| Metric | 11370446:btcusd:triple_med_gx:lsma40_10 | 11370446:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -0.26% | 79.62% |
| Max Drawdown | -17.86% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.04 | 0.96 |
| Payoff Ratio | 1.05 | 1.09 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 0.72 | 1.08 |
| CPC Index | 0.48 | 0.63 |
| Tail Ratio | 0.71 | 0.98 |
| Outlier Win Ratio | 49.91 | 3.09 |
| Outlier Loss Ratio | 3.39 | 2.92 |
| Volatility (ann.) | 7.8% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.01 | 2.33 |
| Skew | -2.36 | 0.2 |
| Kurtosis | 43.28 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.02% | 4.27% |
| Expected Yearly % | -0.13% | 34.02% |
| Kelly Criterion | -6.36% | 7.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11370446:BTCUSD | 11370446:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.37 | 0.09 | - |
| 2025 | 30.14 | -3.52 | -0.12 | - |
| Metric | 11370446:btcusd:triple_med_gx:lsma40_10 | 11370446:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 7.64% | 45.08% |
| 6M | -4.61% | 28.47% |
| YTD | -3.52% | 30.14% |
| 1Y | 3.75% | 105.13% |
| 3Y (ann.) | -0.23% | 68.87% |
| 5Y (ann.) | -0.23% | 68.87% |
| Metric | 11370446:btcusd:triple_med_gx:lsma40_10 | 11370446:BTCUSD |
|---|---|---|
| Max Drawdown | -17.86% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -4.33% | -4.58% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | -0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -17.86 | 179 |
| 2024-07-01 | 2024-12-12 | -12.49 | 164 |
| 2025-01-04 | 2025-01-15 | -3.95 | 11 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-03 | 2025-01-03 | -0.23 | 0 |
| 2025-01-02 | 2025-01-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370446:btcusd:triple_med_gx:lsma40_10 | 11370446:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 4.62% | 18.93% |
| Worst Week | -10.92% | -12.33% |
| Best Month | 7.92% | 37.42% |
| Worst Month | -10.51% | -17.69% |
| Best Year | 3.37% | 38.02% |
| Worst Year | -3.52% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.84% | -0.82% |
| Avg. Up Week | 1.6% | 5.0% |
| Avg. Down Week | -1.81% | -3.27% |
| Avg. Up Month | 3.26% | 13.88% |
| Avg. Down Month | -6.7% | -5.41% |
| Win Days % | 45.59% | 51.93% |
| Win Month % | 66.67% | 64.29% |
| Win Week % | 62.07% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |