| Metric | 11372009:btcusd:triple_med_gx:lsma50_20 | 11372009:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -1.94% | 79.62% |
| Max Drawdown | -11.4% | -29.51% |
| Sharpe | -0.03 | 0.65 |
| Sortino | -0.04 | 0.96 |
| Payoff Ratio | 1.03 | 1.06 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.46 | 0.61 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 58.82 | 3.04 |
| Outlier Loss Ratio | 3.29 | 2.84 |
| Volatility (ann.) | 6.95% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.15 | 2.33 |
| Skew | -1.29 | 0.2 |
| Kurtosis | 44.21 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.14% | 4.27% |
| Expected Yearly % | -0.97% | 34.02% |
| Kelly Criterion | -7.63% | 6.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11372009:BTCUSD | 11372009:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.00 | 0.08 | - |
| 2025 | 30.14 | -4.79 | -0.16 | - |
| Metric | 11372009:btcusd:triple_med_gx:lsma50_20 | 11372009:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.74% | 45.08% |
| 6M | -5.94% | 28.47% |
| YTD | -4.79% | 30.14% |
| 1Y | 2.69% | 105.13% |
| 3Y (ann.) | -1.73% | 68.87% |
| 5Y (ann.) | -1.73% | 68.87% |
| Metric | 11372009:btcusd:triple_med_gx:lsma50_20 | 11372009:BTCUSD |
|---|---|---|
| Max Drawdown | -11.4% | -29.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -5.03% | -4.58% |
| Avg. Drawdown Days | 76.0 | 14.0 |
| Recovery Factor | -0.17 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-29 | -11.40 | 146 |
| 2025-01-04 | 2025-07-14 | -10.25 | 191 |
| 2024-10-30 | 2024-11-07 | -1.83 | 8 |
| 2024-11-07 | 2024-12-15 | -1.51 | 37 |
| 2025-01-03 | 2025-01-03 | -0.18 | 0 |
| Metric | 11372009:btcusd:triple_med_gx:lsma50_20 | 11372009:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.49% | 18.93% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 7.1% | 37.42% |
| Worst Month | -7.05% | -17.69% |
| Best Year | 3.0% | 38.02% |
| Worst Year | -4.79% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.84% | -0.82% |
| Avg. Up Week | 1.8% | 5.86% |
| Avg. Down Week | -1.59% | -3.27% |
| Avg. Up Month | 2.54% | 15.1% |
| Avg. Down Month | -4.41% | -8.96% |
| Win Days % | 45.45% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |