| Metric | 11371812:btcusd:triple_med_gx:lsma55_20 | 11371812:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -18.73% | 79.62% |
| Max Drawdown | -31.22% | -29.51% |
| Sharpe | -0.49 | 0.65 |
| Sortino | -0.64 | 0.96 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | 0.79 | 1.08 |
| CPC Index | 0.36 | 0.58 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 43.68 | 3.15 |
| Outlier Loss Ratio | 3.6 | 3.2 |
| Volatility (ann.) | 8.69% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.54 | 2.33 |
| Skew | -1.58 | 0.2 |
| Kurtosis | 32.18 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.47% | 4.27% |
| Expected Yearly % | -9.85% | 34.02% |
| Kelly Criterion | -13.85% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11371812:BTCUSD | 11371812:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.60 | -0.30 | - |
| 2025 | 30.14 | -8.07 | -0.27 | - |
| Metric | 11371812:btcusd:triple_med_gx:lsma55_20 | 11371812:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 2.55% | 45.08% |
| 6M | -8.07% | 28.47% |
| YTD | -8.07% | 30.14% |
| 1Y | -25.05% | 105.13% |
| 3Y (ann.) | -16.94% | 68.87% |
| 5Y (ann.) | -16.94% | 68.87% |
| Metric | 11371812:btcusd:triple_med_gx:lsma55_20 | 11371812:BTCUSD |
|---|---|---|
| Max Drawdown | -31.22% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -4.95% | -4.58% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | -0.6 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-07-14 | -31.22 | 365 |
| 2024-06-20 | 2024-06-30 | -3.39 | 10 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371812:btcusd:triple_med_gx:lsma55_20 | 11371812:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.75% | 18.93% |
| Worst Week | -5.55% | -12.33% |
| Best Month | 5.75% | 37.42% |
| Worst Month | -10.05% | -17.69% |
| Best Year | -8.07% | 38.02% |
| Worst Year | -11.6% | 30.14% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 2.46% | 7.13% |
| Avg. Down Week | -1.64% | -4.13% |
| Avg. Up Month | 4.5% | 8.72% |
| Avg. Down Month | -5.92% | -7.93% |
| Win Days % | 42.69% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 31.71% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |