| Metric | 11385162:btcusd:triple_med_gx:lsma115_80 | 11385162:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -1.42% | 75.42% |
| Max Drawdown | -19.83% | -29.51% |
| Sharpe | 0.01 | 0.63 |
| Sortino | 0.01 | 0.92 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.4 | 0.96 |
| Outlier Win Ratio | 41.14 | 3.09 |
| Outlier Loss Ratio | 3.38 | 3.18 |
| Volatility (ann.) | 9.05% | 24.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.06 | 2.19 |
| Skew | 0.22 | 0.2 |
| Kurtosis | 39.98 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.1% | 4.1% |
| Expected Yearly % | -0.71% | 32.45% |
| Kelly Criterion | -2.76% | 3.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11385162:BTCUSD | 11385162:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.32 | 0.11 | - |
| 2025 | 27.10 | -5.51 | -0.20 | - |
| Metric | 11385162:btcusd:triple_med_gx:lsma115_80 | 11385162:BTCUSD |
|---|---|---|
| MTD | 2.33% | 10.71% |
| 3M | 5.9% | 41.88% |
| 6M | 3.07% | 22.91% |
| YTD | -5.51% | 27.1% |
| 1Y | 7.17% | 82.29% |
| 3Y (ann.) | -1.26% | 64.73% |
| 5Y (ann.) | -1.26% | 64.73% |
| Metric | 11385162:btcusd:triple_med_gx:lsma115_80 | 11385162:BTCUSD |
|---|---|---|
| Max Drawdown | -19.83% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -6.76% | -4.71% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.07 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -19.83 | 211 |
| 2024-06-01 | 2024-11-10 | -10.74 | 161 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385162:btcusd:triple_med_gx:lsma115_80 | 11385162:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.36% | 18.93% |
| Worst Week | -7.81% | -12.33% |
| Best Month | 13.36% | 37.42% |
| Worst Month | -8.77% | -17.69% |
| Best Year | 4.32% | 38.02% |
| Worst Year | -5.51% | 27.1% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.69% | 7.25% |
| Avg. Down Week | -3.42% | -4.12% |
| Avg. Up Month | 5.32% | 15.27% |
| Avg. Down Month | -2.79% | -5.35% |
| Win Days % | 47.68% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 34.78% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |