| Metric | 11371802:btcusd:triple_med_gx:lsma55_20 | 11371802:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -15.54% | 79.62% |
| Max Drawdown | -27.77% | -29.51% |
| Sharpe | -0.37 | 0.65 |
| Sortino | -0.49 | 0.96 |
| Payoff Ratio | 1.03 | 1.05 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 1.06 | 1.08 |
| CPC Index | 0.39 | 0.6 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 38.25 | 3.21 |
| Outlier Loss Ratio | 3.67 | 3.17 |
| Volatility (ann.) | 9.05% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.51 | 2.33 |
| Skew | -1.53 | 0.2 |
| Kurtosis | 28.0 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.2% | 4.27% |
| Expected Yearly % | -8.1% | 34.02% |
| Kelly Criterion | -11.76% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11371802:BTCUSD | 11371802:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.00 | -0.24 | - |
| 2025 | 30.14 | -7.19 | -0.24 | - |
| Metric | 11371802:btcusd:triple_med_gx:lsma55_20 | 11371802:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 3.92% | 45.08% |
| 6M | -7.19% | 28.47% |
| YTD | -7.19% | 30.14% |
| 1Y | -20.48% | 105.13% |
| 3Y (ann.) | -14.03% | 68.87% |
| 5Y (ann.) | -14.03% | 68.87% |
| Metric | 11371802:btcusd:triple_med_gx:lsma55_20 | 11371802:BTCUSD |
|---|---|---|
| Max Drawdown | -27.77% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -4.73% | -4.58% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-07-14 | -27.77 | 365 |
| 2024-06-20 | 2024-07-01 | -4.38 | 10 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2024-06-19 | 2024-06-20 | -0.54 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11371802:btcusd:triple_med_gx:lsma55_20 | 11371802:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -6.35% | -12.33% |
| Best Month | 3.52% | 37.42% |
| Worst Month | -13.64% | -17.69% |
| Best Year | -7.19% | 38.02% |
| Worst Year | -9.0% | 30.14% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 2.3% | 7.5% |
| Avg. Down Week | -1.91% | -4.28% |
| Avg. Up Month | 2.49% | 16.39% |
| Avg. Down Month | -9.16% | -7.67% |
| Win Days % | 43.2% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 39.53% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |