| Metric | 11375424:btcusd:triple_med_gx:lsma50_40 | 11375424:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -4.33% | 79.62% |
| Max Drawdown | -11.43% | -29.51% |
| Sharpe | -0.17 | 0.65 |
| Sortino | -0.23 | 0.96 |
| Payoff Ratio | 1.14 | 1.21 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.41 | 0.7 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 100.76 | 2.69 |
| Outlier Loss Ratio | 3.68 | 2.69 |
| Volatility (ann.) | 5.07% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.34 | 2.33 |
| Skew | -1.89 | 0.2 |
| Kurtosis | 84.56 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.32% | 4.27% |
| Expected Yearly % | -2.19% | 34.02% |
| Kelly Criterion | -12.79% | 12.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.07% |
| Expected Shortfall (cVaR) | -0.44% | -2.07% |
| Year | 11375424:BTCUSD | 11375424:btcusd:triple_med_gx:lsma50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.51 | -0.04 | - |
| 2025 | 30.14 | -2.87 | -0.10 | - |
| Metric | 11375424:btcusd:triple_med_gx:lsma50_40 | 11375424:BTCUSD |
|---|---|---|
| MTD | 3.21% | 13.36% |
| 3M | -0.37% | 45.08% |
| 6M | -2.87% | 28.47% |
| YTD | -2.87% | 30.14% |
| 1Y | -4.62% | 105.13% |
| 3Y (ann.) | -3.88% | 68.87% |
| 5Y (ann.) | -3.88% | 68.87% |
| Metric | 11375424:btcusd:triple_med_gx:lsma50_40 | 11375424:BTCUSD |
|---|---|---|
| Max Drawdown | -11.43% | -29.51% |
| Longest DD Days | 221.0 | 144.0 |
| Avg. Drawdown | -3.43% | -4.58% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.38 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-07-14 | -11.43 | 221 |
| 2024-08-11 | 2024-10-11 | -4.98 | 61 |
| 2024-06-20 | 2024-07-13 | -2.91 | 23 |
| 2024-10-31 | 2024-11-10 | -0.91 | 10 |
| 2024-10-30 | 2024-10-30 | -0.18 | 0 |
| 2024-08-10 | 2024-08-10 | -0.18 | 0 |
| Metric | 11375424:btcusd:triple_med_gx:lsma50_40 | 11375424:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.21% | 18.93% |
| Worst Week | -4.72% | -12.33% |
| Best Month | 3.21% | 37.42% |
| Worst Month | -5.32% | -17.69% |
| Best Year | -1.51% | 38.02% |
| Worst Year | -2.87% | 30.14% |
| Avg. Up Day | 0.84% | 0.89% |
| Avg. Down Day | -0.74% | -0.73% |
| Avg. Up Week | 1.81% | 7.18% |
| Avg. Down Week | -1.06% | -4.17% |
| Avg. Up Month | 2.35% | 14.89% |
| Avg. Down Month | -2.45% | -7.82% |
| Win Days % | 39.81% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 37.04% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |