| Metric | 11377240:btcusd:triple_med_gx:lsma115_50 | 11377240:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -3.81% | 79.62% |
| Max Drawdown | -22.74% | -29.51% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.09 | 0.96 |
| Payoff Ratio | 0.93 | 0.92 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.45 | 0.53 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 38.21 | 3.04 |
| Outlier Loss Ratio | 3.71 | 3.13 |
| Volatility (ann.) | 8.35% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.15 | 2.33 |
| Skew | -0.58 | 0.2 |
| Kurtosis | 30.36 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.28% | 4.27% |
| Expected Yearly % | -1.92% | 34.02% |
| Kelly Criterion | -4.5% | -0.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11377240:BTCUSD | 11377240:btcusd:triple_med_gx:lsma115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.43 | 0.12 | - |
| 2025 | 30.14 | -7.89 | -0.26 | - |
| Metric | 11377240:btcusd:triple_med_gx:lsma115_50 | 11377240:BTCUSD |
|---|---|---|
| MTD | 6.06% | 13.36% |
| 3M | 11.91% | 45.08% |
| 6M | -6.88% | 28.47% |
| YTD | -7.89% | 30.14% |
| 1Y | -0.73% | 105.13% |
| 3Y (ann.) | -3.41% | 68.87% |
| 5Y (ann.) | -3.41% | 68.87% |
| Metric | 11377240:btcusd:triple_med_gx:lsma115_50 | 11377240:BTCUSD |
|---|---|---|
| Max Drawdown | -22.74% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -4.66% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | -0.17 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -22.74 | 206 |
| 2024-07-04 | 2024-08-18 | -7.04 | 44 |
| 2024-09-28 | 2024-11-20 | -6.88 | 53 |
| 2024-08-20 | 2024-09-17 | -4.84 | 28 |
| 2024-09-20 | 2024-09-27 | -3.23 | 6 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-11-22 | 2024-12-15 | -0.38 | 22 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11377240:btcusd:triple_med_gx:lsma115_50 | 11377240:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -6.51% | -12.33% |
| Best Month | 6.95% | 37.42% |
| Worst Month | -7.08% | -17.69% |
| Best Year | 4.43% | 38.02% |
| Worst Year | -7.89% | 30.14% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.25% | 5.24% |
| Avg. Down Week | -2.98% | -4.16% |
| Avg. Up Month | 4.9% | 16.67% |
| Avg. Down Month | -5.78% | -7.67% |
| Win Days % | 49.66% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 44.83% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |