| Metric | 11385183:btcusd:triple_med_gx:lsma115_80 | 11385183:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -11.97% | 75.42% |
| Max Drawdown | -28.91% | -29.51% |
| Sharpe | -0.27 | 0.63 |
| Sortino | -0.38 | 0.92 |
| Payoff Ratio | 0.93 | 0.93 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.39 | 0.53 |
| Tail Ratio | 1.38 | 0.96 |
| Outlier Win Ratio | 43.13 | 2.96 |
| Outlier Loss Ratio | 3.42 | 3.12 |
| Volatility (ann.) | 8.88% | 24.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.37 | 2.19 |
| Skew | -0.21 | 0.2 |
| Kurtosis | 44.27 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.91% | 4.1% |
| Expected Yearly % | -6.17% | 32.45% |
| Kelly Criterion | -10.34% | 0.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11385183:BTCUSD | 11385183:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.96 | 0.26 | - |
| 2025 | 27.10 | -19.94 | -0.74 | - |
| Metric | 11385183:btcusd:triple_med_gx:lsma115_80 | 11385183:BTCUSD |
|---|---|---|
| MTD | 1.62% | 10.71% |
| 3M | -1.81% | 41.88% |
| 6M | -9.45% | 22.91% |
| YTD | -19.94% | 27.1% |
| 1Y | -6.87% | 82.29% |
| 3Y (ann.) | -10.7% | 64.73% |
| 5Y (ann.) | -10.7% | 64.73% |
| Metric | 11385183:btcusd:triple_med_gx:lsma115_80 | 11385183:BTCUSD |
|---|---|---|
| Max Drawdown | -28.91% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -4.93% | -4.71% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.41 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -28.91 | 211 |
| 2024-07-04 | 2024-09-19 | -8.01 | 76 |
| 2024-09-20 | 2024-11-10 | -1.92 | 50 |
| 2024-11-12 | 2024-12-15 | -1.91 | 33 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-06-01 | 2024-07-04 | -0.24 | 33 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385183:btcusd:triple_med_gx:lsma115_80 | 11385183:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.61% | 18.93% |
| Worst Week | -7.58% | -12.33% |
| Best Month | 14.61% | 37.42% |
| Worst Month | -14.24% | -17.69% |
| Best Year | 9.96% | 38.02% |
| Worst Year | -19.94% | 27.1% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.0% | 7.99% |
| Avg. Down Week | -2.85% | -4.36% |
| Avg. Up Month | 5.6% | 16.1% |
| Avg. Down Month | -2.23% | -7.82% |
| Win Days % | 46.75% | 51.89% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 34.62% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |