| Metric | 11380002:btcusd:triple_med_gx:lsma115_60 | 11380002:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 4.26% | 79.62% |
| Max Drawdown | -22.85% | -29.51% |
| Sharpe | 0.14 | 0.65 |
| Sortino | 0.2 | 0.96 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.54 | 0.61 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 28.72 | 3.24 |
| Outlier Loss Ratio | 3.59 | 3.17 |
| Volatility (ann.) | 10.31% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.17 | 2.33 |
| Skew | -0.54 | 0.2 |
| Kurtosis | 30.05 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.3% | 4.27% |
| Expected Yearly % | 2.11% | 34.02% |
| Kelly Criterion | -0.44% | 6.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11380002:BTCUSD | 11380002:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.93 | 0.42 | - |
| 2025 | 30.14 | -10.07 | -0.33 | - |
| Metric | 11380002:btcusd:triple_med_gx:lsma115_60 | 11380002:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | 2.49% | 45.08% |
| 6M | -6.54% | 28.47% |
| YTD | -10.07% | 30.14% |
| 1Y | 13.39% | 105.13% |
| 3Y (ann.) | 3.81% | 68.87% |
| 5Y (ann.) | 3.81% | 68.87% |
| Metric | 11380002:btcusd:triple_med_gx:lsma115_60 | 11380002:BTCUSD |
|---|---|---|
| Max Drawdown | -22.85% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.27% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.19 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -22.85 | 208 |
| 2024-07-02 | 2024-08-23 | -11.17 | 52 |
| 2024-09-15 | 2024-09-17 | -3.34 | 2 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-09-20 | 2024-10-18 | -2.10 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-11-09 | -0.83 | 22 |
| 2024-08-24 | 2024-09-14 | -0.44 | 21 |
| Metric | 11380002:btcusd:triple_med_gx:lsma115_60 | 11380002:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -7.85% | -12.33% |
| Best Month | 14.08% | 37.42% |
| Worst Month | -6.17% | -17.69% |
| Best Year | 15.93% | 38.02% |
| Worst Year | -10.07% | 30.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.78% | 9.22% |
| Avg. Down Week | -2.99% | -4.47% |
| Avg. Up Month | 4.39% | 15.71% |
| Avg. Down Month | -4.76% | -7.67% |
| Win Days % | 48.3% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |