| Metric | 11370488:btcusd:triple_med_gx:lsma45_10 | 11370488:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -1.6% | 79.62% |
| Max Drawdown | -21.6% | -29.51% |
| Sharpe | -0.01 | 0.65 |
| Sortino | -0.01 | 0.96 |
| Payoff Ratio | 1.01 | 1.02 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 0.31 | 1.08 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 0.31 | 0.98 |
| Outlier Win Ratio | 52.49 | 3.04 |
| Outlier Loss Ratio | 3.46 | 2.92 |
| Volatility (ann.) | 7.51% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.07 | 2.33 |
| Skew | -2.17 | 0.2 |
| Kurtosis | 44.56 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.12% | 4.27% |
| Expected Yearly % | -0.8% | 34.02% |
| Kelly Criterion | -8.87% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11370488:BTCUSD | 11370488:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.28 | 0.24 | - |
| 2025 | 30.14 | -9.96 | -0.33 | - |
| Metric | 11370488:btcusd:triple_med_gx:lsma45_10 | 11370488:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 9.43% | 45.08% |
| 6M | -10.86% | 28.47% |
| YTD | -9.96% | 30.14% |
| 1Y | 1.83% | 105.13% |
| 3Y (ann.) | -1.43% | 68.87% |
| 5Y (ann.) | -1.43% | 68.87% |
| Metric | 11370488:btcusd:triple_med_gx:lsma45_10 | 11370488:BTCUSD |
|---|---|---|
| Max Drawdown | -21.6% | -29.51% |
| Longest DD Days | 164.0 | 144.0 |
| Avg. Drawdown | -3.75% | -4.58% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | -0.07 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-14 | -21.60 | 164 |
| 2024-07-01 | 2024-10-28 | -6.51 | 119 |
| 2024-11-08 | 2024-12-15 | -1.93 | 36 |
| 2024-12-16 | 2025-01-15 | -1.56 | 30 |
| 2024-10-30 | 2024-11-06 | -1.53 | 7 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-05 | 2024-07-01 | -1.21 | 25 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11370488:btcusd:triple_med_gx:lsma45_10 | 11370488:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.58% | 18.93% |
| Worst Week | -13.97% | -12.33% |
| Best Month | 7.0% | 37.42% |
| Worst Month | -15.57% | -17.69% |
| Best Year | 9.28% | 38.02% |
| Worst Year | -9.96% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.85% | -0.85% |
| Avg. Up Week | 2.26% | 5.45% |
| Avg. Down Week | -1.81% | -1.96% |
| Avg. Up Month | 3.26% | 13.15% |
| Avg. Down Month | -5.31% | -9.04% |
| Win Days % | 45.18% | 51.93% |
| Win Month % | 58.33% | 64.29% |
| Win Week % | 57.69% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |