| Metric | 11370469:btcusd:triple_med_gx:lsma55_10 | 11370469:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -9.74% | 79.62% |
| Max Drawdown | -21.38% | -29.51% |
| Sharpe | -0.26 | 0.65 |
| Sortino | -0.34 | 0.96 |
| Payoff Ratio | 1.0 | 1.03 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.64 | 1.08 |
| CPC Index | 0.39 | 0.59 |
| Tail Ratio | 0.71 | 0.98 |
| Outlier Win Ratio | 50.61 | 3.09 |
| Outlier Loss Ratio | 3.42 | 3.0 |
| Volatility (ann.) | 7.77% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.41 | 2.33 |
| Skew | -1.98 | 0.2 |
| Kurtosis | 39.77 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.73% | 4.27% |
| Expected Yearly % | -4.99% | 34.02% |
| Kelly Criterion | -12.5% | 5.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11370469:BTCUSD | 11370469:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.52 | 0.07 | - |
| 2025 | 30.14 | -11.95 | -0.40 | - |
| Metric | 11370469:btcusd:triple_med_gx:lsma55_10 | 11370469:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.54% | 45.08% |
| 6M | -12.91% | 28.47% |
| YTD | -11.95% | 30.14% |
| 1Y | -12.0% | 105.13% |
| 3Y (ann.) | -8.76% | 68.87% |
| 5Y (ann.) | -8.76% | 68.87% |
| Metric | 11370469:btcusd:triple_med_gx:lsma55_10 | 11370469:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -5.94% | -4.58% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | -0.46 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -21.38 | 257 |
| 2024-07-10 | 2024-10-29 | -9.90 | 111 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-10 | -1.43 | 8 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370469:btcusd:triple_med_gx:lsma55_10 | 11370469:BTCUSD |
|---|---|---|
| Best Day | 2.98% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.61% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 4.39% | 37.42% |
| Worst Month | -16.2% | -17.69% |
| Best Year | 2.52% | 38.02% |
| Worst Year | -11.95% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.86% | -0.84% |
| Avg. Up Week | 1.37% | 5.02% |
| Avg. Down Week | -2.13% | -2.17% |
| Avg. Up Month | 2.01% | 12.34% |
| Avg. Down Month | -11.75% | -5.41% |
| Win Days % | 43.66% | 51.93% |
| Win Month % | 76.92% | 64.29% |
| Win Week % | 58.62% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |