| Metric | 11373685:btcusd:triple_med_gx:lsma115_30 | 11373685:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -8.91% | 79.62% |
| Max Drawdown | -29.09% | -29.51% |
| Sharpe | -0.15 | 0.65 |
| Sortino | -0.22 | 0.96 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.47 | 0.63 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 29.21 | 3.31 |
| Outlier Loss Ratio | 3.61 | 3.23 |
| Volatility (ann.) | 10.37% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.28 | 2.33 |
| Skew | 0.54 | 0.2 |
| Kurtosis | 21.9 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.66% | 4.27% |
| Expected Yearly % | -4.56% | 34.02% |
| Kelly Criterion | -5.64% | 7.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11373685:BTCUSD | 11373685:btcusd:triple_med_gx:lsma115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.16 | 0.35 | - |
| 2025 | 30.14 | -19.50 | -0.65 | - |
| Metric | 11373685:btcusd:triple_med_gx:lsma115_30 | 11373685:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | -0.15% | 45.08% |
| 6M | -17.21% | 28.47% |
| YTD | -19.5% | 30.14% |
| 1Y | 1.61% | 105.13% |
| 3Y (ann.) | -8.01% | 68.87% |
| 5Y (ann.) | -8.01% | 68.87% |
| Metric | 11373685:btcusd:triple_med_gx:lsma115_30 | 11373685:BTCUSD |
|---|---|---|
| Max Drawdown | -29.09% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.74% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | -0.31 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -29.09 | 208 |
| 2024-06-07 | 2024-09-17 | -13.04 | 102 |
| 2024-09-20 | 2024-10-16 | -3.18 | 26 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-10-18 | 2024-11-10 | -2.02 | 22 |
| 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 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11373685:btcusd:triple_med_gx:lsma115_30 | 11373685:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -7.45% | -12.33% |
| Best Month | 12.86% | 37.42% |
| Worst Month | -13.19% | -17.69% |
| Best Year | 13.16% | 38.02% |
| Worst Year | -19.5% | 30.14% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 3.7% | 8.78% |
| Avg. Down Week | -3.41% | -3.7% |
| Avg. Up Month | 4.37% | 15.71% |
| Avg. Down Month | -6.34% | -7.59% |
| Win Days % | 45.1% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 36.36% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |