| Metric | 11370919:btcusd:triple_med_gx:lsma190_10 | 11370919:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -17.75% | 79.62% |
| Max Drawdown | -30.82% | -29.51% |
| Sharpe | -0.41 | 0.65 |
| Sortino | -0.56 | 0.96 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.79 | 1.08 |
| CPC Index | 0.39 | 0.6 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 34.57 | 3.08 |
| Outlier Loss Ratio | 3.75 | 3.14 |
| Volatility (ann.) | 9.55% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.52 | 2.33 |
| Skew | -0.12 | 0.2 |
| Kurtosis | 37.27 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.39% | 4.27% |
| Expected Yearly % | -9.31% | 34.02% |
| Kelly Criterion | -10.22% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11370919:BTCUSD | 11370919:btcusd:triple_med_gx:lsma190_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.92 | -0.02 | - |
| 2025 | 30.14 | -16.99 | -0.56 | - |
| Metric | 11370919:btcusd:triple_med_gx:lsma190_10 | 11370919:BTCUSD |
|---|---|---|
| MTD | 0.15% | 13.36% |
| 3M | 1.52% | 45.08% |
| 6M | -14.06% | 28.47% |
| YTD | -16.99% | 30.14% |
| 1Y | -15.62% | 105.13% |
| 3Y (ann.) | -16.04% | 68.87% |
| 5Y (ann.) | -16.04% | 68.87% |
| Metric | 11370919:btcusd:triple_med_gx:lsma190_10 | 11370919:BTCUSD |
|---|---|---|
| Max Drawdown | -30.82% | -29.51% |
| Longest DD Days | 322.0 | 144.0 |
| Avg. Drawdown | -4.84% | -4.58% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.58 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-14 | -30.82 | 322 |
| 2024-07-02 | 2024-07-14 | -4.69 | 12 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-20 | 2024-08-23 | -1.50 | 33 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11370919:btcusd:triple_med_gx:lsma190_10 | 11370919:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -16.34% | -12.33% |
| Best Month | 9.55% | 37.42% |
| Worst Month | -21.03% | -17.69% |
| Best Year | -0.92% | 38.02% |
| Worst Year | -16.99% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.38% | 6.73% |
| Avg. Down Week | -3.31% | -4.25% |
| Avg. Up Month | 4.54% | 10.07% |
| Avg. Down Month | -8.3% | -9.5% |
| Win Days % | 43.69% | 51.93% |
| Win Month % | 36.36% | 64.29% |
| Win Week % | 40.74% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |