| Metric | 11385185:btcusd:triple_med_gx:lsma125_80 | 11385185:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -8.5% | 75.42% |
| Max Drawdown | -27.56% | -29.51% |
| Sharpe | -0.15 | 0.63 |
| Sortino | -0.2 | 0.92 |
| Payoff Ratio | 0.98 | 0.97 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.98 | 1.06 |
| CPC Index | 0.43 | 0.56 |
| Tail Ratio | 1.03 | 0.96 |
| Outlier Win Ratio | 35.3 | 3.18 |
| Outlier Loss Ratio | 3.32 | 3.15 |
| Volatility (ann.) | 9.93% | 24.55% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.28 | 2.19 |
| Skew | -0.45 | 0.2 |
| Kurtosis | 34.48 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.63% | 4.1% |
| Expected Yearly % | -4.34% | 32.45% |
| Kelly Criterion | -7.64% | 2.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11385185:BTCUSD | 11385185:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.99 | 0.26 | - |
| 2025 | 27.10 | -16.81 | -0.62 | - |
| Metric | 11385185:btcusd:triple_med_gx:lsma125_80 | 11385185:BTCUSD |
|---|---|---|
| MTD | 0.81% | 10.71% |
| 3M | -2.17% | 41.88% |
| 6M | -11.49% | 22.91% |
| YTD | -16.81% | 27.1% |
| 1Y | -3.41% | 82.29% |
| 3Y (ann.) | -7.58% | 64.73% |
| 5Y (ann.) | -7.58% | 64.73% |
| Metric | 11385185:btcusd:triple_med_gx:lsma125_80 | 11385185:BTCUSD |
|---|---|---|
| Max Drawdown | -27.56% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -4.93% | -4.71% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.31 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -27.56 | 211 |
| 2024-07-04 | 2024-09-18 | -9.37 | 76 |
| 2024-09-20 | 2024-11-10 | -1.98 | 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 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385185:btcusd:triple_med_gx:lsma125_80 | 11385185:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 14.32% | 18.93% |
| Worst Week | -7.58% | -12.33% |
| Best Month | 14.32% | 37.42% |
| Worst Month | -7.88% | -17.69% |
| Best Year | 9.99% | 38.02% |
| Worst Year | -16.81% | 27.1% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 4.11% | 9.0% |
| Avg. Down Week | -2.71% | -3.81% |
| Avg. Up Month | 5.72% | 16.1% |
| Avg. Down Month | -4.74% | -7.67% |
| Win Days % | 46.69% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 37.93% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |