| Metric | 11373521:btcusd:triple_med_gx:lsma65_30 | 11373521:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -19.7% | 79.62% |
| Max Drawdown | -27.31% | -29.51% |
| Sharpe | -0.54 | 0.65 |
| Sortino | -0.71 | 0.96 |
| Payoff Ratio | 1.0 | 0.96 |
| Profit Factor | 0.82 | 1.11 |
| Common Sense Ratio | 0.68 | 1.08 |
| CPC Index | 0.35 | 0.55 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 41.74 | 3.13 |
| Outlier Loss Ratio | 3.77 | 3.07 |
| Volatility (ann.) | 8.43% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.65 | 2.33 |
| Skew | -1.27 | 0.2 |
| Kurtosis | 31.21 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.55% | 4.27% |
| Expected Yearly % | -10.39% | 34.02% |
| Kelly Criterion | -15.49% | 2.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11373521:BTCUSD | 11373521:btcusd:triple_med_gx:lsma65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.22 | -0.22 | - |
| 2025 | 30.14 | -12.51 | -0.41 | - |
| Metric | 11373521:btcusd:triple_med_gx:lsma65_30 | 11373521:BTCUSD |
|---|---|---|
| MTD | 1.06% | 13.36% |
| 3M | 2.97% | 45.08% |
| 6M | -11.89% | 28.47% |
| YTD | -12.51% | 30.14% |
| 1Y | -20.64% | 105.13% |
| 3Y (ann.) | -17.82% | 68.87% |
| 5Y (ann.) | -17.82% | 68.87% |
| Metric | 11373521:btcusd:triple_med_gx:lsma65_30 | 11373521:BTCUSD |
|---|---|---|
| Max Drawdown | -27.31% | -29.51% |
| Longest DD Days | 274.0 | 144.0 |
| Avg. Drawdown | -5.77% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.72 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-13 | 2025-07-14 | -27.31 | 274 |
| 2024-08-25 | 2024-10-12 | -5.76 | 48 |
| 2024-07-14 | 2024-08-23 | -4.73 | 40 |
| 2024-07-01 | 2024-07-14 | -3.94 | 12 |
| 2024-06-05 | 2024-07-01 | -3.90 | 25 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11373521:btcusd:triple_med_gx:lsma65_30 | 11373521:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.09% | 18.93% |
| Worst Week | -8.42% | -12.33% |
| Best Month | 2.86% | 37.42% |
| Worst Month | -10.02% | -17.69% |
| Best Year | -8.22% | 38.02% |
| Worst Year | -12.51% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 1.67% | 5.96% |
| Avg. Down Week | -1.56% | -2.86% |
| Avg. Up Month | 2.24% | 7.14% |
| Avg. Down Month | -5.67% | -4.22% |
| Win Days % | 42.27% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 35.71% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |