| Metric | 11376213:btcusd:triple_med_gx:lsma130_45 | 11376213:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -9.08% | 79.62% |
| Max Drawdown | -20.74% | -29.51% |
| Sharpe | -0.2 | 0.65 |
| Sortino | -0.26 | 0.96 |
| Payoff Ratio | 0.9 | 0.88 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.0 | 1.08 |
| CPC Index | 0.42 | 0.51 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 34.88 | 3.05 |
| Outlier Loss Ratio | 3.72 | 3.24 |
| Volatility (ann.) | 8.85% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.39 | 2.33 |
| Skew | -1.01 | 0.2 |
| Kurtosis | 27.79 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.68% | 4.27% |
| Expected Yearly % | -4.65% | 34.02% |
| Kelly Criterion | -6.69% | -2.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11376213:BTCUSD | 11376213:btcusd:triple_med_gx:lsma130_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.06 | -0.19 | - |
| 2025 | 30.14 | -2.17 | -0.07 | - |
| Metric | 11376213:btcusd:triple_med_gx:lsma130_45 | 11376213:BTCUSD |
|---|---|---|
| MTD | 7.11% | 13.36% |
| 3M | 10.26% | 45.08% |
| 6M | -3.61% | 28.47% |
| YTD | -2.17% | 30.14% |
| 1Y | -4.26% | 105.13% |
| 3Y (ann.) | -8.16% | 68.87% |
| 5Y (ann.) | -8.16% | 68.87% |
| Metric | 11376213:btcusd:triple_med_gx:lsma130_45 | 11376213:BTCUSD |
|---|---|---|
| Max Drawdown | -20.74% | -29.51% |
| Longest DD Days | 207.0 | 144.0 |
| Avg. Drawdown | -7.36% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | -0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -20.74 | 207 |
| 2024-07-04 | 2024-09-19 | -9.44 | 76 |
| 2024-09-28 | 2024-11-22 | -8.84 | 54 |
| 2024-09-20 | 2024-09-27 | -3.70 | 7 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11376213:btcusd:triple_med_gx:lsma130_45 | 11376213:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.94% | 18.93% |
| Worst Week | -9.91% | -12.33% |
| Best Month | 9.32% | 37.42% |
| Worst Month | -9.91% | -17.69% |
| Best Year | -2.17% | 38.02% |
| Worst Year | -7.06% | 30.14% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.82% | 4.84% |
| Avg. Down Week | -3.54% | -5.14% |
| Avg. Up Month | 5.54% | 16.67% |
| Avg. Down Month | -6.13% | -4.68% |
| Win Days % | 49.53% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 41.94% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |