| Metric | 11371137:btcusd:triple_med_gx:lsma75_15 | 11371137:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -3.91% | 79.62% |
| Max Drawdown | -17.56% | -29.51% |
| Sharpe | -0.07 | 0.65 |
| Sortino | -0.1 | 0.96 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | 0.9 | 0.98 |
| Outlier Win Ratio | 41.81 | 3.1 |
| Outlier Loss Ratio | 3.67 | 2.99 |
| Volatility (ann.) | 8.06% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.2 | 2.33 |
| Skew | -0.47 | 0.2 |
| Kurtosis | 31.08 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.28% | 4.27% |
| Expected Yearly % | -1.97% | 34.02% |
| Kelly Criterion | -5.04% | 5.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11371137:BTCUSD | 11371137:btcusd:triple_med_gx:lsma75_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.11 | 0.00 | - |
| 2025 | 30.14 | -4.02 | -0.13 | - |
| Metric | 11371137:btcusd:triple_med_gx:lsma75_15 | 11371137:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.6% | 45.08% |
| 6M | -4.65% | 28.47% |
| YTD | -4.02% | 30.14% |
| 1Y | -1.3% | 105.13% |
| 3Y (ann.) | -3.5% | 68.87% |
| 5Y (ann.) | -3.5% | 68.87% |
| Metric | 11371137:btcusd:triple_med_gx:lsma75_15 | 11371137:BTCUSD |
|---|---|---|
| Max Drawdown | -17.56% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -5.89% | -4.58% |
| Avg. Drawdown Days | 77.0 | 14.0 |
| Recovery Factor | -0.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -17.56 | 257 |
| 2024-06-05 | 2024-09-13 | -7.83 | 100 |
| 2024-09-14 | 2024-10-14 | -2.77 | 30 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-10-29 | 2024-10-29 | -0.18 | 0 |
| Metric | 11371137:btcusd:triple_med_gx:lsma75_15 | 11371137:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.05% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 5.04% | 37.42% |
| Worst Month | -6.3% | -17.69% |
| Best Year | 0.11% | 38.02% |
| Worst Year | -4.02% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.7% | 5.05% |
| Avg. Down Week | -1.45% | -3.69% |
| Avg. Up Month | 2.31% | 12.14% |
| Avg. Down Month | -3.68% | -7.82% |
| Win Days % | 45.63% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 44.83% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |