| Metric | 11372002:btcusd:triple_med_gx:lsma115_20 | 11372002:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -3.67% | 79.62% |
| Max Drawdown | -21.22% | -29.51% |
| Sharpe | -0.03 | 0.65 |
| Sortino | -0.04 | 0.96 |
| Payoff Ratio | 1.03 | 0.99 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.08 | 1.08 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 27.63 | 3.23 |
| Outlier Loss Ratio | 3.74 | 3.31 |
| Volatility (ann.) | 10.23% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.16 | 2.33 |
| Skew | 0.06 | 0.2 |
| Kurtosis | 20.68 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.27% | 4.27% |
| Expected Yearly % | -1.85% | 34.02% |
| Kelly Criterion | -2.91% | 3.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11372002:BTCUSD | 11372002:btcusd:triple_med_gx:lsma115_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.88 | 0.18 | - |
| 2025 | 30.14 | -9.87 | -0.33 | - |
| Metric | 11372002:btcusd:triple_med_gx:lsma115_20 | 11372002:BTCUSD |
|---|---|---|
| MTD | 1.99% | 13.36% |
| 3M | 0.6% | 45.08% |
| 6M | -5.65% | 28.47% |
| YTD | -9.87% | 30.14% |
| 1Y | 10.11% | 105.13% |
| 3Y (ann.) | -3.29% | 68.87% |
| 5Y (ann.) | -3.29% | 68.87% |
| Metric | 11372002:btcusd:triple_med_gx:lsma115_20 | 11372002:BTCUSD |
|---|---|---|
| Max Drawdown | -21.22% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -7.62% | -4.58% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.17 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -21.22 | 208 |
| 2024-06-07 | 2024-11-10 | -19.67 | 155 |
| 2024-11-12 | 2024-12-15 | -2.69 | 33 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11372002:btcusd:triple_med_gx:lsma115_20 | 11372002:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -9.31% | -12.33% |
| Best Month | 16.03% | 37.42% |
| Worst Month | -9.14% | -17.69% |
| Best Year | 6.88% | 38.02% |
| Worst Year | -9.87% | 30.14% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.38% | 6.97% |
| Avg. Down Week | -3.81% | -2.91% |
| Avg. Up Month | 6.98% | 15.71% |
| Avg. Down Month | -4.95% | -5.35% |
| Win Days % | 47.75% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 45.16% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |