| Metric | 11370279:btcusd:triple_med_gx:lsma45_10 | 11370279:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 0.91% | 79.62% |
| Max Drawdown | -17.03% | -29.51% |
| Sharpe | 0.07 | 0.65 |
| Sortino | 0.11 | 0.96 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.5 | 0.62 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 26.61 | 3.26 |
| Outlier Loss Ratio | 4.13 | 3.32 |
| Volatility (ann.) | 10.96% | 24.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.05 | 2.33 |
| Skew | 2.05 | 0.2 |
| Kurtosis | 57.65 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.06% | 4.27% |
| Expected Yearly % | 0.46% | 34.02% |
| Kelly Criterion | -5.34% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.07% |
| Expected Shortfall (cVaR) | -0.94% | -2.07% |
| Year | 11370279:BTCUSD | 11370279:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.01 | 0.18 | - |
| 2025 | 30.14 | -5.70 | -0.19 | - |
| Metric | 11370279:btcusd:triple_med_gx:lsma45_10 | 11370279:BTCUSD |
|---|---|---|
| MTD | -1.26% | 13.36% |
| 3M | -3.81% | 45.08% |
| 6M | -7.4% | 28.47% |
| YTD | -5.7% | 30.14% |
| 1Y | 6.89% | 105.13% |
| 3Y (ann.) | 0.82% | 68.87% |
| 5Y (ann.) | 0.82% | 68.87% |
| Metric | 11370279:btcusd:triple_med_gx:lsma45_10 | 11370279:BTCUSD |
|---|---|---|
| Max Drawdown | -17.03% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -3.36% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.05 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-14 | -17.03 | 133 |
| 2024-06-20 | 2024-10-28 | -13.13 | 130 |
| 2025-01-30 | 2025-03-02 | -5.98 | 31 |
| 2024-12-26 | 2025-01-15 | -5.55 | 20 |
| 2024-11-23 | 2024-12-16 | -3.69 | 23 |
| 2025-01-16 | 2025-01-30 | -1.50 | 14 |
| 2024-06-16 | 2024-06-20 | -1.35 | 3 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.95 | 1 |
| Metric | 11370279:btcusd:triple_med_gx:lsma45_10 | 11370279:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.74% | 18.93% |
| Worst Week | -5.81% | -12.33% |
| Best Month | 11.27% | 37.42% |
| Worst Month | -7.86% | -17.69% |
| Best Year | 7.01% | 38.02% |
| Worst Year | -5.7% | 30.14% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 2.53% | 6.13% |
| Avg. Down Week | -2.48% | -4.17% |
| Avg. Up Month | 4.91% | 15.9% |
| Avg. Down Month | -2.0% | -7.59% |
| Win Days % | 45.59% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 45.83% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |