| Metric | 11370434:btcusd:triple_med_gx:lsma75_10 | 11370434:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -6.55% | 79.62% |
| Max Drawdown | -23.06% | -29.51% |
| Sharpe | -0.15 | 0.65 |
| Sortino | -0.2 | 0.96 |
| Payoff Ratio | 1.03 | 0.99 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.81 | 1.08 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 44.99 | 3.09 |
| Outlier Loss Ratio | 3.56 | 3.0 |
| Volatility (ann.) | 8.06% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.25 | 2.33 |
| Skew | -1.2 | 0.2 |
| Kurtosis | 35.18 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.48% | 4.27% |
| Expected Yearly % | -3.33% | 34.02% |
| Kelly Criterion | -6.86% | 3.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11370434:BTCUSD | 11370434:btcusd:triple_med_gx:lsma75_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.97 | 0.16 | - |
| 2025 | 30.14 | -11.82 | -0.39 | - |
| Metric | 11370434:btcusd:triple_med_gx:lsma75_10 | 11370434:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.13% | 45.08% |
| 6M | -12.48% | 28.47% |
| YTD | -11.82% | 30.14% |
| 1Y | -7.59% | 105.13% |
| 3Y (ann.) | -5.88% | 68.87% |
| 5Y (ann.) | -5.88% | 68.87% |
| Metric | 11370434:btcusd:triple_med_gx:lsma75_10 | 11370434:BTCUSD |
|---|---|---|
| Max Drawdown | -23.06% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -5.09% | -4.58% |
| Avg. Drawdown Days | 55.0 | 14.0 |
| Recovery Factor | -0.28 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -23.06 | 257 |
| 2024-07-01 | 2024-09-13 | -7.52 | 74 |
| 2024-09-14 | 2024-10-14 | -2.34 | 30 |
| 2024-06-05 | 2024-06-30 | -1.21 | 24 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2024-10-29 | 2024-10-29 | -0.18 | 0 |
| Metric | 11370434:btcusd:triple_med_gx:lsma75_10 | 11370434:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.21% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 6.34% | 37.42% |
| Worst Month | -14.62% | -17.69% |
| Best Year | 5.97% | 38.02% |
| Worst Year | -11.82% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 2.14% | 5.32% |
| Avg. Down Week | -1.71% | -2.71% |
| Avg. Up Month | 3.14% | 15.1% |
| Avg. Down Month | -5.72% | -7.93% |
| Win Days % | 45.71% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 56.0% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |