| Metric | 11371223:btcusd:triple_med_gx:lsma115_15 | 11371223:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 4.01% | 79.62% |
| Max Drawdown | -19.95% | -29.51% |
| Sharpe | 0.14 | 0.65 |
| Sortino | 0.2 | 0.96 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 26.57 | 3.19 |
| Outlier Loss Ratio | 3.93 | 3.39 |
| Volatility (ann.) | 10.13% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.18 | 2.33 |
| Skew | 0.08 | 0.2 |
| Kurtosis | 20.51 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.28% | 4.27% |
| Expected Yearly % | 1.98% | 34.02% |
| Kelly Criterion | -0.29% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11371223:BTCUSD | 11371223:btcusd:triple_med_gx:lsma115_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.40 | 0.41 | - |
| 2025 | 30.14 | -9.88 | -0.33 | - |
| Metric | 11371223:btcusd:triple_med_gx:lsma115_15 | 11371223:BTCUSD |
|---|---|---|
| MTD | 1.99% | 13.36% |
| 3M | 4.12% | 45.08% |
| 6M | -6.0% | 28.47% |
| YTD | -9.88% | 30.14% |
| 1Y | 17.5% | 105.13% |
| 3Y (ann.) | 3.58% | 68.87% |
| 5Y (ann.) | 3.58% | 68.87% |
| Metric | 11371223:btcusd:triple_med_gx:lsma115_15 | 11371223:BTCUSD |
|---|---|---|
| Max Drawdown | -19.95% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -7.16% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | 0.2 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -19.95 | 155 |
| 2025-01-07 | 2025-07-14 | -18.89 | 188 |
| 2024-12-17 | 2025-01-06 | -6.87 | 20 |
| 2024-11-12 | 2024-12-15 | -2.26 | 33 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11371223:btcusd:triple_med_gx:lsma115_15 | 11371223:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -8.23% | -12.33% |
| Best Month | 16.03% | 37.42% |
| Worst Month | -8.06% | -17.69% |
| Best Year | 15.4% | 38.02% |
| Worst Year | -9.88% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.75% | 6.86% |
| Avg. Down Week | -3.7% | -2.71% |
| Avg. Up Month | 7.52% | 15.71% |
| Avg. Down Month | -5.99% | -6.06% |
| Win Days % | 48.56% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |