| Metric | 11379728:btcusd:triple_med_gx:lsma135_60 | 11379728:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -3.47% | 79.62% |
| Max Drawdown | -22.5% | -29.51% |
| Sharpe | -0.03 | 0.65 |
| Sortino | -0.04 | 0.96 |
| Payoff Ratio | 0.98 | 0.97 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.47 | 0.56 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 30.51 | 3.17 |
| Outlier Loss Ratio | 3.84 | 3.26 |
| Volatility (ann.) | 9.62% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.14 | 2.33 |
| Skew | -1.39 | 0.2 |
| Kurtosis | 24.93 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.25% | 4.27% |
| Expected Yearly % | -1.75% | 34.02% |
| Kelly Criterion | -4.51% | 2.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11379728:BTCUSD | 11379728:btcusd:triple_med_gx:lsma135_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.00 | 0.03 | - |
| 2025 | 30.14 | -4.43 | -0.15 | - |
| Metric | 11379728:btcusd:triple_med_gx:lsma135_60 | 11379728:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 6.36% | 45.08% |
| 6M | -2.49% | 28.47% |
| YTD | -4.43% | 30.14% |
| 1Y | -3.19% | 105.13% |
| 3Y (ann.) | -3.11% | 68.87% |
| 5Y (ann.) | -3.11% | 68.87% |
| Metric | 11379728:btcusd:triple_med_gx:lsma135_60 | 11379728:BTCUSD |
|---|---|---|
| Max Drawdown | -22.5% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -5.45% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.15 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -22.50 | 233 |
| 2024-08-22 | 2024-11-20 | -10.56 | 90 |
| 2024-07-29 | 2024-08-22 | -5.47 | 24 |
| 2024-07-08 | 2024-07-14 | -2.51 | 5 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-14 | 2024-07-25 | -0.84 | 11 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11379728:btcusd:triple_med_gx:lsma135_60 | 11379728:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.72% | 18.93% |
| Worst Week | -7.23% | -12.33% |
| Best Month | 7.89% | 37.42% |
| Worst Month | -8.0% | -17.69% |
| Best Year | 1.0% | 38.02% |
| Worst Year | -4.43% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.59% | 8.65% |
| Avg. Down Week | -3.17% | -4.8% |
| Avg. Up Month | 4.83% | 15.54% |
| Avg. Down Month | -6.47% | -7.67% |
| Win Days % | 48.17% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 41.38% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |