| Metric | 11382008:btcusd:triple_med_gx:lsma130_70 | 11382008:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -5.88% | 61.52% |
| Max Drawdown | -15.78% | -29.51% |
| Sharpe | -0.14 | 0.59 |
| Sortino | -0.19 | 0.86 |
| Payoff Ratio | 0.96 | 0.94 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.43 | 0.54 |
| Tail Ratio | 1.38 | 0.97 |
| Outlier Win Ratio | 44.97 | 2.98 |
| Outlier Loss Ratio | 3.66 | 3.06 |
| Volatility (ann.) | 8.1% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.36 | 2.02 |
| Skew | -0.71 | 0.21 |
| Kurtosis | 32.01 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.47% | 3.76% |
| Expected Yearly % | -2.99% | 27.09% |
| Kelly Criterion | -8.24% | 0.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11382008:BTCUSD | 11382008:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.87 | 0.08 | - |
| 2025 | 17.02 | -8.51 | -0.50 | - |
| Metric | 11382008:btcusd:triple_med_gx:lsma130_70 | 11382008:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.55% | 31.76% |
| 6M | -8.02% | 12.25% |
| YTD | -8.51% | 17.02% |
| 1Y | -5.88% | 57.19% |
| 3Y (ann.) | -5.73% | 59.47% |
| 5Y (ann.) | -5.73% | 59.47% |
| Metric | 11382008:btcusd:triple_med_gx:lsma130_70 | 11382008:BTCUSD |
|---|---|---|
| Max Drawdown | -15.78% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -4.78% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.37 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -15.78 | 200 |
| 2024-09-28 | 2024-11-21 | -8.34 | 54 |
| 2024-07-29 | 2024-08-23 | -5.81 | 25 |
| 2024-07-12 | 2024-07-26 | -4.13 | 13 |
| 2024-08-24 | 2024-09-26 | -2.46 | 33 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11382008:btcusd:triple_med_gx:lsma130_70 | 11382008:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 9.54% | 18.93% |
| Worst Week | -8.56% | -12.33% |
| Best Month | 8.1% | 37.42% |
| Worst Month | -8.56% | -17.69% |
| Best Year | 2.87% | 38.02% |
| Worst Year | -8.51% | 17.02% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.25% | 8.67% |
| Avg. Down Week | -3.41% | -5.79% |
| Avg. Up Month | 3.1% | 25.77% |
| Avg. Down Month | -4.45% | -9.89% |
| Win Days % | 47.09% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 34.62% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |