| Metric | 11371190:btcusd:triple_med_gx:lsma55_15 | 11371190:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -12.92% | 79.62% |
| Max Drawdown | -20.07% | -29.51% |
| Sharpe | -0.36 | 0.65 |
| Sortino | -0.47 | 0.96 |
| Payoff Ratio | 0.97 | 0.97 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.65 | 1.08 |
| CPC Index | 0.36 | 0.56 |
| Tail Ratio | 0.76 | 0.98 |
| Outlier Win Ratio | 52.7 | 3.08 |
| Outlier Loss Ratio | 3.38 | 3.0 |
| Volatility (ann.) | 7.7% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.58 | 2.33 |
| Skew | -2.34 | 0.2 |
| Kurtosis | 41.31 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.98% | 4.27% |
| Expected Yearly % | -6.68% | 34.02% |
| Kelly Criterion | -14.76% | 2.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11371190:BTCUSD | 11371190:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.25 | 0.09 | - |
| 2025 | 30.14 | -15.66 | -0.52 | - |
| Metric | 11371190:btcusd:triple_med_gx:lsma55_15 | 11371190:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 3.0% | 45.08% |
| 6M | -16.58% | 28.47% |
| YTD | -15.66% | 30.14% |
| 1Y | -12.58% | 105.13% |
| 3Y (ann.) | -11.64% | 68.87% |
| 5Y (ann.) | -11.64% | 68.87% |
| Metric | 11371190:btcusd:triple_med_gx:lsma55_15 | 11371190:BTCUSD |
|---|---|---|
| Max Drawdown | -20.07% | -29.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -7.63% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.64 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-04 | 2025-07-14 | -20.07 | 191 |
| 2024-07-10 | 2024-10-14 | -8.23 | 96 |
| 2024-10-30 | 2025-01-03 | -4.71 | 65 |
| 2024-06-05 | 2024-07-10 | -3.66 | 34 |
| 2024-10-15 | 2024-10-29 | -1.46 | 14 |
| Metric | 11371190:btcusd:triple_med_gx:lsma55_15 | 11371190:BTCUSD |
|---|---|---|
| Best Day | 2.98% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.7% | 18.93% |
| Worst Week | -12.99% | -12.33% |
| Best Month | 4.49% | 37.42% |
| Worst Month | -13.7% | -17.69% |
| Best Year | 3.25% | 38.02% |
| Worst Year | -15.66% | 30.14% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 1.74% | 5.74% |
| Avg. Down Week | -1.74% | -2.12% |
| Avg. Up Month | 1.89% | 12.05% |
| Avg. Down Month | -5.67% | -8.96% |
| Win Days % | 43.6% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |