| Metric | 11370502:btcusd:triple_med_gx:lsma115_10 | 11370502:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 4.63% | 79.62% |
| Max Drawdown | -21.92% | -29.51% |
| Sharpe | 0.15 | 0.65 |
| Sortino | 0.22 | 0.96 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.54 | 0.6 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 28.66 | 3.22 |
| Outlier Loss Ratio | 3.82 | 3.13 |
| Volatility (ann.) | 9.81% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.19 | 2.33 |
| Skew | 0.32 | 0.2 |
| Kurtosis | 22.87 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.32% | 4.27% |
| Expected Yearly % | 2.29% | 34.02% |
| Kelly Criterion | -0.61% | 5.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11370502:BTCUSD | 11370502:btcusd:triple_med_gx:lsma115_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.76 | 0.39 | - |
| 2025 | 30.14 | -8.82 | -0.29 | - |
| Metric | 11370502:btcusd:triple_med_gx:lsma115_10 | 11370502:BTCUSD |
|---|---|---|
| MTD | -1.64% | 13.36% |
| 3M | 3.43% | 45.08% |
| 6M | -5.94% | 28.47% |
| YTD | -8.82% | 30.14% |
| 1Y | 11.82% | 105.13% |
| 3Y (ann.) | 4.13% | 68.87% |
| 5Y (ann.) | 4.13% | 68.87% |
| Metric | 11370502:btcusd:triple_med_gx:lsma115_10 | 11370502:BTCUSD |
|---|---|---|
| Max Drawdown | -21.92% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.53% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.21 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -21.92 | 208 |
| 2024-07-01 | 2024-11-07 | -14.87 | 128 |
| 2024-11-12 | 2024-12-15 | -3.95 | 33 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-06-30 | 2024-07-01 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11370502:btcusd:triple_med_gx:lsma115_10 | 11370502:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -7.27% | -12.33% |
| Best Month | 16.03% | 37.42% |
| Worst Month | -8.48% | -17.69% |
| Best Year | 14.76% | 38.02% |
| Worst Year | -8.82% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.61% | 7.75% |
| Avg. Down Week | -3.0% | -3.42% |
| Avg. Up Month | 8.63% | 16.18% |
| Avg. Down Month | -3.87% | -5.35% |
| Win Days % | 47.84% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 45.16% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |