| Metric | 11376158:btcusd:triple_med_gx:lsma135_45 | 11376158:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -11.05% | 79.62% |
| Max Drawdown | -25.27% | -29.51% |
| Sharpe | -0.27 | 0.65 |
| Sortino | -0.36 | 0.96 |
| Payoff Ratio | 1.0 | 0.91 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.42 | 0.53 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 36.96 | 3.04 |
| Outlier Loss Ratio | 4.02 | 3.21 |
| Volatility (ann.) | 8.43% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.39 | 2.33 |
| Skew | -0.57 | 0.2 |
| Kurtosis | 26.91 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.83% | 4.27% |
| Expected Yearly % | -5.69% | 34.02% |
| Kelly Criterion | -7.64% | -0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11376158:BTCUSD | 11376158:btcusd:triple_med_gx:lsma135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.17 | 0.00 | - |
| 2025 | 30.14 | -11.20 | -0.37 | - |
| Metric | 11376158:btcusd:triple_med_gx:lsma135_45 | 11376158:BTCUSD |
|---|---|---|
| MTD | 3.04% | 13.36% |
| 3M | 8.07% | 45.08% |
| 6M | -8.43% | 28.47% |
| YTD | -11.2% | 30.14% |
| 1Y | -5.17% | 105.13% |
| 3Y (ann.) | -9.95% | 68.87% |
| 5Y (ann.) | -9.95% | 68.87% |
| Metric | 11376158:btcusd:triple_med_gx:lsma135_45 | 11376158:BTCUSD |
|---|---|---|
| Max Drawdown | -25.27% | -29.51% |
| Longest DD Days | 230.0 | 144.0 |
| Avg. Drawdown | -6.11% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-07-14 | -25.27 | 230 |
| 2024-07-04 | 2024-09-17 | -9.80 | 75 |
| 2024-09-28 | 2024-11-21 | -7.85 | 54 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-20 | 2024-09-24 | -0.93 | 4 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11376158:btcusd:triple_med_gx:lsma135_45 | 11376158:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 8.61% | 18.93% |
| Worst Week | -6.21% | -12.33% |
| Best Month | 12.18% | 37.42% |
| Worst Month | -8.47% | -17.69% |
| Best Year | 0.17% | 38.02% |
| Worst Year | -11.2% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 2.56% | 4.31% |
| Avg. Down Week | -3.28% | -4.25% |
| Avg. Up Month | 4.99% | 16.67% |
| Avg. Down Month | -5.62% | -7.67% |
| Win Days % | 46.2% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |