| Metric | 11378266:btcusd:triple_med_gx:lsma135_55 | 11378266:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 4.64% | 79.62% |
| Max Drawdown | -13.57% | -29.51% |
| Sharpe | 0.17 | 0.65 |
| Sortino | 0.24 | 0.96 |
| Payoff Ratio | 1.05 | 0.96 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.53 | 1.08 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 36.3 | 3.05 |
| Outlier Loss Ratio | 4.02 | 3.1 |
| Volatility (ann.) | 8.07% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.31 | 2.33 |
| Skew | 0.16 | 0.2 |
| Kurtosis | 27.33 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.32% | 4.27% |
| Expected Yearly % | 2.3% | 34.02% |
| Kelly Criterion | 0.66% | 1.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11378266:BTCUSD | 11378266:btcusd:triple_med_gx:lsma135_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.58 | 0.04 | - |
| 2025 | 30.14 | 3.02 | 0.10 | - |
| Metric | 11378266:btcusd:triple_med_gx:lsma135_55 | 11378266:BTCUSD |
|---|---|---|
| MTD | 3.51% | 13.36% |
| 3M | 9.39% | 45.08% |
| 6M | 6.17% | 28.47% |
| YTD | 3.02% | 30.14% |
| 1Y | 9.34% | 105.13% |
| 3Y (ann.) | 4.14% | 68.87% |
| 5Y (ann.) | 4.14% | 68.87% |
| Metric | 11378266:btcusd:triple_med_gx:lsma135_55 | 11378266:BTCUSD |
|---|---|---|
| Max Drawdown | -13.57% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -4.79% | -4.58% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.34 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -13.57 | 289 |
| 2024-07-04 | 2024-08-18 | -8.73 | 44 |
| 2024-08-20 | 2024-09-19 | -4.89 | 30 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-20 | 2024-09-26 | -2.23 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11378266:btcusd:triple_med_gx:lsma135_55 | 11378266:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 8.18% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 8.18% | 37.42% |
| Worst Month | -8.49% | -17.69% |
| Best Year | 3.02% | 38.02% |
| Worst Year | 1.58% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 3.07% | 5.33% |
| Avg. Down Week | -3.05% | -4.59% |
| Avg. Up Month | 5.56% | 18.06% |
| Avg. Down Month | -1.2% | -9.88% |
| Win Days % | 49.19% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 51.61% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |