| Metric | 11379392:btcusd:triple_med_gx:lsma135_60 | 11379392:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 3.37% | 79.62% |
| Max Drawdown | -18.95% | -29.51% |
| Sharpe | 0.13 | 0.65 |
| Sortino | 0.19 | 0.96 |
| Payoff Ratio | 0.97 | 0.94 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.54 | 1.08 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 1.47 | 0.98 |
| Outlier Win Ratio | 38.54 | 3.01 |
| Outlier Loss Ratio | 3.94 | 3.14 |
| Volatility (ann.) | 7.88% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.16 | 2.33 |
| Skew | 0.3 | 0.2 |
| Kurtosis | 26.78 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.24% | 4.27% |
| Expected Yearly % | 1.67% | 34.02% |
| Kelly Criterion | -0.0% | 0.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11379392:BTCUSD | 11379392:btcusd:triple_med_gx:lsma135_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.65 | 0.23 | - |
| 2025 | 30.14 | -4.86 | -0.16 | - |
| Metric | 11379392:btcusd:triple_med_gx:lsma135_60 | 11379392:BTCUSD |
|---|---|---|
| MTD | 4.19% | 13.36% |
| 3M | 8.22% | 45.08% |
| 6M | -2.58% | 28.47% |
| YTD | -4.86% | 30.14% |
| 1Y | 3.37% | 105.13% |
| 3Y (ann.) | 3.01% | 68.87% |
| 5Y (ann.) | 3.01% | 68.87% |
| Metric | 11379392:btcusd:triple_med_gx:lsma135_60 | 11379392:BTCUSD |
|---|---|---|
| Max Drawdown | -18.95% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -3.61% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.18 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -18.95 | 233 |
| 2024-09-28 | 2024-11-21 | -9.67 | 54 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-08-20 | 2024-09-18 | -3.50 | 29 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-09-19 | 2024-09-24 | -1.23 | 4 |
| 2024-07-29 | 2024-08-17 | -0.97 | 19 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11379392:btcusd:triple_med_gx:lsma135_60 | 11379392:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.12% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 5.89% | 37.42% |
| Worst Month | -6.22% | -17.69% |
| Best Year | 8.65% | 38.02% |
| Worst Year | -4.86% | 30.14% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 3.05% | 5.16% |
| Avg. Down Week | -2.86% | -4.1% |
| Avg. Up Month | 4.03% | 15.07% |
| Avg. Down Month | -1.87% | -7.67% |
| Win Days % | 50.86% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 46.88% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |