| Metric | 11376107:btcusd:triple_med_gx:lsma155_45 | 11376107:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -7.74% | 79.62% |
| Max Drawdown | -24.38% | -29.51% |
| Sharpe | -0.16 | 0.65 |
| Sortino | -0.23 | 0.96 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.06 | 1.08 |
| CPC Index | 0.46 | 0.6 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 35.05 | 3.05 |
| Outlier Loss Ratio | 4.01 | 3.11 |
| Volatility (ann.) | 8.79% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.29 | 2.33 |
| Skew | 0.04 | 0.2 |
| Kurtosis | 29.05 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.57% | 4.27% |
| Expected Yearly % | -3.95% | 34.02% |
| Kelly Criterion | -5.28% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11376107:BTCUSD | 11376107:btcusd:triple_med_gx:lsma155_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.27 | 0.09 | - |
| 2025 | 30.14 | -10.67 | -0.35 | - |
| Metric | 11376107:btcusd:triple_med_gx:lsma155_45 | 11376107:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 7.15% | 45.08% |
| 6M | -7.4% | 28.47% |
| YTD | -10.67% | 30.14% |
| 1Y | -7.74% | 105.13% |
| 3Y (ann.) | -6.96% | 68.87% |
| 5Y (ann.) | -6.96% | 68.87% |
| Metric | 11376107:btcusd:triple_med_gx:lsma155_45 | 11376107:BTCUSD |
|---|---|---|
| Max Drawdown | -24.38% | -29.51% |
| Longest DD Days | 234.0 | 144.0 |
| Avg. Drawdown | -5.48% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | -0.32 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-07-14 | -24.38 | 234 |
| 2024-09-28 | 2024-11-21 | -8.85 | 54 |
| 2024-07-27 | 2024-09-19 | -6.32 | 53 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-09-19 | 2024-09-26 | -1.87 | 6 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-19 | 2024-07-19 | -0.18 | 0 |
| Metric | 11376107:btcusd:triple_med_gx:lsma155_45 | 11376107:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -5.67% | -12.33% |
| Best Month | 10.87% | 37.42% |
| Worst Month | -6.75% | -17.69% |
| Best Year | 3.27% | 38.02% |
| Worst Year | -10.67% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 2.66% | 5.59% |
| Avg. Down Week | -4.42% | -4.33% |
| Avg. Up Month | 4.39% | 14.41% |
| Avg. Down Month | -4.54% | -7.93% |
| Win Days % | 45.37% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |