| Metric | 11379692:btcusd:triple_med_gx:lsma235_60 | 11379692:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 3.14% | 79.62% |
| Max Drawdown | -24.14% | -29.51% |
| Sharpe | 0.12 | 0.65 |
| Sortino | 0.16 | 0.96 |
| Payoff Ratio | 0.94 | 0.94 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.49 | 0.54 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 27.62 | 3.31 |
| Outlier Loss Ratio | 3.76 | 3.42 |
| Volatility (ann.) | 10.37% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.12 | 2.33 |
| Skew | -1.02 | 0.2 |
| Kurtosis | 21.89 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.22% | 4.27% |
| Expected Yearly % | 1.56% | 34.02% |
| Kelly Criterion | -2.79% | 0.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11379692:BTCUSD | 11379692:btcusd:triple_med_gx:lsma235_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.62 | -0.07 | - |
| 2025 | 30.14 | 5.92 | 0.20 | - |
| Metric | 11379692:btcusd:triple_med_gx:lsma235_60 | 11379692:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 24.75% | 45.08% |
| 6M | 5.92% | 28.47% |
| YTD | 5.92% | 30.14% |
| 1Y | 1.27% | 105.13% |
| 3Y (ann.) | 2.81% | 68.87% |
| 5Y (ann.) | 2.81% | 68.87% |
| Metric | 11379692:btcusd:triple_med_gx:lsma235_60 | 11379692:BTCUSD |
|---|---|---|
| Max Drawdown | -24.14% | -29.51% |
| Longest DD Days | 350.0 | 144.0 |
| Avg. Drawdown | -4.44% | -4.58% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | 0.13 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-14 | -24.14 | 350 |
| 2024-06-03 | 2024-07-26 | -4.48 | 52 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11379692:btcusd:triple_med_gx:lsma235_60 | 11379692:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 16.71% | 37.42% |
| Worst Month | -11.95% | -17.69% |
| Best Year | 5.92% | 38.02% |
| Worst Year | -2.62% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 3.64% | 6.25% |
| Avg. Down Week | -4.58% | -4.75% |
| Avg. Up Month | 8.64% | 19.0% |
| Avg. Down Month | -6.83% | -9.5% |
| Win Days % | 50.26% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 59.26% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |