| Metric | 11377056:btcusd:triple_med_gx:lsma190_45 | 11377056:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -7.37% | 79.62% |
| Max Drawdown | -21.66% | -29.51% |
| Sharpe | -0.13 | 0.65 |
| Sortino | -0.18 | 0.96 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.48 | 0.64 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 35.87 | 2.98 |
| Outlier Loss Ratio | 3.6 | 3.04 |
| Volatility (ann.) | 9.78% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.31 | 2.33 |
| Skew | 1.05 | 0.2 |
| Kurtosis | 69.66 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.55% | 4.27% |
| Expected Yearly % | -3.75% | 34.02% |
| Kelly Criterion | -4.72% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11377056:BTCUSD | 11377056:btcusd:triple_med_gx:lsma190_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.21 | 0.14 | - |
| 2025 | 30.14 | -11.95 | -0.40 | - |
| Metric | 11377056:btcusd:triple_med_gx:lsma190_45 | 11377056:BTCUSD |
|---|---|---|
| MTD | 1.31% | 13.36% |
| 3M | 3.34% | 45.08% |
| 6M | -5.29% | 28.47% |
| YTD | -11.95% | 30.14% |
| 1Y | -7.2% | 105.13% |
| 3Y (ann.) | -6.62% | 68.87% |
| 5Y (ann.) | -6.62% | 68.87% |
| Metric | 11377056:btcusd:triple_med_gx:lsma190_45 | 11377056:BTCUSD |
|---|---|---|
| Max Drawdown | -21.66% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -4.06% | -4.58% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | -0.34 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-20 | 2025-07-14 | -21.66 | 358 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-07-13 | 2024-07-14 | -0.18 | 0 |
| Metric | 11377056:btcusd:triple_med_gx:lsma190_45 | 11377056:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.43% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 12.18% | 37.42% |
| Worst Month | -13.6% | -17.69% |
| Best Year | 5.21% | 38.02% |
| Worst Year | -11.95% | 30.14% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.03% | 6.84% |
| Avg. Down Week | -5.14% | -4.77% |
| Avg. Up Month | 5.49% | 17.0% |
| Avg. Down Month | -10.88% | -5.41% |
| Win Days % | 44.72% | 51.93% |
| Win Month % | 40.0% | 64.29% |
| Win Week % | 45.83% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |