| Avg. Up Month | 4.42% | 15.27% |
| Avg. Down Month | -4.6% | -5.98% |
| Win Days % | 47.39% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |