| Metric | 11370465:btcusd:triple_med_gx:lsma35_10 | 11370465:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -1.61% | 79.62% |
| Max Drawdown | -17.84% | -29.51% |
| Sharpe | -0.01 | 0.65 |
| Sortino | -0.02 | 0.96 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 0.03 | 1.08 |
| CPC Index | 0.45 | 0.58 |
| Tail Ratio | 0.03 | 0.98 |
| Outlier Win Ratio | 55.61 | 3.02 |
| Outlier Loss Ratio | 3.47 | 2.84 |
| Volatility (ann.) | 7.26% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.08 | 2.33 |
| Skew | -2.77 | 0.2 |
| Kurtosis | 50.66 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.12% | 4.27% |
| Expected Yearly % | -0.81% | 34.02% |
| Kelly Criterion | -10.51% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11370465:BTCUSD | 11370465:btcusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.18 | 0.19 | - |
| 2025 | 30.14 | -8.20 | -0.27 | - |
| Metric | 11370465:btcusd:triple_med_gx:lsma35_10 | 11370465:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.07% | 45.08% |
| 6M | -9.23% | 28.47% |
| YTD | -8.2% | 30.14% |
| 1Y | -0.14% | 105.13% |
| 3Y (ann.) | -1.44% | 68.87% |
| 5Y (ann.) | -1.44% | 68.87% |
| Metric | 11370465:btcusd:triple_med_gx:lsma35_10 | 11370465:BTCUSD |
|---|---|---|
| Max Drawdown | -17.84% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -2.81% | -4.58% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | -0.09 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-07-14 | -17.84 | 182 |
| 2024-07-01 | 2024-10-29 | -8.13 | 120 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-07 | 2024-12-12 | -0.78 | 34 |
| 2024-10-30 | 2024-11-06 | -0.69 | 7 |
| 2025-01-03 | 2025-01-12 | -0.52 | 8 |
| 2025-01-03 | 2025-01-03 | -0.23 | 0 |
| Metric | 11370465:btcusd:triple_med_gx:lsma35_10 | 11370465:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.33% | 18.93% |
| Worst Week | -11.33% | -12.33% |
| Best Month | 5.72% | 37.42% |
| Worst Month | -11.17% | -17.69% |
| Best Year | 7.18% | 38.02% |
| Worst Year | -8.2% | 30.14% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 1.6% | 4.69% |
| Avg. Down Week | -2.09% | -2.08% |
| Avg. Up Month | 2.88% | 13.84% |
| Avg. Down Month | -7.47% | -5.41% |
| Win Days % | 44.15% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 62.07% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |