| Metric | 11375135:btcusd:triple_med_gx:lsma190_40 | 11375135:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -0.2% | 79.62% |
| Max Drawdown | -19.19% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.06 | 0.96 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.52 | 0.61 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 30.84 | 3.15 |
| Outlier Loss Ratio | 4.15 | 3.23 |
| Volatility (ann.) | 9.29% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.01 | 2.33 |
| Skew | 0.29 | 0.2 |
| Kurtosis | 23.52 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.01% | 4.27% |
| Expected Yearly % | -0.1% | 34.02% |
| Kelly Criterion | -2.0% | 6.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11375135:BTCUSD | 11375135:btcusd:triple_med_gx:lsma190_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.73 | 0.02 | - |
| 2025 | 30.14 | -0.92 | -0.03 | - |
| Metric | 11375135:btcusd:triple_med_gx:lsma190_40 | 11375135:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 14.78% | 45.08% |
| 6M | 1.43% | 28.47% |
| YTD | -0.92% | 30.14% |
| 1Y | 0.45% | 105.13% |
| 3Y (ann.) | -0.18% | 68.87% |
| 5Y (ann.) | -0.18% | 68.87% |
| Metric | 11375135:btcusd:triple_med_gx:lsma190_40 | 11375135:BTCUSD |
|---|---|---|
| Max Drawdown | -19.19% | -29.51% |
| Longest DD Days | 230.0 | 144.0 |
| Avg. Drawdown | -5.7% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | -0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-14 | -19.19 | 230 |
| 2024-07-27 | 2024-11-21 | -12.15 | 116 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-06-01 | 2024-07-19 | -0.83 | 48 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-11-24 | 2024-11-25 | -0.18 | 0 |
| Metric | 11375135:btcusd:triple_med_gx:lsma190_40 | 11375135:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 10.71% | 37.42% |
| Worst Month | -7.7% | -17.69% |
| Best Year | 0.73% | 38.02% |
| Worst Year | -0.92% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.92% | 5.75% |
| Avg. Down Week | -3.27% | -4.32% |
| Avg. Up Month | 5.36% | 14.47% |
| Avg. Down Month | -5.25% | -6.06% |
| Win Days % | 46.05% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |