| Metric | 11371016:btcusd:triple_med_gx:lsma50_15 | 11371016:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -4.61% | 75.42% |
| Max Drawdown | -20.65% | -29.51% |
| Sharpe | -0.05 | 0.63 |
| Sortino | -0.08 | 0.92 |
| Payoff Ratio | 1.06 | 1.09 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.45 | 0.62 |
| Tail Ratio | 1.08 | 0.96 |
| Outlier Win Ratio | 35.37 | 3.2 |
| Outlier Loss Ratio | 3.9 | 3.24 |
| Volatility (ann.) | 10.12% | 24.55% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.2 | 2.19 |
| Skew | 2.75 | 0.2 |
| Kurtosis | 78.09 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.34% | 4.1% |
| Expected Yearly % | -2.33% | 32.45% |
| Kelly Criterion | -9.56% | 7.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11371016:BTCUSD | 11371016:btcusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.05 | 0.00 | - |
| 2025 | 27.10 | -4.66 | -0.17 | - |
| Metric | 11371016:btcusd:triple_med_gx:lsma50_15 | 11371016:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.86% | 41.88% |
| 6M | -5.33% | 22.91% |
| YTD | -4.66% | 27.1% |
| 1Y | -2.18% | 82.29% |
| 3Y (ann.) | -4.1% | 64.73% |
| 5Y (ann.) | -4.1% | 64.73% |
| Metric | 11371016:btcusd:triple_med_gx:lsma50_15 | 11371016:BTCUSD |
|---|---|---|
| Max Drawdown | -20.65% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -6.3% | -4.71% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.22 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -20.65 | 211 |
| 2024-08-09 | 2024-11-10 | -7.65 | 93 |
| 2024-06-03 | 2024-08-08 | -5.96 | 66 |
| 2024-11-22 | 2024-12-15 | -1.36 | 23 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11371016:btcusd:triple_med_gx:lsma50_15 | 11371016:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -8.27% | -12.33% |
| Best Month | 7.71% | 37.42% |
| Worst Month | -8.01% | -17.69% |
| Best Year | 0.05% | 38.02% |
| Worst Year | -4.66% | 27.1% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 2.81% | 6.86% |
| Avg. Down Week | -2.79% | -4.22% |
| Avg. Up Month | 5.97% | 19.41% |
| Avg. Down Month | -4.56% | -9.42% |
| Win Days % | 43.62% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 45.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |