| Metric | 11371965:btcusd:triple_med_gx:lsma45_20 | 11371965:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 14.73% | 79.62% |
| Max Drawdown | -12.5% | -29.51% |
| Sharpe | 0.44 | 0.65 |
| Sortino | 0.65 | 0.96 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.23 | 1.11 |
| Common Sense Ratio | 0.1 | 1.08 |
| CPC Index | 0.7 | 0.68 |
| Tail Ratio | 0.08 | 0.98 |
| Outlier Win Ratio | 51.07 | 3.15 |
| Outlier Loss Ratio | 3.65 | 2.79 |
| Volatility (ann.) | 7.58% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.05 | 2.33 |
| Skew | -0.47 | 0.2 |
| Kurtosis | 47.12 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.99% | 4.27% |
| Expected Yearly % | 7.11% | 34.02% |
| Kelly Criterion | 1.6% | 11.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11371965:BTCUSD | 11371965:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.05 | 0.32 | - |
| 2025 | 30.14 | 2.39 | 0.08 | - |
| Metric | 11371965:btcusd:triple_med_gx:lsma45_20 | 11371965:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.3% | 45.08% |
| 6M | 1.51% | 28.47% |
| YTD | 2.39% | 30.14% |
| 1Y | 17.03% | 105.13% |
| 3Y (ann.) | 13.08% | 68.87% |
| 5Y (ann.) | 13.08% | 68.87% |
| Metric | 11371965:btcusd:triple_med_gx:lsma45_20 | 11371965:BTCUSD |
|---|---|---|
| Max Drawdown | -12.5% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -2.17% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.18 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -12.50 | 179 |
| 2024-06-07 | 2024-09-13 | -8.14 | 98 |
| 2024-10-30 | 2024-11-24 | -2.22 | 25 |
| 2024-12-14 | 2024-12-15 | -0.74 | 0 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2025-01-02 | 2025-01-03 | -0.41 | 0 |
| 2025-01-04 | 2025-01-13 | -0.40 | 9 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-10-14 | 2024-10-14 | -0.18 | 0 |
| 2024-10-29 | 2024-10-29 | -0.18 | 0 |
| Metric | 11371965:btcusd:triple_med_gx:lsma45_20 | 11371965:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.45% | 18.93% |
| Worst Week | -5.19% | -12.33% |
| Best Month | 8.18% | 37.42% |
| Worst Month | -4.83% | -17.69% |
| Best Year | 12.05% | 38.02% |
| Worst Year | 2.39% | 30.14% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 2.33% | 5.7% |
| Avg. Down Week | -0.89% | -3.6% |
| Avg. Up Month | 4.12% | 13.15% |
| Avg. Down Month | -2.55% | -9.04% |
| Win Days % | 45.21% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 48.39% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |