| Metric | 11380732:btcusd:triple_med_gx:lsma115_65 | 11380732:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 2.05% | 79.62% |
| Max Drawdown | -18.12% | -29.51% |
| Sharpe | 0.1 | 0.65 |
| Sortino | 0.14 | 0.96 |
| Payoff Ratio | 0.9 | 0.91 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.6 | 1.08 |
| CPC Index | 0.48 | 0.52 |
| Tail Ratio | 1.53 | 0.98 |
| Outlier Win Ratio | 45.87 | 2.86 |
| Outlier Loss Ratio | 3.9 | 3.08 |
| Volatility (ann.) | 7.0% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.1 | 2.33 |
| Skew | -0.26 | 0.2 |
| Kurtosis | 31.23 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.15% | 4.27% |
| Expected Yearly % | 1.02% | 34.02% |
| Kelly Criterion | -2.69% | -1.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11380732:BTCUSD | 11380732:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.31 | 0.24 | - |
| 2025 | 30.14 | -6.63 | -0.22 | - |
| Metric | 11380732:btcusd:triple_med_gx:lsma115_65 | 11380732:BTCUSD |
|---|---|---|
| MTD | 1.04% | 13.36% |
| 3M | 13.45% | 45.08% |
| 6M | -5.29% | 28.47% |
| YTD | -6.63% | 30.14% |
| 1Y | 3.85% | 105.13% |
| 3Y (ann.) | 1.84% | 68.87% |
| 5Y (ann.) | 1.84% | 68.87% |
| Metric | 11380732:btcusd:triple_med_gx:lsma115_65 | 11380732:BTCUSD |
|---|---|---|
| Max Drawdown | -18.12% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -3.72% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.11 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -18.12 | 233 |
| 2024-09-28 | 2024-11-21 | -5.87 | 53 |
| 2024-07-05 | 2024-07-26 | -4.66 | 20 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-09-27 | -3.47 | 36 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-07-27 | 2024-08-18 | -1.67 | 21 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| Metric | 11380732:btcusd:triple_med_gx:lsma115_65 | 11380732:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.65% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 10.54% | 37.42% |
| Worst Month | -7.33% | -17.69% |
| Best Year | 9.31% | 38.02% |
| Worst Year | -6.63% | 30.14% |
| Avg. Up Day | 0.66% | 0.67% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 4.12% | 7.12% |
| Avg. Down Week | -2.39% | -4.52% |
| Avg. Up Month | 4.85% | 15.82% |
| Avg. Down Month | -5.83% | -9.89% |
| Win Days % | 51.24% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 42.31% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |