| Metric | 11376436:btcusd:triple_med_gx:lsma50_45 | 11376436:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 6.87% | 79.62% |
| Max Drawdown | -9.5% | -29.51% |
| Sharpe | 0.34 | 0.65 |
| Sortino | 0.55 | 0.96 |
| Payoff Ratio | 1.63 | 1.11 |
| Profit Factor | 1.25 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 99.53 | 2.63 |
| Outlier Loss Ratio | 4.26 | 2.34 |
| Volatility (ann.) | 4.7% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.64 | 2.33 |
| Skew | 3.1 | 0.2 |
| Kurtosis | 103.48 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.48% | 4.27% |
| Expected Yearly % | 3.38% | 34.02% |
| Kelly Criterion | -0.03% | 8.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.07% |
| Expected Shortfall (cVaR) | -0.4% | -2.07% |
| Year | 11376436:BTCUSD | 11376436:btcusd:triple_med_gx:lsma50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.40 | 0.19 | - |
| 2025 | 30.14 | -0.50 | -0.02 | - |
| Metric | 11376436:btcusd:triple_med_gx:lsma50_45 | 11376436:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.55% | 45.08% |
| 6M | -1.37% | 28.47% |
| YTD | -0.5% | 30.14% |
| 1Y | 6.58% | 105.13% |
| 3Y (ann.) | 6.12% | 68.87% |
| 5Y (ann.) | 6.12% | 68.87% |
| Metric | 11376436:btcusd:triple_med_gx:lsma50_45 | 11376436:BTCUSD |
|---|---|---|
| Max Drawdown | -9.5% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -1.65% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.72 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -9.50 | 208 |
| 2024-10-10 | 2024-11-10 | -4.42 | 31 |
| 2024-11-26 | 2024-12-05 | -2.45 | 8 |
| 2024-06-03 | 2024-07-13 | -1.76 | 39 |
| 2024-09-07 | 2024-09-26 | -1.52 | 19 |
| 2024-08-10 | 2024-08-23 | -0.62 | 12 |
| 2024-12-05 | 2024-12-12 | -0.28 | 7 |
| 2024-08-10 | 2024-08-10 | -0.18 | 0 |
| 2024-11-25 | 2024-11-26 | -0.18 | 0 |
| 2024-09-06 | 2024-09-07 | -0.18 | 0 |
| Metric | 11376436:btcusd:triple_med_gx:lsma50_45 | 11376436:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.08% | -9.32% |
| Best Week | 4.45% | 18.93% |
| Worst Week | -2.69% | -12.33% |
| Best Month | 4.73% | 37.42% |
| Worst Month | -3.9% | -17.69% |
| Best Year | 7.4% | 38.02% |
| Worst Year | -0.5% | 30.14% |
| Avg. Up Day | 0.94% | 1.01% |
| Avg. Down Day | -0.58% | -0.91% |
| Avg. Up Week | 1.79% | 7.98% |
| Avg. Down Week | -0.78% | -5.69% |
| Avg. Up Month | 2.72% | 12.0% |
| Avg. Down Month | -2.12% | -9.04% |
| Win Days % | 38.0% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 51.61% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |