| Metric | 11370451:btcusd:triple_med_gx:lsma65_10 | 11370451:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -4.48% | 79.62% |
| Max Drawdown | -19.14% | -29.51% |
| Sharpe | -0.1 | 0.65 |
| Sortino | -0.14 | 0.96 |
| Payoff Ratio | 1.08 | 1.11 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 0.64 | 1.08 |
| CPC Index | 0.46 | 0.64 |
| Tail Ratio | 0.67 | 0.98 |
| Outlier Win Ratio | 50.7 | 3.09 |
| Outlier Loss Ratio | 3.42 | 2.84 |
| Volatility (ann.) | 7.52% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.21 | 2.33 |
| Skew | -0.66 | 0.2 |
| Kurtosis | 37.46 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.33% | 4.27% |
| Expected Yearly % | -2.26% | 34.02% |
| Kelly Criterion | -7.22% | 8.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11370451:BTCUSD | 11370451:btcusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.27 | 0.24 | - |
| 2025 | 30.14 | -12.58 | -0.42 | - |
| Metric | 11370451:btcusd:triple_med_gx:lsma65_10 | 11370451:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.43% | 45.08% |
| 6M | -13.36% | 28.47% |
| YTD | -12.58% | 30.14% |
| 1Y | -5.92% | 105.13% |
| 3Y (ann.) | -4.01% | 68.87% |
| 5Y (ann.) | -4.01% | 68.87% |
| Metric | 11370451:btcusd:triple_med_gx:lsma65_10 | 11370451:BTCUSD |
|---|---|---|
| Max Drawdown | -19.14% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -4.05% | -4.58% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.23 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -19.14 | 257 |
| 2024-07-01 | 2024-09-13 | -6.41 | 74 |
| 2024-09-14 | 2024-10-14 | -2.62 | 30 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2024-10-28 | 2024-10-29 | -0.18 | 0 |
| Metric | 11370451:btcusd:triple_med_gx:lsma65_10 | 11370451:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.91% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 6.32% | 37.42% |
| Worst Month | -16.2% | -17.69% |
| Best Year | 9.27% | 38.02% |
| Worst Year | -12.58% | 30.14% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.77% |
| Avg. Up Week | 1.97% | 4.9% |
| Avg. Down Week | -1.17% | -2.6% |
| Avg. Up Month | 3.04% | 14.0% |
| Avg. Down Month | -9.97% | -5.41% |
| Win Days % | 44.39% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |