| Metric | 11371034:btcusd:triple_med_gx:lsma55_15 | 11371034:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -5.32% | 79.62% |
| Max Drawdown | -26.75% | -29.51% |
| Sharpe | -0.09 | 0.65 |
| Sortino | -0.12 | 0.96 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.47 | 0.59 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 37.87 | 3.21 |
| Outlier Loss Ratio | 3.67 | 3.24 |
| Volatility (ann.) | 9.14% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.18 | 2.33 |
| Skew | -1.12 | 0.2 |
| Kurtosis | 29.35 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.39% | 4.27% |
| Expected Yearly % | -2.69% | 34.02% |
| Kelly Criterion | -5.99% | 4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11371034:BTCUSD | 11371034:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.47 | -0.17 | - |
| 2025 | 30.14 | 1.24 | 0.04 | - |
| Metric | 11371034:btcusd:triple_med_gx:lsma55_15 | 11371034:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 9.57% | 45.08% |
| 6M | 1.24% | 28.47% |
| YTD | 1.24% | 30.14% |
| 1Y | -12.83% | 105.13% |
| 3Y (ann.) | -4.77% | 68.87% |
| 5Y (ann.) | -4.77% | 68.87% |
| Metric | 11371034:btcusd:triple_med_gx:lsma55_15 | 11371034:BTCUSD |
|---|---|---|
| Max Drawdown | -26.75% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | -0.2 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-14 | -26.75 | 279 |
| 2024-08-09 | 2024-08-23 | -5.18 | 14 |
| 2024-06-20 | 2024-07-01 | -4.80 | 10 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-07-14 | 2024-08-08 | -1.01 | 25 |
| 2024-08-24 | 2024-10-07 | -0.47 | 44 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11371034:btcusd:triple_med_gx:lsma55_15 | 11371034:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 7.06% | 37.42% |
| Worst Month | -13.78% | -17.69% |
| Best Year | 1.24% | 38.02% |
| Worst Year | -6.47% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.81% | -0.89% |
| Avg. Up Week | 3.62% | 7.12% |
| Avg. Down Week | -2.65% | -3.23% |
| Avg. Up Month | 4.02% | 7.94% |
| Avg. Down Month | -6.34% | -7.67% |
| Win Days % | 44.89% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |