| Metric | 11371188:btcusd:triple_med_gx:lsma45_15 | 11371188:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 1.81% | 79.62% |
| Max Drawdown | -19.8% | -29.51% |
| Sharpe | 0.09 | 0.65 |
| Sortino | 0.12 | 0.96 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 0.64 | 1.08 |
| CPC Index | 0.5 | 0.61 |
| Tail Ratio | 0.61 | 0.98 |
| Outlier Win Ratio | 51.71 | 3.09 |
| Outlier Loss Ratio | 3.46 | 2.91 |
| Volatility (ann.) | 7.54% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.08 | 2.33 |
| Skew | -2.18 | 0.2 |
| Kurtosis | 44.26 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.13% | 4.27% |
| Expected Yearly % | 0.9% | 34.02% |
| Kelly Criterion | -6.01% | 6.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11371188:BTCUSD | 11371188:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.92 | 0.37 | - |
| 2025 | 30.14 | -10.63 | -0.35 | - |
| Metric | 11371188:btcusd:triple_med_gx:lsma45_15 | 11371188:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.29% | 45.08% |
| 6M | -11.6% | 28.47% |
| YTD | -10.63% | 30.14% |
| 1Y | 3.02% | 105.13% |
| 3Y (ann.) | 1.62% | 68.87% |
| 5Y (ann.) | 1.62% | 68.87% |
| Metric | 11371188:btcusd:triple_med_gx:lsma45_15 | 11371188:BTCUSD |
|---|---|---|
| Max Drawdown | -19.8% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -2.7% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.09 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -19.80 | 179 |
| 2024-07-10 | 2024-10-14 | -6.31 | 95 |
| 2024-06-05 | 2024-07-10 | -3.66 | 34 |
| 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 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-11-08 | 2024-12-13 | -0.32 | 34 |
| Metric | 11371188:btcusd:triple_med_gx:lsma45_15 | 11371188:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.26% | 18.93% |
| Worst Week | -11.69% | -12.33% |
| Best Month | 6.7% | 37.42% |
| Worst Month | -10.98% | -17.69% |
| Best Year | 13.92% | 38.02% |
| Worst Year | -10.63% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 1.86% | 5.07% |
| Avg. Down Week | -1.33% | -3.03% |
| Avg. Up Month | 2.58% | 11.71% |
| Avg. Down Month | -4.1% | -8.96% |
| Win Days % | 45.41% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |