| Metric | 11376110:btcusd:triple_med_gx:lsma170_45 | 11376110:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 0.07% | 79.62% |
| Max Drawdown | -12.78% | -29.51% |
| Sharpe | 0.05 | 0.65 |
| Sortino | 0.07 | 0.96 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.53 | 0.64 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 33.09 | 3.09 |
| Outlier Loss Ratio | 4.1 | 3.11 |
| Volatility (ann.) | 8.82% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.01 | 2.33 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 26.57 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.01% | 4.27% |
| Expected Yearly % | 0.04% | 34.02% |
| Kelly Criterion | -1.49% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11376110:BTCUSD | 11376110:btcusd:triple_med_gx:lsma170_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.33 | 0.04 | - |
| 2025 | 30.14 | -1.24 | -0.04 | - |
| Metric | 11376110:btcusd:triple_med_gx:lsma170_45 | 11376110:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 5.38% | 45.08% |
| 6M | 1.27% | 28.47% |
| YTD | -1.24% | 30.14% |
| 1Y | 0.07% | 105.13% |
| 3Y (ann.) | 0.07% | 68.87% |
| 5Y (ann.) | 0.07% | 68.87% |
| Metric | 11376110:btcusd:triple_med_gx:lsma170_45 | 11376110:BTCUSD |
|---|---|---|
| Max Drawdown | -12.78% | -29.51% |
| Longest DD Days | 351.0 | 144.0 |
| Avg. Drawdown | -4.1% | -4.58% |
| Avg. Drawdown Days | 71.0 | 14.0 |
| Recovery Factor | 0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-27 | 2025-07-14 | -12.78 | 351 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-07-19 | 2024-07-19 | -0.18 | 0 |
| Metric | 11376110:btcusd:triple_med_gx:lsma170_45 | 11376110:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -5.42% | -12.33% |
| Best Month | 8.44% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 1.33% | 38.02% |
| Worst Year | -1.24% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 2.96% | 6.08% |
| Avg. Down Week | -3.09% | -5.27% |
| Avg. Up Month | 3.94% | 14.41% |
| Avg. Down Month | -3.97% | -9.5% |
| Win Days % | 45.97% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |