| Metric | 11370449:btcusd:triple_med_gx:lsma55_10 | 11370449:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 9.94% | 79.62% |
| Max Drawdown | -21.83% | -29.51% |
| Sharpe | 0.3 | 0.65 |
| Sortino | 0.43 | 0.96 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 41.94 | 3.15 |
| Outlier Loss Ratio | 3.5 | 2.99 |
| Volatility (ann.) | 8.15% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.41 | 2.33 |
| Skew | -0.56 | 0.2 |
| Kurtosis | 35.33 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.68% | 4.27% |
| Expected Yearly % | 4.85% | 34.02% |
| Kelly Criterion | 0.1% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11370449:BTCUSD | 11370449:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.40 | 0.40 | - |
| 2025 | 30.14 | -4.73 | -0.16 | - |
| Metric | 11370449:btcusd:triple_med_gx:lsma55_10 | 11370449:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.77% | 45.08% |
| 6M | -5.81% | 28.47% |
| YTD | -4.73% | 30.14% |
| 1Y | 6.03% | 105.13% |
| 3Y (ann.) | 8.85% | 68.87% |
| 5Y (ann.) | 8.85% | 68.87% |
| Metric | 11370449:btcusd:triple_med_gx:lsma55_10 | 11370449:BTCUSD |
|---|---|---|
| Max Drawdown | -21.83% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -3.52% | -4.58% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.46 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-07-14 | -21.83 | 177 |
| 2024-07-10 | 2024-09-12 | -5.53 | 64 |
| 2024-10-30 | 2025-01-15 | -4.72 | 77 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-10-12 | 2024-10-14 | -1.12 | 1 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-10-28 | 2024-10-29 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370449:btcusd:triple_med_gx:lsma55_10 | 11370449:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.95% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 5.42% | 37.42% |
| Worst Month | -16.2% | -17.69% |
| Best Year | 15.4% | 38.02% |
| Worst Year | -4.73% | 30.14% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 1.9% | 5.41% |
| Avg. Down Week | -1.31% | -3.39% |
| Avg. Up Month | 3.15% | 12.01% |
| Avg. Down Month | -16.2% | -2.09% |
| Win Days % | 46.93% | 51.93% |
| Win Month % | 92.31% | 64.29% |
| Win Week % | 63.33% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |