| Metric | 11388034:btcusd:triple_med_gx:lsma130_90 | 11388034:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -9.31% | 61.52% |
| Max Drawdown | -22.57% | -29.51% |
| Sharpe | -0.19 | 0.59 |
| Sortino | -0.27 | 0.86 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.42 | 0.55 |
| Tail Ratio | 1.49 | 0.97 |
| Outlier Win Ratio | 40.82 | 3.09 |
| Outlier Loss Ratio | 2.83 | 3.04 |
| Volatility (ann.) | 9.82% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.4 | 2.02 |
| Skew | 0.05 | 0.21 |
| Kurtosis | 40.34 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.75% | 3.76% |
| Expected Yearly % | -4.77% | 27.09% |
| Kelly Criterion | -8.0% | 2.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11388034:BTCUSD | 11388034:btcusd:triple_med_gx:lsma130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.75 | -0.02 | - |
| 2025 | 17.02 | -8.63 | -0.51 | - |
| Metric | 11388034:btcusd:triple_med_gx:lsma130_90 | 11388034:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.47% | 31.76% |
| 6M | -18.55% | 12.25% |
| YTD | -8.63% | 17.02% |
| 1Y | -9.31% | 57.19% |
| 3Y (ann.) | -9.08% | 59.47% |
| 5Y (ann.) | -9.08% | 59.47% |
| Metric | 11388034:btcusd:triple_med_gx:lsma130_90 | 11388034:BTCUSD |
|---|---|---|
| Max Drawdown | -22.57% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -4.34% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | -0.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-06-11 | -22.57 | 209 |
| 2024-07-11 | 2024-07-15 | -2.96 | 3 |
| 2024-10-21 | 2024-11-11 | -2.91 | 21 |
| 2024-08-20 | 2024-08-21 | -2.71 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-09-18 | -1.92 | 27 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11388034:btcusd:triple_med_gx:lsma130_90 | 11388034:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.41% | 18.93% |
| Worst Week | -8.63% | -12.33% |
| Best Month | 6.41% | 37.42% |
| Worst Month | -14.55% | -17.69% |
| Best Year | -0.75% | 38.02% |
| Worst Year | -8.63% | 17.02% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -1.01% | -1.05% |
| Avg. Up Week | 4.29% | 9.93% |
| Avg. Down Week | -3.55% | -3.79% |
| Avg. Up Month | 4.48% | 14.39% |
| Avg. Down Month | -12.7% | -10.46% |
| Win Days % | 46.27% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 38.1% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |