| Metric | 11371018:btcusd:triple_med_gx:lsma55_15 | 11371018:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -11.22% | 75.42% |
| Max Drawdown | -24.35% | -29.51% |
| Sharpe | -0.19 | 0.63 |
| Sortino | -0.28 | 0.92 |
| Payoff Ratio | 1.1 | 1.14 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.43 | 0.65 |
| Tail Ratio | 1.09 | 0.96 |
| Outlier Win Ratio | 30.44 | 3.24 |
| Outlier Loss Ratio | 4.04 | 3.35 |
| Volatility (ann.) | 10.8% | 24.55% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.41 | 2.19 |
| Skew | 1.94 | 0.2 |
| Kurtosis | 62.42 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.85% | 4.1% |
| Expected Yearly % | -5.78% | 32.45% |
| Kelly Criterion | -11.17% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.07% |
| Expected Shortfall (cVaR) | -0.94% | -2.07% |
| Year | 11371018:BTCUSD | 11371018:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.01 | -0.21 | - |
| 2025 | 27.10 | -3.49 | -0.13 | - |
| Metric | 11371018:btcusd:triple_med_gx:lsma55_15 | 11371018:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.33% | 41.88% |
| 6M | -2.64% | 22.91% |
| YTD | -3.49% | 27.1% |
| 1Y | -13.23% | 82.29% |
| 3Y (ann.) | -10.03% | 64.73% |
| 5Y (ann.) | -10.03% | 64.73% |
| Metric | 11371018:btcusd:triple_med_gx:lsma55_15 | 11371018:BTCUSD |
|---|---|---|
| Max Drawdown | -24.35% | -29.51% |
| Longest DD Days | 237.0 | 144.0 |
| Avg. Drawdown | -6.73% | -4.71% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.46 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -24.35 | 237 |
| 2024-08-09 | 2024-11-10 | -8.39 | 93 |
| 2024-06-03 | 2024-07-10 | -5.29 | 36 |
| 2024-07-29 | 2024-08-08 | -4.92 | 10 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-07-14 | 2024-07-29 | -0.84 | 14 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11371018:btcusd:triple_med_gx:lsma55_15 | 11371018:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.52% | 18.93% |
| Worst Week | -7.52% | -12.33% |
| Best Month | 6.03% | 37.42% |
| Worst Month | -13.99% | -17.69% |
| Best Year | -3.49% | 38.02% |
| Worst Year | -8.01% | 27.1% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.82% | -0.81% |
| Avg. Up Week | 2.88% | 7.58% |
| Avg. Down Week | -2.99% | -3.85% |
| Avg. Up Month | 4.06% | 15.33% |
| Avg. Down Month | -7.69% | -9.42% |
| Win Days % | 41.83% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 38.64% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |