| Metric | 11376268:btcusd:triple_med_gx:lsma125_45 | 11376268:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 0.05% | 79.62% |
| Max Drawdown | -17.17% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.06 | 0.96 |
| Payoff Ratio | 0.95 | 0.89 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.32 | 1.08 |
| CPC Index | 0.48 | 0.51 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 34.45 | 3.05 |
| Outlier Loss Ratio | 3.83 | 3.13 |
| Volatility (ann.) | 8.49% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.0 | 2.33 |
| Skew | -0.59 | 0.2 |
| Kurtosis | 28.27 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.0% | 4.27% |
| Expected Yearly % | 0.02% | 34.02% |
| Kelly Criterion | -2.45% | -2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11376268:BTCUSD | 11376268:btcusd:triple_med_gx:lsma125_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.65 | 0.10 | - |
| 2025 | 30.14 | -3.47 | -0.12 | - |
| Metric | 11376268:btcusd:triple_med_gx:lsma125_45 | 11376268:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 7.27% | 45.08% |
| 6M | -3.44% | 28.47% |
| YTD | -3.47% | 30.14% |
| 1Y | 1.12% | 105.13% |
| 3Y (ann.) | 0.04% | 68.87% |
| 5Y (ann.) | 0.04% | 68.87% |
| Metric | 11376268:btcusd:triple_med_gx:lsma125_45 | 11376268:BTCUSD |
|---|---|---|
| Max Drawdown | -17.17% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -4.52% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.0 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -17.17 | 233 |
| 2024-07-29 | 2024-09-19 | -6.84 | 52 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-10-21 | 2024-11-21 | -5.02 | 31 |
| 2024-07-04 | 2024-07-21 | -4.12 | 17 |
| 2024-09-20 | 2024-09-26 | -2.32 | 6 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-28 | 2024-10-20 | -0.57 | 22 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11376268:btcusd:triple_med_gx:lsma125_45 | 11376268:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.85% | 18.93% |
| Worst Week | -6.53% | -12.33% |
| Best Month | 9.6% | 37.42% |
| Worst Month | -6.62% | -17.69% |
| Best Year | 3.65% | 38.02% |
| Worst Year | -3.47% | 30.14% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.73% | -0.81% |
| Avg. Up Week | 2.79% | 5.16% |
| Avg. Down Week | -2.74% | -4.46% |
| Avg. Up Month | 4.05% | 14.29% |
| Avg. Down Month | -4.75% | -4.68% |
| Win Days % | 50.0% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 47.06% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |