| Metric | 11375136:btcusd:triple_med_gx:lsma195_40 | 11375136:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 3.8% | 79.62% |
| Max Drawdown | -18.12% | -29.51% |
| Sharpe | 0.14 | 0.65 |
| Sortino | 0.2 | 0.96 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 30.2 | 3.18 |
| Outlier Loss Ratio | 4.21 | 3.23 |
| Volatility (ann.) | 9.41% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.19 | 2.33 |
| Skew | 0.47 | 0.2 |
| Kurtosis | 23.14 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.27% | 4.27% |
| Expected Yearly % | 1.88% | 34.02% |
| Kelly Criterion | -0.74% | 7.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11375136:BTCUSD | 11375136:btcusd:triple_med_gx:lsma195_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.06 | 0.13 | - |
| 2025 | 30.14 | -1.20 | -0.04 | - |
| Metric | 11375136:btcusd:triple_med_gx:lsma195_40 | 11375136:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 14.46% | 45.08% |
| 6M | 1.15% | 28.47% |
| YTD | -1.2% | 30.14% |
| 1Y | 4.76% | 105.13% |
| 3Y (ann.) | 3.39% | 68.87% |
| 5Y (ann.) | 3.39% | 68.87% |
| Metric | 11375136:btcusd:triple_med_gx:lsma195_40 | 11375136:BTCUSD |
|---|---|---|
| Max Drawdown | -18.12% | -29.51% |
| Longest DD Days | 230.0 | 144.0 |
| Avg. Drawdown | -5.05% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.21 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-14 | -18.12 | 230 |
| 2024-07-27 | 2024-09-24 | -9.32 | 59 |
| 2024-09-27 | 2024-11-21 | -7.41 | 54 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-06-01 | 2024-07-19 | -1.09 | 48 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-11-24 | 2024-11-25 | -0.18 | 0 |
| Metric | 11375136:btcusd:triple_med_gx:lsma195_40 | 11375136: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 | 11.31% | 37.42% |
| Worst Month | -7.7% | -17.69% |
| Best Year | 5.06% | 38.02% |
| Worst Year | -1.2% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.9% | 5.75% |
| Avg. Down Week | -3.17% | -3.92% |
| Avg. Up Month | 5.69% | 14.47% |
| Avg. Down Month | -4.52% | -6.06% |
| Win Days % | 46.11% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |