| Metric | 11373373:btcusd:triple_med_gx:lsma135_30 | 11373373:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -15.84% | 79.62% |
| Max Drawdown | -33.21% | -29.51% |
| Sharpe | -0.29 | 0.65 |
| Sortino | -0.42 | 0.96 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.99 | 1.08 |
| CPC Index | 0.44 | 0.64 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 25.87 | 3.18 |
| Outlier Loss Ratio | 3.97 | 3.33 |
| Volatility (ann.) | 11.08% | 24.6% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.43 | 2.33 |
| Skew | 0.43 | 0.2 |
| Kurtosis | 25.97 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.22% | 4.27% |
| Expected Yearly % | -8.26% | 34.02% |
| Kelly Criterion | -8.97% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.07% |
| Expected Shortfall (cVaR) | -0.96% | -2.07% |
| Year | 11373373:BTCUSD | 11373373:btcusd:triple_med_gx:lsma135_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.82 | 0.10 | - |
| 2025 | 30.14 | -18.94 | -0.63 | - |
| Metric | 11373373:btcusd:triple_med_gx:lsma135_30 | 11373373:BTCUSD |
|---|---|---|
| MTD | 4.17% | 13.36% |
| 3M | 1.57% | 45.08% |
| 6M | -14.53% | 28.47% |
| YTD | -18.94% | 30.14% |
| 1Y | -6.66% | 105.13% |
| 3Y (ann.) | -14.3% | 68.87% |
| 5Y (ann.) | -14.3% | 68.87% |
| Metric | 11373373:btcusd:triple_med_gx:lsma135_30 | 11373373:BTCUSD |
|---|---|---|
| Max Drawdown | -33.21% | -29.51% |
| Longest DD Days | 230.0 | 144.0 |
| Avg. Drawdown | -4.77% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | -0.48 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-14 | -33.21 | 230 |
| 2024-06-08 | 2024-07-27 | -11.31 | 49 |
| 2024-08-27 | 2024-09-19 | -7.58 | 23 |
| 2024-10-21 | 2024-11-11 | -4.92 | 21 |
| 2024-09-30 | 2024-10-20 | -2.91 | 20 |
| 2024-08-22 | 2024-08-23 | -2.10 | 1 |
| 2024-11-12 | 2024-11-15 | -1.91 | 3 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-16 | 2024-11-18 | -1.64 | 2 |
| 2024-09-19 | 2024-09-24 | -1.23 | 5 |
| Metric | 11373373:btcusd:triple_med_gx:lsma135_30 | 11373373:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 10.25% | 18.93% |
| Worst Week | -10.93% | -12.33% |
| Best Month | 7.1% | 37.42% |
| Worst Month | -9.46% | -17.69% |
| Best Year | 3.82% | 38.02% |
| Worst Year | -18.94% | 30.14% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 3.19% | 6.2% |
| Avg. Down Week | -3.96% | -4.05% |
| Avg. Up Month | 3.85% | 14.47% |
| Avg. Down Month | -6.11% | -7.59% |
| Win Days % | 40.97% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 46.34% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |