| Metric | 11379253:btcusd:triple_med_gx:lsma175_55 | 11379253:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -11.55% | 79.62% |
| Max Drawdown | -22.08% | -29.51% |
| Sharpe | -0.26 | 0.65 |
| Sortino | -0.35 | 0.96 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.41 | 0.56 |
| Tail Ratio | 0.96 | 0.98 |
| Outlier Win Ratio | 39.79 | 2.95 |
| Outlier Loss Ratio | 3.37 | 2.97 |
| Volatility (ann.) | 8.88% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.47 | 2.33 |
| Skew | -1.22 | 0.2 |
| Kurtosis | 57.62 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.87% | 4.27% |
| Expected Yearly % | -5.95% | 34.02% |
| Kelly Criterion | -8.42% | 2.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11379253:BTCUSD | 11379253:btcusd:triple_med_gx:lsma175_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.30 | -0.14 | - |
| 2025 | 30.14 | -6.59 | -0.22 | - |
| Metric | 11379253:btcusd:triple_med_gx:lsma175_55 | 11379253:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -2.01% | 45.08% |
| 6M | 0.44% | 28.47% |
| YTD | -6.59% | 30.14% |
| 1Y | -11.55% | 105.13% |
| 3Y (ann.) | -10.39% | 68.87% |
| 5Y (ann.) | -10.39% | 68.87% |
| Metric | 11379253:btcusd:triple_med_gx:lsma175_55 | 11379253:BTCUSD |
|---|---|---|
| Max Drawdown | -22.08% | -29.51% |
| Longest DD Days | 322.0 | 144.0 |
| Avg. Drawdown | -4.72% | -4.58% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | -0.52 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-14 | -22.08 | 322 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-19 | 2024-08-25 | -0.53 | 37 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11379253:btcusd:triple_med_gx:lsma175_55 | 11379253:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.72% | 18.93% |
| Worst Week | -7.72% | -12.33% |
| Best Month | 10.72% | 37.42% |
| Worst Month | -7.94% | -17.69% |
| Best Year | -5.3% | 38.02% |
| Worst Year | -6.59% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.38% | 5.55% |
| Avg. Down Week | -5.05% | -5.68% |
| Avg. Up Month | 4.12% | 7.94% |
| Avg. Down Month | -4.9% | -5.41% |
| Win Days % | 46.04% | 51.93% |
| Win Month % | 30.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |