| Metric | 11376103:btcusd:triple_med_gx:lsma135_45 | 11376103:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 1.96% | 79.62% |
| Max Drawdown | -21.25% | -29.51% |
| Sharpe | 0.09 | 0.65 |
| Sortino | 0.14 | 0.96 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 33.64 | 3.08 |
| Outlier Loss Ratio | 4.24 | 3.07 |
| Volatility (ann.) | 8.59% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.08 | 2.33 |
| Skew | 0.52 | 0.2 |
| Kurtosis | 29.07 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.14% | 4.27% |
| Expected Yearly % | 0.98% | 34.02% |
| Kelly Criterion | -1.39% | 7.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11376103:BTCUSD | 11376103:btcusd:triple_med_gx:lsma135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.28 | 0.35 | - |
| 2025 | 30.14 | -9.99 | -0.33 | - |
| Metric | 11376103:btcusd:triple_med_gx:lsma135_45 | 11376103:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 7.42% | 45.08% |
| 6M | -5.98% | 28.47% |
| YTD | -9.99% | 30.14% |
| 1Y | 1.47% | 105.13% |
| 3Y (ann.) | 1.75% | 68.87% |
| 5Y (ann.) | 1.75% | 68.87% |
| Metric | 11376103:btcusd:triple_med_gx:lsma135_45 | 11376103:BTCUSD |
|---|---|---|
| Max Drawdown | -21.25% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -3.68% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.09 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -21.25 | 206 |
| 2024-08-18 | 2024-09-19 | -8.19 | 31 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2024-07-27 | 2024-08-18 | -1.89 | 21 |
| 2024-09-19 | 2024-09-26 | -1.87 | 6 |
| 2024-09-28 | 2024-10-20 | -1.17 | 22 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-11-21 | 2024-12-19 | -0.48 | 27 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| Metric | 11376103:btcusd:triple_med_gx:lsma135_45 | 11376103:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 10.87% | 37.42% |
| Worst Month | -8.54% | -17.69% |
| Best Year | 13.28% | 38.02% |
| Worst Year | -9.99% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.65% | -0.69% |
| Avg. Up Week | 2.57% | 5.34% |
| Avg. Down Week | -2.74% | -4.55% |
| Avg. Up Month | 5.5% | 14.41% |
| Avg. Down Month | -4.44% | -7.93% |
| Win Days % | 46.15% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 48.65% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |