| Metric | 11378830:btcusd:triple_med_gx:lsma115_55 | 11378830:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -1.3% | 79.62% |
| Max Drawdown | -26.21% | -29.51% |
| Sharpe | 0.02 | 0.65 |
| Sortino | 0.03 | 0.96 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 29.09 | 3.29 |
| Outlier Loss Ratio | 3.6 | 3.19 |
| Volatility (ann.) | 10.39% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.04 | 2.33 |
| Skew | -0.55 | 0.2 |
| Kurtosis | 29.21 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.09% | 4.27% |
| Expected Yearly % | -0.65% | 34.02% |
| Kelly Criterion | -1.84% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11378830:BTCUSD | 11378830:btcusd:triple_med_gx:lsma115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.83 | 0.47 | - |
| 2025 | 30.14 | -16.23 | -0.54 | - |
| Metric | 11378830:btcusd:triple_med_gx:lsma115_55 | 11378830:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | -3.1% | 45.08% |
| 6M | -12.95% | 28.47% |
| YTD | -16.23% | 30.14% |
| 1Y | 7.34% | 105.13% |
| 3Y (ann.) | -1.16% | 68.87% |
| 5Y (ann.) | -1.16% | 68.87% |
| Metric | 11378830:btcusd:triple_med_gx:lsma115_55 | 11378830:BTCUSD |
|---|---|---|
| Max Drawdown | -26.21% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.1% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | -0.05 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -26.21 | 208 |
| 2024-07-02 | 2024-08-23 | -11.17 | 52 |
| 2024-08-24 | 2024-09-17 | -3.43 | 24 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-09-20 | 2024-10-15 | -2.10 | 25 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11378830:btcusd:triple_med_gx:lsma115_55 | 11378830:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -7.85% | -12.33% |
| Best Month | 14.08% | 37.42% |
| Worst Month | -7.75% | -17.69% |
| Best Year | 17.83% | 38.02% |
| Worst Year | -16.23% | 30.14% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.07% | 9.83% |
| Avg. Down Week | -3.13% | -3.56% |
| Avg. Up Month | 4.07% | 15.71% |
| Avg. Down Month | -5.17% | -7.67% |
| Win Days % | 47.34% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 37.04% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |