| Metric | 11377239:btcusd:triple_med_gx:lsma105_50 | 11377239:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -9.9% | 79.62% |
| Max Drawdown | -22.78% | -29.51% |
| Sharpe | -0.23 | 0.65 |
| Sortino | -0.31 | 0.96 |
| Payoff Ratio | 0.93 | 0.93 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 1.13 | 1.08 |
| CPC Index | 0.41 | 0.54 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 41.33 | 3.05 |
| Outlier Loss Ratio | 3.58 | 3.13 |
| Volatility (ann.) | 8.51% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.39 | 2.33 |
| Skew | -1.74 | 0.2 |
| Kurtosis | 47.03 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.74% | 4.27% |
| Expected Yearly % | -5.08% | 34.02% |
| Kelly Criterion | -8.44% | 0.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11377239:BTCUSD | 11377239:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.23 | 0.16 | - |
| 2025 | 30.14 | -15.18 | -0.50 | - |
| Metric | 11377239:btcusd:triple_med_gx:lsma105_50 | 11377239:BTCUSD |
|---|---|---|
| MTD | 1.74% | 13.36% |
| 3M | 7.19% | 45.08% |
| 6M | -14.25% | 28.47% |
| YTD | -15.18% | 30.14% |
| 1Y | -7.02% | 105.13% |
| 3Y (ann.) | -8.91% | 68.87% |
| 5Y (ann.) | -8.91% | 68.87% |
| Metric | 11377239:btcusd:triple_med_gx:lsma105_50 | 11377239:BTCUSD |
|---|---|---|
| Max Drawdown | -22.78% | -29.51% |
| Longest DD Days | 236.0 | 144.0 |
| Avg. Drawdown | -5.06% | -4.58% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | -0.43 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-19 | 2025-07-14 | -22.78 | 236 |
| 2024-07-04 | 2024-08-20 | -7.04 | 46 |
| 2024-10-20 | 2024-11-19 | -5.09 | 29 |
| 2024-08-20 | 2024-09-19 | -4.84 | 29 |
| 2024-09-20 | 2024-09-27 | -3.23 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-28 | 2024-10-14 | -0.91 | 16 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11377239:btcusd:triple_med_gx:lsma105_50 | 11377239:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -10.9% | -12.33% |
| Best Month | 8.21% | 37.42% |
| Worst Month | -10.68% | -17.69% |
| Best Year | 6.23% | 38.02% |
| Worst Year | -15.18% | 30.14% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.4% | 6.34% |
| Avg. Down Week | -3.13% | -4.78% |
| Avg. Up Month | 4.02% | 14.93% |
| Avg. Down Month | -4.39% | -7.93% |
| Win Days % | 47.78% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |