| Metric | 11370467:btcusd:triple_med_gx:lsma45_10 | 11370467:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 0.97% | 79.62% |
| Max Drawdown | -20.93% | -29.51% |
| Sharpe | 0.07 | 0.65 |
| Sortino | 0.09 | 0.96 |
| Payoff Ratio | 1.08 | 1.12 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 0.73 | 1.08 |
| CPC Index | 0.5 | 0.64 |
| Tail Ratio | 0.71 | 0.98 |
| Outlier Win Ratio | 48.95 | 3.1 |
| Outlier Loss Ratio | 3.53 | 2.95 |
| Volatility (ann.) | 7.73% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.04 | 2.33 |
| Skew | -1.83 | 0.2 |
| Kurtosis | 40.4 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.07% | 4.27% |
| Expected Yearly % | 0.48% | 34.02% |
| Kelly Criterion | -6.27% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11370467:BTCUSD | 11370467:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.86 | 0.23 | - |
| 2025 | 30.14 | -7.24 | -0.24 | - |
| Metric | 11370467:btcusd:triple_med_gx:lsma45_10 | 11370467:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 7.57% | 45.08% |
| 6M | -8.25% | 28.47% |
| YTD | -7.24% | 30.14% |
| 1Y | 3.12% | 105.13% |
| 3Y (ann.) | 0.87% | 68.87% |
| 5Y (ann.) | 0.87% | 68.87% |
| Metric | 11370467:btcusd:triple_med_gx:lsma45_10 | 11370467:BTCUSD |
|---|---|---|
| Max Drawdown | -20.93% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -2.75% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.05 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -20.93 | 179 |
| 2024-07-01 | 2024-10-29 | -10.51 | 119 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-10-30 | 2024-11-06 | -1.17 | 7 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2025-01-04 | 2025-01-15 | -0.42 | 11 |
| Metric | 11370467:btcusd:triple_med_gx:lsma45_10 | 11370467:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 4.33% | 18.93% |
| Worst Week | -13.97% | -12.33% |
| Best Month | 5.95% | 37.42% |
| Worst Month | -13.82% | -17.69% |
| Best Year | 8.86% | 38.02% |
| Worst Year | -7.24% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.82% | -0.81% |
| Avg. Up Week | 1.85% | 5.33% |
| Avg. Down Week | -1.68% | -3.08% |
| Avg. Up Month | 3.28% | 13.15% |
| Avg. Down Month | -8.8% | -5.41% |
| Win Days % | 44.71% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 58.62% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |