| Metric | 11381065:btcusd:triple_med_gx:lsma45_65 | 11381065:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 7.5% | 79.62% |
| Max Drawdown | -12.62% | -29.51% |
| Sharpe | 0.24 | 0.65 |
| Sortino | 0.36 | 0.96 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 0.82 | 1.08 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 0.73 | 0.98 |
| Outlier Win Ratio | 47.34 | 3.01 |
| Outlier Loss Ratio | 3.43 | 3.05 |
| Volatility (ann.) | 8.33% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.53 | 2.33 |
| Skew | 3.08 | 0.2 |
| Kurtosis | 84.58 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.52% | 4.27% |
| Expected Yearly % | 3.68% | 34.02% |
| Kelly Criterion | -1.67% | 7.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11381065:BTCUSD | 11381065:btcusd:triple_med_gx:lsma45_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.33 | 0.46 | - |
| 2025 | 30.14 | -8.37 | -0.28 | - |
| Metric | 11381065:btcusd:triple_med_gx:lsma45_65 | 11381065:BTCUSD |
|---|---|---|
| MTD | 0.37% | 13.36% |
| 3M | -2.61% | 45.08% |
| 6M | -8.18% | 28.47% |
| YTD | -8.37% | 30.14% |
| 1Y | 3.69% | 105.13% |
| 3Y (ann.) | 6.68% | 68.87% |
| 5Y (ann.) | 6.68% | 68.87% |
| Metric | 11381065:btcusd:triple_med_gx:lsma45_65 | 11381065:BTCUSD |
|---|---|---|
| Max Drawdown | -12.62% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -2.69% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.59 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-07-14 | -12.62 | 182 |
| 2024-06-12 | 2024-07-10 | -5.41 | 27 |
| 2024-08-30 | 2024-11-06 | -5.04 | 67 |
| 2024-07-10 | 2024-08-20 | -4.48 | 40 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-11-07 | 2024-11-20 | -1.71 | 13 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-01-11 | 2025-01-12 | -0.70 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11381065:btcusd:triple_med_gx:lsma45_65 | 11381065:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.81% | 18.93% |
| Worst Week | -5.73% | -12.33% |
| Best Month | 13.6% | 37.42% |
| Worst Month | -6.16% | -17.69% |
| Best Year | 17.33% | 38.02% |
| Worst Year | -8.37% | 30.14% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 2.31% | 5.35% |
| Avg. Down Week | -2.72% | -5.29% |
| Avg. Up Month | 3.34% | 15.82% |
| Avg. Down Month | -4.27% | -17.69% |
| Win Days % | 46.84% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 59.26% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |