| Metric | 11370335:btcusd:triple_med_gx:lsma45_10 | 11370335:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 10.23% | 79.62% |
| Max Drawdown | -17.63% | -29.51% |
| Sharpe | 0.3 | 0.65 |
| Sortino | 0.41 | 0.96 |
| Payoff Ratio | 1.08 | 1.11 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 1.92 | 1.08 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 1.7 | 0.98 |
| Outlier Win Ratio | 41.06 | 3.17 |
| Outlier Loss Ratio | 3.63 | 3.04 |
| Volatility (ann.) | 8.55% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.52 | 2.33 |
| Skew | -1.42 | 0.2 |
| Kurtosis | 37.03 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.7% | 4.27% |
| Expected Yearly % | 4.99% | 34.02% |
| Kelly Criterion | -1.5% | 8.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11370335:BTCUSD | 11370335:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.08 | 0.13 | - |
| 2025 | 30.14 | 4.90 | 0.16 | - |
| Metric | 11370335:btcusd:triple_med_gx:lsma45_10 | 11370335:BTCUSD |
|---|---|---|
| MTD | 5.65% | 13.36% |
| 3M | 11.53% | 45.08% |
| 6M | 4.9% | 28.47% |
| YTD | 4.9% | 30.14% |
| 1Y | 9.64% | 105.13% |
| 3Y (ann.) | 9.11% | 68.87% |
| 5Y (ann.) | 9.11% | 68.87% |
| Metric | 11370335:btcusd:triple_med_gx:lsma45_10 | 11370335:BTCUSD |
|---|---|---|
| Max Drawdown | -17.63% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.19% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.58 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-07-14 | -17.63 | 153 |
| 2024-09-10 | 2024-12-16 | -7.85 | 97 |
| 2024-07-01 | 2024-08-23 | -7.03 | 53 |
| 2024-12-26 | 2025-01-17 | -3.99 | 22 |
| 2024-06-05 | 2024-06-30 | -3.34 | 25 |
| 2025-01-17 | 2025-02-10 | -0.42 | 23 |
| 2025-02-10 | 2025-02-11 | -0.28 | 0 |
| 2024-08-24 | 2024-09-09 | -0.23 | 16 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| Metric | 11370335:btcusd:triple_med_gx:lsma45_10 | 11370335:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.74% | 18.93% |
| Worst Week | -6.83% | -12.33% |
| Best Month | 7.46% | 37.42% |
| Worst Month | -8.23% | -17.69% |
| Best Year | 5.08% | 38.02% |
| Worst Year | 4.9% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 2.37% | 6.65% |
| Avg. Down Week | -1.52% | -3.66% |
| Avg. Up Month | 3.78% | 8.79% |
| Avg. Down Month | -4.74% | -9.89% |
| Win Days % | 47.28% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 51.43% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |