| Metric | 11370350:btcusd:triple_med_gx:lsma55_10 | 11370350:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -2.88% | 79.62% |
| Max Drawdown | -23.49% | -29.51% |
| Sharpe | -0.03 | 0.65 |
| Sortino | -0.04 | 0.96 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.47 | 0.61 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 39.26 | 3.21 |
| Outlier Loss Ratio | 3.64 | 3.07 |
| Volatility (ann.) | 8.86% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.11 | 2.33 |
| Skew | -1.2 | 0.2 |
| Kurtosis | 31.96 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.21% | 4.27% |
| Expected Yearly % | -1.45% | 34.02% |
| Kelly Criterion | -7.16% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11370350:BTCUSD | 11370350:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.14 | -0.24 | - |
| 2025 | 30.14 | 6.89 | 0.23 | - |
| Metric | 11370350:btcusd:triple_med_gx:lsma55_10 | 11370350:BTCUSD |
|---|---|---|
| MTD | 5.42% | 13.36% |
| 3M | 16.36% | 45.08% |
| 6M | 7.65% | 28.47% |
| YTD | 6.89% | 30.14% |
| 1Y | -2.83% | 105.13% |
| 3Y (ann.) | -2.58% | 68.87% |
| 5Y (ann.) | -2.58% | 68.87% |
| Metric | 11370350:btcusd:triple_med_gx:lsma55_10 | 11370350:BTCUSD |
|---|---|---|
| Max Drawdown | -23.49% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -5.42% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | -0.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-07-14 | -23.49 | 306 |
| 2024-06-05 | 2024-07-14 | -7.32 | 38 |
| 2024-07-14 | 2024-08-23 | -6.03 | 40 |
| 2024-08-25 | 2024-09-10 | -0.56 | 16 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370350:btcusd:triple_med_gx:lsma55_10 | 11370350:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -10.61% | -12.33% |
| Best Month | 7.04% | 37.42% |
| Worst Month | -9.66% | -17.69% |
| Best Year | 6.89% | 38.02% |
| Worst Year | -9.14% | 30.14% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 2.49% | 5.08% |
| Avg. Down Week | -2.38% | -3.66% |
| Avg. Up Month | 5.25% | 7.94% |
| Avg. Down Month | -5.55% | -7.59% |
| Win Days % | 44.61% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 48.57% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |