| Metric | 11370447:btcusd:triple_med_gx:lsma45_10 | 11370447:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 0.03% | 79.62% |
| Max Drawdown | -18.45% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.05 | 0.96 |
| Payoff Ratio | 1.04 | 1.08 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 0.89 | 1.08 |
| CPC Index | 0.49 | 0.62 |
| Tail Ratio | 0.87 | 0.98 |
| Outlier Win Ratio | 47.37 | 3.1 |
| Outlier Loss Ratio | 3.4 | 2.97 |
| Volatility (ann.) | 7.93% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.0 | 2.33 |
| Skew | -2.16 | 0.2 |
| Kurtosis | 39.32 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.0% | 4.27% |
| Expected Yearly % | 0.01% | 34.02% |
| Kelly Criterion | -6.22% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11370447:BTCUSD | 11370447:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.54 | 0.07 | - |
| 2025 | 30.14 | -2.45 | -0.08 | - |
| Metric | 11370447:btcusd:triple_med_gx:lsma45_10 | 11370447:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.51% | 45.08% |
| 6M | -3.6% | 28.47% |
| YTD | -2.45% | 30.14% |
| 1Y | 1.35% | 105.13% |
| 3Y (ann.) | 0.02% | 68.87% |
| 5Y (ann.) | 0.02% | 68.87% |
| Metric | 11370447:btcusd:triple_med_gx:lsma45_10 | 11370447:BTCUSD |
|---|---|---|
| Max Drawdown | -18.45% | -29.51% |
| Longest DD Days | 164.0 | 144.0 |
| Avg. Drawdown | -3.58% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.0 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-14 | -18.45 | 164 |
| 2024-07-07 | 2024-12-16 | -12.01 | 161 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2025-01-03 | 2025-01-03 | -0.23 | 0 |
| 2025-01-03 | 2025-01-15 | -0.21 | 11 |
| 2025-01-02 | 2025-01-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370447:btcusd:triple_med_gx:lsma45_10 | 11370447:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.54% | 18.93% |
| Worst Week | -12.31% | -12.33% |
| Best Month | 5.25% | 37.42% |
| Worst Month | -12.31% | -17.69% |
| Best Year | 2.54% | 38.02% |
| Worst Year | -2.45% | 30.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.85% | -0.83% |
| Avg. Up Week | 1.78% | 5.69% |
| Avg. Down Week | -2.81% | -3.33% |
| Avg. Up Month | 2.57% | 13.29% |
| Avg. Down Month | -7.56% | -5.41% |
| Win Days % | 45.75% | 51.93% |
| Win Month % | 75.0% | 64.29% |
| Win Week % | 64.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |