| Metric | 11378490:btcusd:triple_med_gx:lsma130_55 | 11378490:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -3.72% | 79.62% |
| Max Drawdown | -20.5% | -29.51% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.09 | 0.96 |
| Payoff Ratio | 0.91 | 0.9 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.44 | 0.52 |
| Tail Ratio | 1.41 | 0.98 |
| Outlier Win Ratio | 37.58 | 3.04 |
| Outlier Loss Ratio | 3.86 | 3.13 |
| Volatility (ann.) | 8.07% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.16 | 2.33 |
| Skew | -0.69 | 0.2 |
| Kurtosis | 25.6 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.27% | 4.27% |
| Expected Yearly % | -1.88% | 34.02% |
| Kelly Criterion | -6.36% | -1.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11378490:BTCUSD | 11378490:btcusd:triple_med_gx:lsma130_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.64 | 0.04 | - |
| 2025 | 30.14 | -5.28 | -0.18 | - |
| Metric | 11378490:btcusd:triple_med_gx:lsma130_55 | 11378490:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 5.44% | 45.08% |
| 6M | -3.72% | 28.47% |
| YTD | -5.28% | 30.14% |
| 1Y | -5.42% | 105.13% |
| 3Y (ann.) | -3.34% | 68.87% |
| 5Y (ann.) | -3.34% | 68.87% |
| Metric | 11378490:btcusd:triple_med_gx:lsma130_55 | 11378490:BTCUSD |
|---|---|---|
| Max Drawdown | -20.5% | -29.51% |
| Longest DD Days | 318.0 | 144.0 |
| Avg. Drawdown | -4.79% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.18 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-29 | 2025-07-14 | -20.50 | 318 |
| 2024-07-29 | 2024-08-29 | -6.98 | 31 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11378490:btcusd:triple_med_gx:lsma130_55 | 11378490:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 9.77% | 18.93% |
| Worst Week | -8.18% | -12.33% |
| Best Month | 8.39% | 37.42% |
| Worst Month | -8.09% | -17.69% |
| Best Year | 1.64% | 38.02% |
| Worst Year | -5.28% | 30.14% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.17% | 6.61% |
| Avg. Down Week | -2.46% | -4.55% |
| Avg. Up Month | 4.49% | 16.44% |
| Avg. Down Month | -4.32% | -10.46% |
| Win Days % | 49.35% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 38.24% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |