| Metric | 11370304:btcusd:triple_med_gx:lsma55_10 | 11370304:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -3.7% | 79.62% |
| Max Drawdown | -26.11% | -29.51% |
| Sharpe | -0.02 | 0.65 |
| Sortino | -0.04 | 0.96 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.5 | 0.66 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 32.13 | 3.28 |
| Outlier Loss Ratio | 3.68 | 3.26 |
| Volatility (ann.) | 10.84% | 24.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.13 | 2.33 |
| Skew | 1.85 | 0.2 |
| Kurtosis | 63.45 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.27% | 4.27% |
| Expected Yearly % | -1.87% | 34.02% |
| Kelly Criterion | -5.96% | 9.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.07% |
| Expected Shortfall (cVaR) | -0.93% | -2.07% |
| Year | 11370304:BTCUSD | 11370304:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.08 | 0.03 | - |
| 2025 | 30.14 | -4.74 | -0.16 | - |
| Metric | 11370304:btcusd:triple_med_gx:lsma55_10 | 11370304:BTCUSD |
|---|---|---|
| MTD | 1.91% | 13.36% |
| 3M | 8.46% | 45.08% |
| 6M | -4.74% | 28.47% |
| YTD | -4.74% | 30.14% |
| 1Y | -8.49% | 105.13% |
| 3Y (ann.) | -3.32% | 68.87% |
| 5Y (ann.) | -3.32% | 68.87% |
| Metric | 11370304:btcusd:triple_med_gx:lsma55_10 | 11370304:BTCUSD |
|---|---|---|
| Max Drawdown | -26.11% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.89% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | -0.14 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -26.11 | 233 |
| 2024-10-07 | 2024-11-07 | -5.40 | 30 |
| 2024-06-20 | 2024-07-01 | -4.25 | 10 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-08-09 | 2024-08-23 | -2.92 | 14 |
| 2024-07-14 | 2024-08-08 | -1.95 | 25 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2024-08-24 | 2024-10-07 | -1.00 | 44 |
| 2024-11-07 | 2024-11-10 | -0.95 | 2 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11370304:btcusd:triple_med_gx:lsma55_10 | 11370304:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -7.2% | -12.33% |
| Best Month | 9.56% | 37.42% |
| Worst Month | -15.33% | -17.69% |
| Best Year | 1.08% | 38.02% |
| Worst Year | -4.74% | 30.14% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 2.52% | 6.98% |
| Avg. Down Week | -2.58% | -3.19% |
| Avg. Up Month | 3.81% | 14.94% |
| Avg. Down Month | -7.87% | -7.67% |
| Win Days % | 43.14% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 46.51% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |