| Metric | 11375407:btcusd:triple_med_gx:lsma55_40 | 11375407:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -7.5% | 75.42% |
| Max Drawdown | -16.79% | -29.51% |
| Sharpe | -0.19 | 0.63 |
| Sortino | -0.27 | 0.92 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 0.42 | 1.06 |
| CPC Index | 0.41 | 0.61 |
| Tail Ratio | 0.46 | 0.96 |
| Outlier Win Ratio | 51.79 | 2.97 |
| Outlier Loss Ratio | 3.85 | 2.96 |
| Volatility (ann.) | 7.46% | 24.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.4 | 2.19 |
| Skew | -0.46 | 0.2 |
| Kurtosis | 43.11 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.56% | 4.1% |
| Expected Yearly % | -3.82% | 32.45% |
| Kelly Criterion | -12.88% | 6.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11375407:BTCUSD | 11375407:btcusd:triple_med_gx:lsma55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.21 | -0.06 | - |
| 2025 | 27.10 | -5.41 | -0.20 | - |
| Metric | 11375407:btcusd:triple_med_gx:lsma55_40 | 11375407:BTCUSD |
|---|---|---|
| MTD | 1.56% | 10.71% |
| 3M | -1.93% | 41.88% |
| 6M | -3.7% | 22.91% |
| YTD | -5.41% | 27.1% |
| 1Y | -12.3% | 82.29% |
| 3Y (ann.) | -6.69% | 64.73% |
| 5Y (ann.) | -6.69% | 64.73% |
| Metric | 11375407:btcusd:triple_med_gx:lsma55_40 | 11375407:BTCUSD |
|---|---|---|
| Max Drawdown | -16.79% | -29.51% |
| Longest DD Days | 223.0 | 144.0 |
| Avg. Drawdown | -4.8% | -4.71% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | -0.45 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-07-17 | -16.79 | 223 |
| 2024-08-23 | 2024-12-05 | -8.30 | 103 |
| 2024-07-14 | 2024-08-23 | -1.62 | 39 |
| 2024-06-04 | 2024-06-30 | -0.91 | 26 |
| 2024-07-11 | 2024-07-12 | -0.71 | 0 |
| 2024-07-12 | 2024-07-13 | -0.47 | 0 |
| Metric | 11375407:btcusd:triple_med_gx:lsma55_40 | 11375407:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 4.5% | 37.42% |
| Worst Month | -6.08% | -17.69% |
| Best Year | -2.21% | 38.02% |
| Worst Year | -5.41% | 27.1% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 2.4% | 7.28% |
| Avg. Down Week | -2.03% | -3.87% |
| Avg. Up Month | 2.49% | 12.67% |
| Avg. Down Month | -3.3% | -10.46% |
| Win Days % | 41.12% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 39.47% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |