| Metric | 11375179:btcusd:triple_med_gx:lsma135_40 | 11375179:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -9.36% | 75.42% |
| Max Drawdown | -25.26% | -29.51% |
| Sharpe | -0.2 | 0.63 |
| Sortino | -0.28 | 0.92 |
| Payoff Ratio | 1.0 | 0.91 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.44 | 0.52 |
| Tail Ratio | 1.25 | 0.96 |
| Outlier Win Ratio | 34.26 | 3.06 |
| Outlier Loss Ratio | 3.98 | 3.26 |
| Volatility (ann.) | 8.81% | 24.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.33 | 2.19 |
| Skew | -0.45 | 0.2 |
| Kurtosis | 24.96 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.7% | 4.1% |
| Expected Yearly % | -4.8% | 32.45% |
| Kelly Criterion | -6.57% | -0.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11375179:BTCUSD | 11375179:btcusd:triple_med_gx:lsma135_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.36 | -0.11 | - |
| 2025 | 27.10 | -5.23 | -0.19 | - |
| Metric | 11375179:btcusd:triple_med_gx:lsma135_40 | 11375179:BTCUSD |
|---|---|---|
| MTD | 4.96% | 10.71% |
| 3M | 11.65% | 41.88% |
| 6M | -0.86% | 22.91% |
| YTD | -5.23% | 27.1% |
| 1Y | -2.3% | 82.29% |
| 3Y (ann.) | -8.36% | 64.73% |
| 5Y (ann.) | -8.36% | 64.73% |
| Metric | 11375179:btcusd:triple_med_gx:lsma135_40 | 11375179:BTCUSD |
|---|---|---|
| Max Drawdown | -25.26% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -7.96% | -4.71% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.37 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-17 | -25.26 | 233 |
| 2024-07-04 | 2024-09-19 | -10.86 | 77 |
| 2024-09-27 | 2024-11-21 | -7.70 | 54 |
| 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 |
| Metric | 11375179:btcusd:triple_med_gx:lsma135_40 | 11375179: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 | -6.41% | -17.69% |
| Best Year | -4.36% | 38.02% |
| Worst Year | -5.23% | 27.1% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.73% | -0.81% |
| Avg. Up Week | 2.53% | 3.81% |
| Avg. Down Week | -3.27% | -4.63% |
| Avg. Up Month | 4.83% | 16.14% |
| Avg. Down Month | -5.14% | -7.67% |
| Win Days % | 46.83% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |