| Metric | 11371048:btcusd:triple_med_gx:lsma65_15 | 11371048:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -9.57% | 79.62% |
| Max Drawdown | -23.03% | -29.51% |
| Sharpe | -0.21 | 0.65 |
| Sortino | -0.28 | 0.96 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.0 | 1.08 |
| CPC Index | 0.43 | 0.58 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 36.41 | 3.21 |
| Outlier Loss Ratio | 4.07 | 3.18 |
| Volatility (ann.) | 8.91% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.37 | 2.33 |
| Skew | -1.11 | 0.2 |
| Kurtosis | 27.66 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.72% | 4.27% |
| Expected Yearly % | -4.91% | 34.02% |
| Kelly Criterion | -9.3% | 4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11371048:BTCUSD | 11371048:btcusd:triple_med_gx:lsma65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.14 | -0.29 | - |
| 2025 | 30.14 | 1.76 | 0.06 | - |
| Metric | 11371048:btcusd:triple_med_gx:lsma65_15 | 11371048:BTCUSD |
|---|---|---|
| MTD | 3.08% | 13.36% |
| 3M | 3.48% | 45.08% |
| 6M | -0.26% | 28.47% |
| YTD | 1.76% | 30.14% |
| 1Y | -11.15% | 105.13% |
| 3Y (ann.) | -8.61% | 68.87% |
| 5Y (ann.) | -8.61% | 68.87% |
| Metric | 11371048:btcusd:triple_med_gx:lsma65_15 | 11371048:BTCUSD |
|---|---|---|
| Max Drawdown | -23.03% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -4.63% | -4.58% |
| Avg. Drawdown Days | 54.0 | 14.0 |
| Recovery Factor | -0.42 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-14 | -23.03 | 339 |
| 2024-07-01 | 2024-07-14 | -5.67 | 13 |
| 2024-06-05 | 2024-07-01 | -3.18 | 25 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-08-08 | 2024-08-08 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371048:btcusd:triple_med_gx:lsma65_15 | 11371048:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 6.44% | 37.42% |
| Worst Month | -6.44% | -17.69% |
| Best Year | 1.76% | 38.02% |
| Worst Year | -11.14% | 30.14% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.39% | 6.19% |
| Avg. Down Week | -1.43% | -3.13% |
| Avg. Up Month | 2.34% | 7.84% |
| Avg. Down Month | -3.58% | -7.93% |
| Win Days % | 44.82% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 39.02% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |