| Metric | 11378850:btcusd:triple_med_gx:lsma115_55 | 11378850:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -1.57% | 79.62% |
| Max Drawdown | -20.16% | -29.51% |
| Sharpe | 0.02 | 0.65 |
| Sortino | 0.03 | 0.96 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 29.27 | 3.22 |
| Outlier Loss Ratio | 3.48 | 3.29 |
| Volatility (ann.) | 10.56% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.07 | 2.33 |
| Skew | -0.79 | 0.2 |
| Kurtosis | 32.39 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.11% | 4.27% |
| Expected Yearly % | -0.79% | 34.02% |
| Kelly Criterion | -0.57% | 3.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.07% |
| Expected Shortfall (cVaR) | -0.91% | -2.07% |
| Year | 11378850:BTCUSD | 11378850:btcusd:triple_med_gx:lsma115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.38 | 0.14 | - |
| 2025 | 30.14 | -6.60 | -0.22 | - |
| Metric | 11378850:btcusd:triple_med_gx:lsma115_55 | 11378850:BTCUSD |
|---|---|---|
| MTD | 1.99% | 13.36% |
| 3M | 0.42% | 45.08% |
| 6M | -3.18% | 28.47% |
| YTD | -6.6% | 30.14% |
| 1Y | 9.75% | 105.13% |
| 3Y (ann.) | -1.41% | 68.87% |
| 5Y (ann.) | -1.41% | 68.87% |
| Metric | 11378850:btcusd:triple_med_gx:lsma115_55 | 11378850:BTCUSD |
|---|---|---|
| Max Drawdown | -20.16% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -7.27% | -4.58% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.08 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -20.16 | 208 |
| 2024-07-02 | 2024-11-10 | -12.95 | 130 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11378850:btcusd:triple_med_gx:lsma115_55 | 11378850:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -10.32% | -12.33% |
| Best Month | 14.08% | 37.42% |
| Worst Month | -10.32% | -17.69% |
| Best Year | 5.38% | 38.02% |
| Worst Year | -6.6% | 30.14% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.58% | 7.62% |
| Avg. Down Week | -3.88% | -3.2% |
| Avg. Up Month | 4.91% | 15.71% |
| Avg. Down Month | -4.68% | -2.66% |
| Win Days % | 49.27% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 45.83% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |