| Metric | 11371189:btcusd:triple_med_gx:lsma50_15 | 11371189:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -2.0% | 79.62% |
| Max Drawdown | -19.11% | -29.51% |
| Sharpe | -0.02 | 0.65 |
| Sortino | -0.02 | 0.96 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.06 | 1.08 |
| CPC Index | 0.46 | 0.58 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 48.66 | 3.1 |
| Outlier Loss Ratio | 3.32 | 3.0 |
| Volatility (ann.) | 7.82% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.09 | 2.33 |
| Skew | -2.01 | 0.2 |
| Kurtosis | 39.11 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.14% | 4.27% |
| Expected Yearly % | -1.01% | 34.02% |
| Kelly Criterion | -6.98% | 3.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11371189:BTCUSD | 11371189:btcusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.19 | 0.16 | - |
| 2025 | 30.14 | -7.72 | -0.26 | - |
| Metric | 11371189:btcusd:triple_med_gx:lsma50_15 | 11371189:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.96% | 45.08% |
| 6M | -8.76% | 28.47% |
| YTD | -7.72% | 30.14% |
| 1Y | -1.45% | 105.13% |
| 3Y (ann.) | -1.79% | 68.87% |
| 5Y (ann.) | -1.79% | 68.87% |
| Metric | 11371189:btcusd:triple_med_gx:lsma50_15 | 11371189:BTCUSD |
|---|---|---|
| Max Drawdown | -19.11% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -5.64% | -4.58% |
| Avg. Drawdown Days | 59.0 | 14.0 |
| Recovery Factor | -0.1 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -19.11 | 179 |
| 2024-07-10 | 2024-09-13 | -5.63 | 65 |
| 2024-10-30 | 2025-01-15 | -5.02 | 77 |
| 2024-06-05 | 2024-07-10 | -3.66 | 34 |
| 2024-10-13 | 2024-10-13 | -0.24 | 0 |
| 2024-10-29 | 2024-10-29 | -0.18 | 0 |
| Metric | 11371189:btcusd:triple_med_gx:lsma50_15 | 11371189:BTCUSD |
|---|---|---|
| Best Day | 2.98% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.51% | 18.93% |
| Worst Week | -13.15% | -12.33% |
| Best Month | 5.51% | 37.42% |
| Worst Month | -11.91% | -17.69% |
| Best Year | 6.19% | 38.02% |
| Worst Year | -7.72% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 1.82% | 5.49% |
| Avg. Down Week | -1.94% | -1.66% |
| Avg. Up Month | 2.72% | 7.43% |
| Avg. Down Month | -5.63% | -6.06% |
| Win Days % | 46.12% | 51.93% |
| Win Month % | 58.33% | 64.29% |
| Win Week % | 65.38% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |