| Metric | 11370297:btcusd:triple_med_gx:lsma50_10 | 11370297:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 0.54% | 79.62% |
| Max Drawdown | -23.81% | -29.51% |
| Sharpe | 0.06 | 0.65 |
| Sortino | 0.1 | 0.96 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.52 | 0.64 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 31.9 | 3.3 |
| Outlier Loss Ratio | 3.84 | 3.27 |
| Volatility (ann.) | 10.83% | 24.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.02 | 2.33 |
| Skew | 2.33 | 0.2 |
| Kurtosis | 63.96 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.04% | 4.27% |
| Expected Yearly % | 0.27% | 34.02% |
| Kelly Criterion | -4.64% | 8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.07% |
| Expected Shortfall (cVaR) | -0.93% | -2.07% |
| Year | 11370297:BTCUSD | 11370297:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.35 | 0.19 | - |
| 2025 | 30.14 | -6.34 | -0.21 | - |
| Metric | 11370297:btcusd:triple_med_gx:lsma50_10 | 11370297:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 13.84% | 45.08% |
| 6M | -7.16% | 28.47% |
| YTD | -6.34% | 30.14% |
| 1Y | 5.1% | 105.13% |
| 3Y (ann.) | 0.49% | 68.87% |
| 5Y (ann.) | 0.49% | 68.87% |
| Metric | 11370297:btcusd:triple_med_gx:lsma50_10 | 11370297:BTCUSD |
|---|---|---|
| Max Drawdown | -23.81% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.48% | -4.58% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 0.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -23.81 | 208 |
| 2024-06-03 | 2024-08-22 | -11.82 | 79 |
| 2024-08-22 | 2024-11-10 | -9.54 | 79 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-23 | 2024-12-04 | -0.82 | 11 |
| 2024-12-05 | 2024-12-12 | -0.56 | 7 |
| 2024-11-21 | 2024-11-21 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| Metric | 11370297:btcusd:triple_med_gx:lsma50_10 | 11370297:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.31% | 18.93% |
| Worst Week | -7.42% | -12.33% |
| Best Month | 11.31% | 37.42% |
| Worst Month | -8.32% | -17.69% |
| Best Year | 7.35% | 38.02% |
| Worst Year | -6.34% | 30.14% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 2.82% | 6.62% |
| Avg. Down Week | -3.22% | -4.37% |
| Avg. Up Month | 5.79% | 17.28% |
| Avg. Down Month | -4.74% | -9.04% |
| Win Days % | 43.81% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 51.22% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |