| Metric | 11375592:btcusd:triple_med_gx:lsma115_40 | 11375592:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -11.21% | 79.62% |
| Max Drawdown | -34.11% | -29.51% |
| Sharpe | -0.2 | 0.65 |
| Sortino | -0.29 | 0.96 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.88 | 1.08 |
| CPC Index | 0.45 | 0.59 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 30.05 | 3.22 |
| Outlier Loss Ratio | 3.5 | 3.19 |
| Volatility (ann.) | 10.39% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.3 | 2.33 |
| Skew | -0.36 | 0.2 |
| Kurtosis | 30.32 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.85% | 4.27% |
| Expected Yearly % | -5.77% | 34.02% |
| Kelly Criterion | -6.26% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11375592:BTCUSD | 11375592:btcusd:triple_med_gx:lsma115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.72 | 0.49 | - |
| 2025 | 30.14 | -25.21 | -0.84 | - |
| Metric | 11375592:btcusd:triple_med_gx:lsma115_40 | 11375592:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | -1.25% | 45.08% |
| 6M | -22.28% | 28.47% |
| YTD | -25.21% | 30.14% |
| 1Y | -3.25% | 105.13% |
| 3Y (ann.) | -10.09% | 68.87% |
| 5Y (ann.) | -10.09% | 68.87% |
| Metric | 11375592:btcusd:triple_med_gx:lsma115_40 | 11375592:BTCUSD |
|---|---|---|
| Max Drawdown | -34.11% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.63% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | -0.33 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -34.11 | 208 |
| 2024-07-01 | 2024-08-23 | -9.44 | 53 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-09-20 | 2024-10-15 | -2.10 | 25 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-18 | 2024-11-10 | -1.66 | 22 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11375592:btcusd:triple_med_gx:lsma115_40 | 11375592:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -8.84% | -12.33% |
| Best Month | 12.75% | 37.42% |
| Worst Month | -17.53% | -17.69% |
| Best Year | 18.72% | 38.02% |
| Worst Year | -25.21% | 30.14% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.43% | 10.06% |
| Avg. Down Week | -3.89% | -3.56% |
| Avg. Up Month | 4.67% | 15.71% |
| Avg. Down Month | -9.04% | -7.67% |
| Win Days % | 45.64% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 35.71% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |