| Metric | 11370302:btcusd:triple_med_gx:lsma45_10 | 11370302:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 4.17% | 79.62% |
| Max Drawdown | -18.55% | -29.51% |
| Sharpe | 0.14 | 0.65 |
| Sortino | 0.22 | 0.96 |
| Payoff Ratio | 1.29 | 1.24 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.32 | 1.08 |
| CPC Index | 0.57 | 0.72 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 37.13 | 3.23 |
| Outlier Loss Ratio | 4.03 | 3.17 |
| Volatility (ann.) | 9.79% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.2 | 2.33 |
| Skew | 3.22 | 0.2 |
| Kurtosis | 87.3 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.29% | 4.27% |
| Expected Yearly % | 2.06% | 34.02% |
| Kelly Criterion | -3.21% | 13.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11370302:BTCUSD | 11370302:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.01 | 0.13 | - |
| 2025 | 30.14 | -0.80 | -0.03 | - |
| Metric | 11370302:btcusd:triple_med_gx:lsma45_10 | 11370302:BTCUSD |
|---|---|---|
| MTD | -0.79% | 13.36% |
| 3M | 7.24% | 45.08% |
| 6M | -0.8% | 28.47% |
| YTD | -0.8% | 30.14% |
| 1Y | 4.46% | 105.13% |
| 3Y (ann.) | 3.72% | 68.87% |
| 5Y (ann.) | 3.72% | 68.87% |
| Metric | 11370302:btcusd:triple_med_gx:lsma45_10 | 11370302:BTCUSD |
|---|---|---|
| Max Drawdown | -18.55% | -29.51% |
| Longest DD Days | 129.0 | 144.0 |
| Avg. Drawdown | -4.96% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-05-22 | -18.55 | 80 |
| 2025-05-23 | 2025-07-14 | -9.00 | 52 |
| 2024-08-09 | 2024-12-16 | -6.62 | 129 |
| 2025-01-30 | 2025-03-02 | -6.08 | 31 |
| 2024-07-07 | 2024-08-08 | -4.78 | 32 |
| 2024-12-26 | 2025-01-17 | -4.10 | 22 |
| 2024-06-20 | 2024-07-01 | -3.95 | 10 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-04 | 2024-06-20 | -0.41 | 15 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11370302:btcusd:triple_med_gx:lsma45_10 | 11370302:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.27% | 18.93% |
| Worst Week | -4.29% | -12.33% |
| Best Month | 9.83% | 37.42% |
| Worst Month | -7.38% | -17.69% |
| Best Year | 5.01% | 38.02% |
| Worst Year | -0.8% | 30.14% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 2.6% | 5.33% |
| Avg. Down Week | -1.8% | -2.99% |
| Avg. Up Month | 4.32% | 18.09% |
| Avg. Down Month | -3.47% | -9.89% |
| Win Days % | 41.91% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |