| Metric | 11376259:btcusd:triple_med_gx:lsma80_45 | 11376259:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -3.6% | 79.62% |
| Max Drawdown | -12.73% | -29.51% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.08 | 0.96 |
| Payoff Ratio | 1.06 | 0.98 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.47 | 0.56 |
| Tail Ratio | 1.46 | 0.98 |
| Outlier Win Ratio | 41.56 | 3.06 |
| Outlier Loss Ratio | 4.03 | 3.04 |
| Volatility (ann.) | 8.05% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.25 | 2.33 |
| Skew | -1.67 | 0.2 |
| Kurtosis | 50.19 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.26% | 4.27% |
| Expected Yearly % | -1.82% | 34.02% |
| Kelly Criterion | -6.32% | 2.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11376259:BTCUSD | 11376259:btcusd:triple_med_gx:lsma80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.62 | -0.10 | - |
| 2025 | 30.14 | 0.02 | 0.00 | - |
| Metric | 11376259:btcusd:triple_med_gx:lsma80_45 | 11376259:BTCUSD |
|---|---|---|
| MTD | 1.37% | 13.36% |
| 3M | 5.69% | 45.08% |
| 6M | -3.71% | 28.47% |
| YTD | 0.02% | 30.14% |
| 1Y | 5.89% | 105.13% |
| 3Y (ann.) | -3.23% | 68.87% |
| 5Y (ann.) | -3.23% | 68.87% |
| Metric | 11376259:btcusd:triple_med_gx:lsma80_45 | 11376259:BTCUSD |
|---|---|---|
| Max Drawdown | -12.73% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -6.65% | -4.58% |
| Avg. Drawdown Days | 78.0 | 14.0 |
| Recovery Factor | -0.28 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-20 | -12.73 | 132 |
| 2025-01-24 | 2025-07-14 | -11.16 | 170 |
| 2024-10-21 | 2025-01-03 | -5.02 | 74 |
| 2025-01-09 | 2025-01-24 | -4.00 | 15 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| Metric | 11376259:btcusd:triple_med_gx:lsma80_45 | 11376259:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -7.06% | -12.33% |
| Best Month | 5.53% | 37.42% |
| Worst Month | -9.19% | -17.69% |
| Best Year | 0.02% | 38.02% |
| Worst Year | -3.62% | 30.14% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 2.54% | 5.24% |
| Avg. Down Week | -2.32% | -4.39% |
| Avg. Up Month | 2.99% | 9.64% |
| Avg. Down Month | -6.04% | -4.22% |
| Win Days % | 45.32% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 40.54% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |