| Metric | 11372417:btcusd:triple_med_gx:lsma190_20 | 11372417:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -4.69% | 79.62% |
| Max Drawdown | -23.54% | -29.51% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.09 | 0.96 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.51 | 0.64 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 34.73 | 3.23 |
| Outlier Loss Ratio | 3.7 | 3.13 |
| Volatility (ann.) | 9.7% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.18 | 2.33 |
| Skew | 0.08 | 0.2 |
| Kurtosis | 36.77 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.34% | 4.27% |
| Expected Yearly % | -2.37% | 34.02% |
| Kelly Criterion | -2.52% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11372417:BTCUSD | 11372417:btcusd:triple_med_gx:lsma190_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.49 | 0.07 | - |
| 2025 | 30.14 | -7.00 | -0.23 | - |
| Metric | 11372417:btcusd:triple_med_gx:lsma190_20 | 11372417:BTCUSD |
|---|---|---|
| MTD | 1.31% | 13.36% |
| 3M | 1.54% | 45.08% |
| 6M | -3.75% | 28.47% |
| YTD | -7.0% | 30.14% |
| 1Y | -6.81% | 105.13% |
| 3Y (ann.) | -4.2% | 68.87% |
| 5Y (ann.) | -4.2% | 68.87% |
| Metric | 11372417:btcusd:triple_med_gx:lsma190_20 | 11372417:BTCUSD |
|---|---|---|
| Max Drawdown | -23.54% | -29.51% |
| Longest DD Days | 322.0 | 144.0 |
| Avg. Drawdown | -3.11% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | -0.2 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-14 | -23.54 | 322 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-20 | 2024-08-23 | -1.50 | 33 |
| 2024-07-11 | 2024-07-12 | -1.50 | 1 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-12 | 2024-07-13 | -0.47 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| Metric | 11372417:btcusd:triple_med_gx:lsma190_20 | 11372417:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -8.05% | -12.33% |
| Best Month | 14.94% | 37.42% |
| Worst Month | -13.0% | -17.69% |
| Best Year | 2.49% | 38.02% |
| Worst Year | -7.0% | 30.14% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.07% | 6.24% |
| Avg. Down Week | -4.97% | -4.77% |
| Avg. Up Month | 4.78% | 10.23% |
| Avg. Down Month | -8.08% | -5.41% |
| Win Days % | 45.13% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |