| Metric | 11370296:btcusd:triple_med_gx:lsma55_10 | 11370296:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -1.62% | 79.62% |
| Max Drawdown | -24.25% | -29.51% |
| Sharpe | 0.02 | 0.65 |
| Sortino | 0.04 | 0.96 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.51 | 0.66 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 27.54 | 3.34 |
| Outlier Loss Ratio | 3.91 | 3.32 |
| Volatility (ann.) | 11.44% | 24.6% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.06 | 2.33 |
| Skew | 1.73 | 0.2 |
| Kurtosis | 52.71 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.12% | 4.27% |
| Expected Yearly % | -0.82% | 34.02% |
| Kelly Criterion | -5.74% | 9.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.07% |
| Expected Shortfall (cVaR) | -0.98% | -2.07% |
| Year | 11370296:BTCUSD | 11370296:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.43 | 0.04 | - |
| 2025 | 30.14 | -3.01 | -0.10 | - |
| Metric | 11370296:btcusd:triple_med_gx:lsma55_10 | 11370296:BTCUSD |
|---|---|---|
| MTD | 1.56% | 13.36% |
| 3M | 11.55% | 45.08% |
| 6M | -2.33% | 28.47% |
| YTD | -3.01% | 30.14% |
| 1Y | -2.1% | 105.13% |
| 3Y (ann.) | -1.45% | 68.87% |
| 5Y (ann.) | -1.45% | 68.87% |
| Metric | 11370296:btcusd:triple_med_gx:lsma55_10 | 11370296:BTCUSD |
|---|---|---|
| Max Drawdown | -24.25% | -29.51% |
| Longest DD Days | 220.0 | 144.0 |
| Avg. Drawdown | -4.76% | -4.58% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | -0.07 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-07-14 | -24.25 | 220 |
| 2024-08-22 | 2024-11-10 | -9.67 | 80 |
| 2024-07-14 | 2024-08-08 | -7.80 | 25 |
| 2024-06-03 | 2024-07-14 | -6.36 | 40 |
| 2024-08-09 | 2024-08-21 | -2.43 | 12 |
| 2024-11-23 | 2024-12-04 | -0.82 | 11 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-11-21 | 2024-11-21 | -0.18 | 0 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| Metric | 11370296:btcusd:triple_med_gx:lsma55_10 | 11370296:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.31% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 11.36% | 37.42% |
| Worst Month | -6.35% | -17.69% |
| Best Year | 1.43% | 38.02% |
| Worst Year | -3.01% | 30.14% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 2.49% | 6.82% |
| Avg. Down Week | -3.3% | -4.17% |
| Avg. Up Month | 4.26% | 16.5% |
| Avg. Down Month | -4.02% | -7.59% |
| Win Days % | 43.13% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |