| Metric | 11371980:btcusd:triple_med_gx:lsma115_20 | 11371980:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -0.18% | 79.62% |
| Max Drawdown | -29.95% | -29.51% |
| Sharpe | 0.05 | 0.65 |
| Sortino | 0.08 | 0.96 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 25.79 | 3.42 |
| Outlier Loss Ratio | 3.68 | 3.35 |
| Volatility (ann.) | 11.1% | 24.6% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.01 | 2.33 |
| Skew | 0.22 | 0.2 |
| Kurtosis | 19.5 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.01% | 4.27% |
| Expected Yearly % | -0.09% | 34.02% |
| Kelly Criterion | -2.19% | 6.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.07% |
| Expected Shortfall (cVaR) | -0.95% | -2.07% |
| Year | 11371980:BTCUSD | 11371980:btcusd:triple_med_gx:lsma115_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.82 | 0.68 | - |
| 2025 | 30.14 | -20.66 | -0.69 | - |
| Metric | 11371980:btcusd:triple_med_gx:lsma115_20 | 11371980:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | 1.84% | 45.08% |
| 6M | -16.63% | 28.47% |
| YTD | -20.66% | 30.14% |
| 1Y | 9.72% | 105.13% |
| 3Y (ann.) | -0.16% | 68.87% |
| 5Y (ann.) | -0.16% | 68.87% |
| Metric | 11371980:btcusd:triple_med_gx:lsma115_20 | 11371980:BTCUSD |
|---|---|---|
| Max Drawdown | -29.95% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.72% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | -0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -29.95 | 208 |
| 2024-06-07 | 2024-09-13 | -13.07 | 98 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-12 | 2024-12-15 | -2.69 | 33 |
| 2024-09-20 | 2024-10-14 | -2.10 | 24 |
| 2024-10-18 | 2024-11-07 | -1.93 | 19 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11371980:btcusd:triple_med_gx:lsma115_20 | 11371980:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -7.45% | -12.33% |
| Best Month | 14.69% | 37.42% |
| Worst Month | -14.74% | -17.69% |
| Best Year | 25.82% | 38.02% |
| Worst Year | -20.66% | 30.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 4.06% | 8.53% |
| Avg. Down Week | -3.32% | -3.26% |
| Avg. Up Month | 6.82% | 15.71% |
| Avg. Down Month | -6.45% | -7.59% |
| Win Days % | 46.95% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 41.18% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |