| Metric | 11371851:btcusd:triple_med_gx:lsma70_20 | 11371851:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -11.09% | 79.62% |
| Max Drawdown | -24.63% | -29.51% |
| Sharpe | -0.21 | 0.65 |
| Sortino | -0.29 | 0.96 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.44 | 0.63 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 34.91 | 3.2 |
| Outlier Loss Ratio | 3.66 | 3.26 |
| Volatility (ann.) | 10.01% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.41 | 2.33 |
| Skew | -0.47 | 0.2 |
| Kurtosis | 34.84 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.84% | 4.27% |
| Expected Yearly % | -5.71% | 34.02% |
| Kelly Criterion | -7.78% | 7.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11371851:BTCUSD | 11371851:btcusd:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.51 | -0.30 | - |
| 2025 | 30.14 | 0.48 | 0.02 | - |
| Metric | 11371851:btcusd:triple_med_gx:lsma70_20 | 11371851:BTCUSD |
|---|---|---|
| MTD | 4.0% | 13.36% |
| 3M | 3.2% | 45.08% |
| 6M | -4.02% | 28.47% |
| YTD | 0.48% | 30.14% |
| 1Y | -9.43% | 105.13% |
| 3Y (ann.) | -9.98% | 68.87% |
| 5Y (ann.) | -9.98% | 68.87% |
| Metric | 11371851:btcusd:triple_med_gx:lsma70_20 | 11371851:BTCUSD |
|---|---|---|
| Max Drawdown | -24.63% | -29.51% |
| Longest DD Days | 333.0 | 144.0 |
| Avg. Drawdown | -3.73% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.45 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-07-14 | -24.63 | 333 |
| 2024-08-11 | 2024-08-13 | -4.16 | 2 |
| 2024-06-07 | 2024-07-14 | -3.48 | 37 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-08-09 | 2024-08-09 | -0.95 | 0 |
| 2024-08-10 | 2024-08-10 | -0.79 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-10 | 2024-08-11 | -0.27 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11371851:btcusd:triple_med_gx:lsma70_20 | 11371851:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 6.26% | 18.93% |
| Worst Week | -7.38% | -12.33% |
| Best Month | 7.47% | 37.42% |
| Worst Month | -12.57% | -17.69% |
| Best Year | 0.48% | 38.02% |
| Worst Year | -11.51% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 2.42% | 6.82% |
| Avg. Down Week | -3.45% | -4.1% |
| Avg. Up Month | 4.47% | 8.34% |
| Avg. Down Month | -5.66% | -7.82% |
| Win Days % | 43.62% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |