| Metric | 11370404:btcusd:triple_med_gx:lsma85_10 | 11370404:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -19.81% | 79.62% |
| Max Drawdown | -24.99% | -29.51% |
| Sharpe | -0.45 | 0.65 |
| Sortino | -0.59 | 0.96 |
| Payoff Ratio | 0.95 | 0.95 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.71 | 1.08 |
| CPC Index | 0.37 | 0.54 |
| Tail Ratio | 0.83 | 0.98 |
| Outlier Win Ratio | 33.34 | 3.12 |
| Outlier Loss Ratio | 3.7 | 3.42 |
| Volatility (ann.) | 9.79% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.72 | 2.33 |
| Skew | -1.42 | 0.2 |
| Kurtosis | 26.94 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.56% | 4.27% |
| Expected Yearly % | -10.45% | 34.02% |
| Kelly Criterion | -11.31% | 1.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11370404:BTCUSD | 11370404:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.10 | -0.13 | - |
| 2025 | 30.14 | -15.51 | -0.51 | - |
| Metric | 11370404:btcusd:triple_med_gx:lsma85_10 | 11370404:BTCUSD |
|---|---|---|
| MTD | -1.01% | 13.36% |
| 3M | -0.93% | 45.08% |
| 6M | -18.45% | 28.47% |
| YTD | -15.51% | 30.14% |
| 1Y | -13.14% | 105.13% |
| 3Y (ann.) | -17.93% | 68.87% |
| 5Y (ann.) | -17.93% | 68.87% |
| Metric | 11370404:btcusd:triple_med_gx:lsma85_10 | 11370404:BTCUSD |
|---|---|---|
| Max Drawdown | -24.99% | -29.51% |
| Longest DD Days | 248.0 | 144.0 |
| Avg. Drawdown | -8.46% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.79 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-14 | -24.99 | 248 |
| 2024-06-07 | 2024-10-16 | -13.74 | 130 |
| 2024-10-16 | 2024-11-07 | -2.12 | 21 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11370404:btcusd:triple_med_gx:lsma85_10 | 11370404:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.06% | 18.93% |
| Worst Week | -13.57% | -12.33% |
| Best Month | 6.87% | 37.42% |
| Worst Month | -15.52% | -17.69% |
| Best Year | -5.1% | 38.02% |
| Worst Year | -15.51% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 2.65% | 5.82% |
| Avg. Down Week | -2.74% | -2.7% |
| Avg. Up Month | 3.45% | 15.29% |
| Avg. Down Month | -5.98% | -7.82% |
| Win Days % | 45.71% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |