| Metric | 11376256:btcusd:triple_med_gx:lsma65_45 | 11376256:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -8.45% | 79.62% |
| Max Drawdown | -17.06% | -29.51% |
| Sharpe | -0.22 | 0.65 |
| Sortino | -0.3 | 0.96 |
| Payoff Ratio | 1.15 | 1.05 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.1 | 1.08 |
| CPC Index | 0.43 | 0.61 |
| Tail Ratio | 0.11 | 0.98 |
| Outlier Win Ratio | 53.53 | 2.98 |
| Outlier Loss Ratio | 3.79 | 2.89 |
| Volatility (ann.) | 7.56% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.45 | 2.33 |
| Skew | -2.21 | 0.2 |
| Kurtosis | 68.91 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.63% | 4.27% |
| Expected Yearly % | -4.32% | 34.02% |
| Kelly Criterion | -10.6% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11376256:BTCUSD | 11376256:btcusd:triple_med_gx:lsma65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.31 | 0.01 | - |
| 2025 | 30.14 | -8.73 | -0.29 | - |
| Metric | 11376256:btcusd:triple_med_gx:lsma65_45 | 11376256:BTCUSD |
|---|---|---|
| MTD | 3.35% | 13.36% |
| 3M | 2.09% | 45.08% |
| 6M | -12.13% | 28.47% |
| YTD | -8.73% | 30.14% |
| 1Y | -0.92% | 105.13% |
| 3Y (ann.) | -7.59% | 68.87% |
| 5Y (ann.) | -7.59% | 68.87% |
| Metric | 11376256:btcusd:triple_med_gx:lsma65_45 | 11376256:BTCUSD |
|---|---|---|
| Max Drawdown | -17.06% | -29.51% |
| Longest DD Days | 186.0 | 144.0 |
| Avg. Drawdown | -5.39% | -4.58% |
| Avg. Drawdown Days | 55.0 | 14.0 |
| Recovery Factor | -0.5 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-09 | 2025-07-14 | -17.06 | 186 |
| 2024-06-10 | 2024-09-19 | -10.74 | 100 |
| 2024-10-21 | 2025-01-03 | -5.03 | 74 |
| 2024-09-20 | 2024-10-14 | -3.14 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11376256:btcusd:triple_med_gx:lsma65_45 | 11376256:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -9.18% | -12.33% |
| Best Month | 9.96% | 37.42% |
| Worst Month | -11.26% | -17.69% |
| Best Year | 0.31% | 38.02% |
| Worst Year | -8.73% | 30.14% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.73% | -0.82% |
| Avg. Up Week | 2.07% | 6.12% |
| Avg. Down Week | -2.45% | -4.59% |
| Avg. Up Month | 3.83% | 8.74% |
| Avg. Down Month | -4.26% | -7.82% |
| Win Days % | 40.76% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 42.11% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |