| Metric | 11370450:btcusd:triple_med_gx:lsma60_10 | 11370450:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -0.32% | 79.62% |
| Max Drawdown | -20.0% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.04 | 0.96 |
| Payoff Ratio | 1.12 | 1.15 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 0.83 | 1.08 |
| CPC Index | 0.5 | 0.66 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 45.18 | 3.12 |
| Outlier Loss Ratio | 3.57 | 2.99 |
| Volatility (ann.) | 7.87% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.01 | 2.33 |
| Skew | -0.31 | 0.2 |
| Kurtosis | 32.42 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.02% | 4.27% |
| Expected Yearly % | -0.16% | 34.02% |
| Kelly Criterion | -5.45% | 10.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11370450:BTCUSD | 11370450:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.50 | 0.17 | - |
| 2025 | 30.14 | -6.40 | -0.21 | - |
| Metric | 11370450:btcusd:triple_med_gx:lsma60_10 | 11370450:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.72% | 45.08% |
| 6M | -7.5% | 28.47% |
| YTD | -6.4% | 30.14% |
| 1Y | -2.02% | 105.13% |
| 3Y (ann.) | -0.28% | 68.87% |
| 5Y (ann.) | -0.28% | 68.87% |
| Metric | 11370450:btcusd:triple_med_gx:lsma60_10 | 11370450:BTCUSD |
|---|---|---|
| Max Drawdown | -20.0% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -4.74% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-07-14 | -20.00 | 177 |
| 2024-07-10 | 2024-10-14 | -7.38 | 96 |
| 2024-10-30 | 2025-01-17 | -4.72 | 79 |
| 2024-07-01 | 2024-07-10 | -1.60 | 8 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-10-15 | 2024-10-29 | -1.24 | 14 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370450:btcusd:triple_med_gx:lsma60_10 | 11370450:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.61% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 4.39% | 37.42% |
| Worst Month | -16.2% | -17.69% |
| Best Year | 6.5% | 38.02% |
| Worst Year | -6.4% | 30.14% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.8% | -0.79% |
| Avg. Up Week | 1.85% | 5.19% |
| Avg. Down Week | -1.52% | -2.19% |
| Avg. Up Month | 2.51% | 12.01% |
| Avg. Down Month | -10.14% | -5.41% |
| Win Days % | 44.25% | 51.93% |
| Win Month % | 84.62% | 64.29% |
| Win Week % | 55.17% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |