| Metric | 11371966:btcusd:triple_med_gx:lsma50_20 | 11371966:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 4.7% | 79.62% |
| Max Drawdown | -10.85% | -29.51% |
| Sharpe | 0.17 | 0.65 |
| Sortino | 0.24 | 0.96 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 0.53 | 1.08 |
| CPC Index | 0.56 | 0.63 |
| Tail Ratio | 0.49 | 0.98 |
| Outlier Win Ratio | 50.3 | 3.13 |
| Outlier Loss Ratio | 3.53 | 2.98 |
| Volatility (ann.) | 7.74% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.39 | 2.33 |
| Skew | -0.66 | 0.2 |
| Kurtosis | 43.93 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.33% | 4.27% |
| Expected Yearly % | 2.32% | 34.02% |
| Kelly Criterion | -2.48% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11371966:BTCUSD | 11371966:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.01 | 0.13 | - |
| 2025 | 30.14 | -0.30 | -0.01 | - |
| Metric | 11371966:btcusd:triple_med_gx:lsma50_20 | 11371966:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.46% | 45.08% |
| 6M | -1.2% | 28.47% |
| YTD | -0.3% | 30.14% |
| 1Y | 6.14% | 105.13% |
| 3Y (ann.) | 4.19% | 68.87% |
| 5Y (ann.) | 4.19% | 68.87% |
| Metric | 11371966:btcusd:triple_med_gx:lsma50_20 | 11371966:BTCUSD |
|---|---|---|
| Max Drawdown | -10.85% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -4.14% | -4.58% |
| Avg. Drawdown Days | 59.0 | 14.0 |
| Recovery Factor | 0.43 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -10.85 | 179 |
| 2024-06-07 | 2024-09-13 | -7.15 | 98 |
| 2024-10-30 | 2025-01-15 | -5.84 | 77 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2024-10-29 | 2024-10-29 | -0.18 | 0 |
| 2024-10-14 | 2024-10-14 | -0.18 | 0 |
| Metric | 11371966:btcusd:triple_med_gx:lsma50_20 | 11371966:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.26% | 18.93% |
| Worst Week | -6.76% | -12.33% |
| Best Month | 7.26% | 37.42% |
| Worst Month | -4.5% | -17.69% |
| Best Year | 5.01% | 38.02% |
| Worst Year | -0.3% | 30.14% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 1.73% | 5.8% |
| Avg. Down Week | -1.04% | -4.02% |
| Avg. Up Month | 2.8% | 7.43% |
| Avg. Down Month | -2.01% | -8.96% |
| Win Days % | 45.13% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |