| Metric | 11375117:btcusd:triple_med_gx:lsma105_40 | 11375117:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -17.6% | 79.62% |
| Max Drawdown | -21.4% | -29.51% |
| Sharpe | -0.45 | 0.65 |
| Sortino | -0.63 | 0.96 |
| Payoff Ratio | 1.08 | 0.97 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.65 | 1.08 |
| CPC Index | 0.39 | 0.56 |
| Tail Ratio | 0.76 | 0.98 |
| Outlier Win Ratio | 37.75 | 2.99 |
| Outlier Loss Ratio | 3.76 | 3.09 |
| Volatility (ann.) | 8.72% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.74 | 2.33 |
| Skew | 0.24 | 0.2 |
| Kurtosis | 31.16 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.37% | 4.27% |
| Expected Yearly % | -9.23% | 34.02% |
| Kelly Criterion | -9.96% | 2.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11375117:BTCUSD | 11375117:btcusd:triple_med_gx:lsma105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.13 | -0.11 | - |
| 2025 | 30.14 | -14.05 | -0.47 | - |
| Metric | 11375117:btcusd:triple_med_gx:lsma105_40 | 11375117:BTCUSD |
|---|---|---|
| MTD | 0.86% | 13.36% |
| 3M | 2.68% | 45.08% |
| 6M | -9.64% | 28.47% |
| YTD | -14.05% | 30.14% |
| 1Y | -12.8% | 105.13% |
| 3Y (ann.) | -15.9% | 68.87% |
| 5Y (ann.) | -15.9% | 68.87% |
| Metric | 11375117:btcusd:triple_med_gx:lsma105_40 | 11375117:BTCUSD |
|---|---|---|
| Max Drawdown | -21.4% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -9.77% | -4.58% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.82 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -21.40 | 266 |
| 2024-07-22 | 2024-09-26 | -11.00 | 66 |
| 2024-07-03 | 2024-07-21 | -5.67 | 18 |
| 2024-09-27 | 2024-10-20 | -1.00 | 23 |
| Metric | 11375117:btcusd:triple_med_gx:lsma105_40 | 11375117:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 12.15% | 37.42% |
| Worst Month | -9.94% | -17.69% |
| Best Year | -4.13% | 38.02% |
| Worst Year | -14.05% | 30.14% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.73% | -0.82% |
| Avg. Up Week | 2.39% | 5.96% |
| Avg. Down Week | -3.61% | -4.26% |
| Avg. Up Month | 4.02% | 16.67% |
| Avg. Down Month | -4.73% | -7.93% |
| Win Days % | 42.95% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |