| Metric | 11370489:btcusd:triple_med_gx:lsma50_10 | 11370489:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 2.55% | 79.62% |
| Max Drawdown | -21.84% | -29.51% |
| Sharpe | 0.12 | 0.65 |
| Sortino | 0.16 | 0.96 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 0.82 | 1.08 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 0.78 | 0.98 |
| Outlier Win Ratio | 52.07 | 3.03 |
| Outlier Loss Ratio | 3.51 | 2.87 |
| Volatility (ann.) | 7.05% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.1 | 2.33 |
| Skew | -1.28 | 0.2 |
| Kurtosis | 39.14 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.18% | 4.27% |
| Expected Yearly % | 1.27% | 34.02% |
| Kelly Criterion | -3.19% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11370489:BTCUSD | 11370489:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.16 | 0.37 | - |
| 2025 | 30.14 | -10.16 | -0.34 | - |
| Metric | 11370489:btcusd:triple_med_gx:lsma50_10 | 11370489:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 8.2% | 45.08% |
| 6M | -10.93% | 28.47% |
| YTD | -10.16% | 30.14% |
| 1Y | 2.41% | 105.13% |
| 3Y (ann.) | 2.28% | 68.87% |
| 5Y (ann.) | 2.28% | 68.87% |
| Metric | 11370489:btcusd:triple_med_gx:lsma50_10 | 11370489:BTCUSD |
|---|---|---|
| Max Drawdown | -21.84% | -29.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -2.97% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-04 | 2025-07-14 | -21.84 | 191 |
| 2024-07-01 | 2024-09-10 | -3.60 | 71 |
| 2024-10-30 | 2024-12-15 | -3.08 | 46 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-12 | 2024-10-14 | -1.62 | 2 |
| 2024-10-15 | 2024-10-28 | -1.46 | 13 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-05 | 2024-07-01 | -1.21 | 25 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11370489:btcusd:triple_med_gx:lsma50_10 | 11370489:BTCUSD |
|---|---|---|
| Best Day | 2.98% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.42% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 5.42% | 37.42% |
| Worst Month | -14.97% | -17.69% |
| Best Year | 14.16% | 38.02% |
| Worst Year | -10.16% | 30.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 1.71% | 5.15% |
| Avg. Down Week | -1.11% | -2.79% |
| Avg. Up Month | 2.57% | 12.34% |
| Avg. Down Month | -5.11% | -9.04% |
| Win Days % | 46.46% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 62.96% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |