| Metric | 11380431:btcusd:triple_med_gx:lsma175_60 | 11380431:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -8.08% | 79.62% |
| Max Drawdown | -17.97% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.25 | 0.96 |
| Payoff Ratio | 0.99 | 1.0 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.43 | 0.58 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 39.95 | 2.91 |
| Outlier Loss Ratio | 3.49 | 2.96 |
| Volatility (ann.) | 8.39% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.4 | 2.33 |
| Skew | -0.15 | 0.2 |
| Kurtosis | 50.5 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.6% | 4.27% |
| Expected Yearly % | -4.13% | 34.02% |
| Kelly Criterion | -6.73% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11380431:BTCUSD | 11380431:btcusd:triple_med_gx:lsma175_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.58 | 0.02 | - |
| 2025 | 30.14 | -8.61 | -0.29 | - |
| Metric | 11380431:btcusd:triple_med_gx:lsma175_60 | 11380431:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -1.49% | 45.08% |
| 6M | -2.21% | 28.47% |
| YTD | -8.61% | 30.14% |
| 1Y | -8.08% | 105.13% |
| 3Y (ann.) | -7.26% | 68.87% |
| 5Y (ann.) | -7.26% | 68.87% |
| Metric | 11380431:btcusd:triple_med_gx:lsma175_60 | 11380431:BTCUSD |
|---|---|---|
| Max Drawdown | -17.97% | -29.51% |
| Longest DD Days | 359.0 | 144.0 |
| Avg. Drawdown | -4.74% | -4.58% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | -0.45 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2025-07-14 | -17.97 | 359 |
| 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 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11380431:btcusd:triple_med_gx:lsma175_60 | 11380431:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 9.31% | 18.93% |
| Worst Week | -7.91% | -12.33% |
| Best Month | 9.31% | 37.42% |
| Worst Month | -8.14% | -17.69% |
| Best Year | 0.58% | 38.02% |
| Worst Year | -8.61% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 2.51% | 5.42% |
| Avg. Down Week | -4.65% | -5.19% |
| Avg. Up Month | 3.14% | 8.67% |
| Avg. Down Month | -6.54% | -5.41% |
| Win Days % | 46.79% | 51.93% |
| Win Month % | 40.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |