| Metric | 11371932:btcusd:triple_med_gx:lsma75_20 | 11371932:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -11.4% | 79.62% |
| Max Drawdown | -23.25% | -29.51% |
| Sharpe | -0.31 | 0.65 |
| Sortino | -0.41 | 0.96 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.71 | 1.08 |
| CPC Index | 0.39 | 0.57 |
| Tail Ratio | 0.8 | 0.98 |
| Outlier Win Ratio | 47.86 | 3.06 |
| Outlier Loss Ratio | 3.6 | 3.0 |
| Volatility (ann.) | 7.82% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.44 | 2.33 |
| Skew | -0.91 | 0.2 |
| Kurtosis | 35.65 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.86% | 4.27% |
| Expected Yearly % | -5.87% | 34.02% |
| Kelly Criterion | -10.47% | 3.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11371932:BTCUSD | 11371932:btcusd:triple_med_gx:lsma75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.87 | 0.13 | - |
| 2025 | 30.14 | -15.52 | -0.51 | - |
| Metric | 11371932:btcusd:triple_med_gx:lsma75_20 | 11371932:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -1.21% | 45.08% |
| 6M | -16.12% | 28.47% |
| YTD | -15.52% | 30.14% |
| 1Y | -12.44% | 105.13% |
| 3Y (ann.) | -10.26% | 68.87% |
| 5Y (ann.) | -10.26% | 68.87% |
| Metric | 11371932:btcusd:triple_med_gx:lsma75_20 | 11371932:BTCUSD |
|---|---|---|
| Max Drawdown | -23.25% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -4.81% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | -0.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-29 | 2025-07-14 | -23.25 | 257 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-06-07 | 2024-07-10 | -4.54 | 32 |
| 2024-08-11 | 2024-08-13 | -4.16 | 2 |
| 2024-09-14 | 2024-10-14 | -1.41 | 30 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-08-09 | 2024-08-11 | -0.97 | 1 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| Metric | 11371932:btcusd:triple_med_gx:lsma75_20 | 11371932:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 8.23% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 6.13% | 37.42% |
| Worst Month | -13.27% | -17.69% |
| Best Year | 4.87% | 38.02% |
| Worst Year | -15.52% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 2.87% | 5.24% |
| Avg. Down Week | -1.85% | -2.6% |
| Avg. Up Month | 2.72% | 9.03% |
| Avg. Down Month | -4.31% | -7.82% |
| Win Days % | 45.04% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 34.62% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |