| Metric | 11371020:btcusd:triple_med_gx:lsma30_15 | 11371020:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -3.05% | 79.62% |
| Max Drawdown | -19.21% | -29.51% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.09 | 0.96 |
| Payoff Ratio | 1.32 | 1.34 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.48 | 0.77 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 66.78 | 3.02 |
| Outlier Loss Ratio | 3.92 | 2.71 |
| Volatility (ann.) | 6.96% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.14 | 2.33 |
| Skew | -0.49 | 0.2 |
| Kurtosis | 61.58 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.22% | 4.27% |
| Expected Yearly % | -1.54% | 34.02% |
| Kelly Criterion | -9.59% | 16.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11371020:BTCUSD | 11371020:btcusd:triple_med_gx:lsma30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.92 | -0.05 | - |
| 2025 | 30.14 | -1.14 | -0.04 | - |
| Metric | 11371020:btcusd:triple_med_gx:lsma30_15 | 11371020:BTCUSD |
|---|---|---|
| MTD | 0.39% | 13.36% |
| 3M | 11.66% | 45.08% |
| 6M | -1.14% | 28.47% |
| YTD | -1.14% | 30.14% |
| 1Y | -1.61% | 105.13% |
| 3Y (ann.) | -2.73% | 68.87% |
| 5Y (ann.) | -2.73% | 68.87% |
| Metric | 11371020:btcusd:triple_med_gx:lsma30_15 | 11371020:BTCUSD |
|---|---|---|
| Max Drawdown | -19.21% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -6.86% | -4.58% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.16 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-14 | -19.21 | 279 |
| 2024-07-10 | 2024-08-08 | -6.80 | 29 |
| 2024-08-09 | 2024-10-07 | -4.76 | 59 |
| 2024-06-03 | 2024-07-10 | -3.11 | 36 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| Metric | 11371020:btcusd:triple_med_gx:lsma30_15 | 11371020:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 4.64% | 18.93% |
| Worst Week | -4.47% | -12.33% |
| Best Month | 7.7% | 37.42% |
| Worst Month | -4.84% | -17.69% |
| Best Year | -1.14% | 38.02% |
| Worst Year | -1.92% | 30.14% |
| Avg. Up Day | 0.93% | 0.97% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 2.04% | 6.27% |
| Avg. Down Week | -2.3% | -4.18% |
| Avg. Up Month | 2.53% | 16.67% |
| Avg. Down Month | -3.1% | -7.59% |
| Win Days % | 37.65% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 45.71% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |