| Metric | 11371933:btcusd:triple_med_gx:lsma80_20 | 11371933:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -11.13% | 79.62% |
| Max Drawdown | -21.38% | -29.51% |
| Sharpe | -0.29 | 0.65 |
| Sortino | -0.4 | 0.96 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.67 | 1.08 |
| CPC Index | 0.41 | 0.58 |
| Tail Ratio | 0.75 | 0.98 |
| Outlier Win Ratio | 45.56 | 3.08 |
| Outlier Loss Ratio | 3.66 | 3.03 |
| Volatility (ann.) | 7.92% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.47 | 2.33 |
| Skew | -0.86 | 0.2 |
| Kurtosis | 33.93 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.84% | 4.27% |
| Expected Yearly % | -5.73% | 34.02% |
| Kelly Criterion | -8.98% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11371933:BTCUSD | 11371933:btcusd:triple_med_gx:lsma80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.04 | 0.11 | - |
| 2025 | 30.14 | -14.58 | -0.48 | - |
| Metric | 11371933:btcusd:triple_med_gx:lsma80_20 | 11371933:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -0.19% | 45.08% |
| 6M | -16.47% | 28.47% |
| YTD | -14.58% | 30.14% |
| 1Y | -11.19% | 105.13% |
| 3Y (ann.) | -10.02% | 68.87% |
| 5Y (ann.) | -10.02% | 68.87% |
| Metric | 11371933:btcusd:triple_med_gx:lsma80_20 | 11371933:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -29.51% |
| Longest DD Days | 270.0 | 144.0 |
| Avg. Drawdown | -6.17% | -4.58% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.52 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-16 | 2025-07-14 | -21.38 | 270 |
| 2024-07-10 | 2024-09-13 | -7.96 | 65 |
| 2024-06-07 | 2024-07-09 | -4.54 | 32 |
| 2024-09-14 | 2024-10-14 | -1.35 | 30 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| Metric | 11371933:btcusd:triple_med_gx:lsma80_20 | 11371933:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.78% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 6.32% | 37.42% |
| Worst Month | -14.52% | -17.69% |
| Best Year | 4.04% | 38.02% |
| Worst Year | -14.58% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 2.94% | 6.81% |
| Avg. Down Week | -1.92% | -2.54% |
| Avg. Up Month | 2.76% | 9.38% |
| Avg. Down Month | -4.56% | -7.82% |
| Win Days % | 45.53% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 32.14% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |