| Metric | 11375578:btcusd:triple_med_gx:lsma45_40 | 11375578:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -1.12% | 79.62% |
| Max Drawdown | -9.11% | -29.51% |
| Sharpe | -0.05 | 0.65 |
| Sortino | -0.08 | 0.96 |
| Payoff Ratio | 1.75 | 1.54 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.47 | 0.88 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 189.02 | 2.18 |
| Outlier Loss Ratio | 4.03 | 2.22 |
| Volatility (ann.) | 3.55% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.11 | 2.33 |
| Skew | 4.85 | 0.2 |
| Kurtosis | 212.86 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.08% | 4.27% |
| Expected Yearly % | -0.56% | 34.02% |
| Kelly Criterion | -13.14% | 20.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.07% |
| Expected Shortfall (cVaR) | -0.31% | -2.07% |
| Year | 11375578:BTCUSD | 11375578:btcusd:triple_med_gx:lsma45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.67 | 0.23 | - |
| 2025 | 30.14 | -9.01 | -0.30 | - |
| Metric | 11375578:btcusd:triple_med_gx:lsma45_40 | 11375578:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -2.37% | 45.08% |
| 6M | -9.01% | 28.47% |
| YTD | -9.01% | 30.14% |
| 1Y | -0.6% | 105.13% |
| 3Y (ann.) | -1.0% | 68.87% |
| 5Y (ann.) | -1.0% | 68.87% |
| Metric | 11375578:btcusd:triple_med_gx:lsma45_40 | 11375578:BTCUSD |
|---|---|---|
| Max Drawdown | -9.11% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -1.87% | -4.58% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | -0.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -9.11 | 179 |
| 2024-07-01 | 2024-08-13 | -2.30 | 43 |
| 2024-10-31 | 2024-11-24 | -0.73 | 24 |
| 2024-09-13 | 2024-09-13 | -0.29 | 0 |
| 2024-11-25 | 2024-12-15 | -0.27 | 20 |
| 2024-09-30 | 2024-10-01 | -0.18 | 0 |
| 2024-10-30 | 2024-10-30 | -0.18 | 0 |
| Metric | 11375578:btcusd:triple_med_gx:lsma45_40 | 11375578:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -3.01% | -9.32% |
| Best Week | 2.73% | 18.93% |
| Worst Week | -3.77% | -12.33% |
| Best Month | 2.73% | 37.42% |
| Worst Month | -3.77% | -17.69% |
| Best Year | 8.67% | 38.02% |
| Worst Year | -9.01% | 30.14% |
| Avg. Up Day | 1.13% | 1.21% |
| Avg. Down Day | -0.65% | -0.79% |
| Avg. Up Week | 1.0% | 5.63% |
| Avg. Down Week | -0.83% | -3.74% |
| Avg. Up Month | 1.58% | 18.55% |
| Avg. Down Month | -2.55% | -9.89% |
| Win Days % | 28.0% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |