| Metric | 11375177:btcusd:triple_med_gx:lsma125_40 | 11375177:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -2.96% | 79.62% |
| Max Drawdown | -20.44% | -29.51% |
| Sharpe | -0.03 | 0.65 |
| Sortino | -0.04 | 0.96 |
| Payoff Ratio | 1.02 | 0.93 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.48 | 0.54 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 33.65 | 3.05 |
| Outlier Loss Ratio | 3.91 | 3.16 |
| Volatility (ann.) | 8.78% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.13 | 2.33 |
| Skew | -0.46 | 0.2 |
| Kurtosis | 26.51 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.21% | 4.27% |
| Expected Yearly % | -1.49% | 34.02% |
| Kelly Criterion | -3.48% | 0.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11375177:BTCUSD | 11375177:btcusd:triple_med_gx:lsma125_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.26 | 0.01 | - |
| 2025 | 30.14 | -3.21 | -0.11 | - |
| Metric | 11375177:btcusd:triple_med_gx:lsma125_40 | 11375177:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 10.13% | 45.08% |
| 6M | -0.27% | 28.47% |
| YTD | -3.21% | 30.14% |
| 1Y | 4.61% | 105.13% |
| 3Y (ann.) | -2.65% | 68.87% |
| 5Y (ann.) | -2.65% | 68.87% |
| Metric | 11375177:btcusd:triple_med_gx:lsma125_40 | 11375177:BTCUSD |
|---|---|---|
| Max Drawdown | -20.44% | -29.51% |
| Longest DD Days | 231.0 | 144.0 |
| Avg. Drawdown | -5.86% | -4.58% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.14 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-14 | -20.44 | 231 |
| 2024-07-04 | 2024-09-19 | -10.86 | 77 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-20 | 2024-09-24 | -0.93 | 4 |
| 2024-09-27 | 2024-10-20 | -0.87 | 22 |
| Metric | 11375177:btcusd:triple_med_gx:lsma125_40 | 11375177:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 7.82% | 18.93% |
| Worst Week | -7.23% | -12.33% |
| Best Month | 11.27% | 37.42% |
| Worst Month | -6.78% | -17.69% |
| Best Year | 0.26% | 38.02% |
| Worst Year | -3.21% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.72% | -0.81% |
| Avg. Up Week | 2.67% | 4.01% |
| Avg. Down Week | -2.98% | -4.39% |
| Avg. Up Month | 5.07% | 16.67% |
| Avg. Down Month | -3.75% | -7.93% |
| Win Days % | 47.69% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 51.52% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |