| Metric | 11371810:btcusd:triple_med_gx:lsma45_20 | 11371810:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 2.33% | 79.62% |
| Max Drawdown | -14.25% | -29.51% |
| Sharpe | 0.11 | 0.65 |
| Sortino | 0.15 | 0.96 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 0.93 | 1.08 |
| CPC Index | 0.54 | 0.67 |
| Tail Ratio | 0.89 | 0.98 |
| Outlier Win Ratio | 49.36 | 3.17 |
| Outlier Loss Ratio | 4.08 | 3.02 |
| Volatility (ann.) | 7.57% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.15 | 2.33 |
| Skew | 0.12 | 0.2 |
| Kurtosis | 37.37 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.16% | 4.27% |
| Expected Yearly % | 1.16% | 34.02% |
| Kelly Criterion | -4.08% | 10.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11371810:BTCUSD | 11371810:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.33 | 0.06 | - |
| 2025 | 30.14 | 0.01 | 0.00 | - |
| Metric | 11371810:btcusd:triple_med_gx:lsma45_20 | 11371810:BTCUSD |
|---|---|---|
| MTD | 3.8% | 13.36% |
| 3M | 4.53% | 45.08% |
| 6M | 0.01% | 28.47% |
| YTD | 0.01% | 30.14% |
| 1Y | -1.24% | 105.13% |
| 3Y (ann.) | 2.08% | 68.87% |
| 5Y (ann.) | 2.08% | 68.87% |
| Metric | 11371810:btcusd:triple_med_gx:lsma45_20 | 11371810:BTCUSD |
|---|---|---|
| Max Drawdown | -14.25% | -29.51% |
| Longest DD Days | 163.0 | 144.0 |
| Avg. Drawdown | -4.66% | -4.58% |
| Avg. Drawdown Days | 55.0 | 14.0 |
| Recovery Factor | 0.16 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-07-14 | -14.25 | 163 |
| 2024-08-24 | 2025-01-17 | -9.43 | 146 |
| 2024-07-10 | 2024-08-23 | -3.70 | 44 |
| 2024-06-05 | 2024-06-30 | -3.45 | 25 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371810:btcusd:triple_med_gx:lsma45_20 | 11371810:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -5.23% | -12.33% |
| Best Month | 3.8% | 37.42% |
| Worst Month | -4.52% | -17.69% |
| Best Year | 2.33% | 38.02% |
| Worst Year | 0.01% | 30.14% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 2.24% | 6.94% |
| Avg. Down Week | -1.25% | -4.37% |
| Avg. Up Month | 2.23% | 15.54% |
| Avg. Down Month | -2.88% | -9.89% |
| Win Days % | 43.86% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |