| Metric | 11375123:btcusd:triple_med_gx:lsma130_40 | 11375123:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -5.56% | 79.62% |
| Max Drawdown | -22.74% | -29.51% |
| Sharpe | -0.1 | 0.65 |
| Sortino | -0.14 | 0.96 |
| Payoff Ratio | 1.07 | 0.96 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.06 | 1.08 |
| CPC Index | 0.48 | 0.55 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 32.58 | 3.06 |
| Outlier Loss Ratio | 3.94 | 3.13 |
| Volatility (ann.) | 8.98% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.22 | 2.33 |
| Skew | 0.05 | 0.2 |
| Kurtosis | 26.55 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.41% | 4.27% |
| Expected Yearly % | -2.82% | 34.02% |
| Kelly Criterion | -4.55% | 1.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11375123:BTCUSD | 11375123:btcusd:triple_med_gx:lsma130_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.88 | 0.13 | - |
| 2025 | 30.14 | -9.96 | -0.33 | - |
| Metric | 11375123:btcusd:triple_med_gx:lsma130_40 | 11375123:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 10.43% | 45.08% |
| 6M | -5.49% | 28.47% |
| YTD | -9.96% | 30.14% |
| 1Y | -0.07% | 105.13% |
| 3Y (ann.) | -4.99% | 68.87% |
| 5Y (ann.) | -4.99% | 68.87% |
| Metric | 11375123:btcusd:triple_med_gx:lsma130_40 | 11375123:BTCUSD |
|---|---|---|
| Max Drawdown | -22.74% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -6.42% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -22.74 | 206 |
| 2024-07-27 | 2024-09-26 | -10.30 | 60 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-07-03 | 2024-07-21 | -5.67 | 18 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2024-09-27 | 2024-10-20 | -1.27 | 23 |
| 2024-11-25 | 2024-12-19 | -0.27 | 23 |
| 2024-11-24 | 2024-11-25 | -0.18 | 0 |
| Metric | 11375123:btcusd:triple_med_gx:lsma130_40 | 11375123:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 11.31% | 37.42% |
| Worst Month | -9.76% | -17.69% |
| Best Year | 4.88% | 38.02% |
| Worst Year | -9.96% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.71% | -0.81% |
| Avg. Up Week | 2.45% | 5.92% |
| Avg. Down Week | -3.18% | -4.66% |
| Avg. Up Month | 6.08% | 16.67% |
| Avg. Down Month | -5.28% | -7.93% |
| Win Days % | 45.99% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |