| Metric | 11376258:btcusd:triple_med_gx:lsma75_45 | 11376258:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 2.37% | 79.62% |
| Max Drawdown | -11.37% | -29.51% |
| Sharpe | 0.11 | 0.65 |
| Sortino | 0.15 | 0.96 |
| Payoff Ratio | 1.11 | 1.01 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.56 | 1.08 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.5 | 0.98 |
| Outlier Win Ratio | 43.33 | 3.07 |
| Outlier Loss Ratio | 4.02 | 2.92 |
| Volatility (ann.) | 7.89% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.19 | 2.33 |
| Skew | -1.52 | 0.2 |
| Kurtosis | 54.83 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.17% | 4.27% |
| Expected Yearly % | 1.18% | 34.02% |
| Kelly Criterion | -3.76% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11376258:BTCUSD | 11376258:btcusd:triple_med_gx:lsma75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.19 | 0.03 | - |
| 2025 | 30.14 | 1.17 | 0.04 | - |
| Metric | 11376258:btcusd:triple_med_gx:lsma75_45 | 11376258:BTCUSD |
|---|---|---|
| MTD | 1.44% | 13.36% |
| 3M | 4.77% | 45.08% |
| 6M | -2.6% | 28.47% |
| YTD | 1.17% | 30.14% |
| 1Y | 10.73% | 105.13% |
| 3Y (ann.) | 2.12% | 68.87% |
| 5Y (ann.) | 2.12% | 68.87% |
| Metric | 11376258:btcusd:triple_med_gx:lsma75_45 | 11376258:BTCUSD |
|---|---|---|
| Max Drawdown | -11.37% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -3.94% | -4.58% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | 0.21 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -11.37 | 126 |
| 2025-01-24 | 2025-07-14 | -10.27 | 170 |
| 2024-10-21 | 2024-12-06 | -4.01 | 46 |
| 2025-01-09 | 2025-01-24 | -4.00 | 15 |
| 2024-12-12 | 2025-01-02 | -3.45 | 21 |
| 2024-12-06 | 2024-12-11 | -1.63 | 4 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2025-01-03 | 2025-01-03 | -0.23 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11376258:btcusd:triple_med_gx:lsma75_45 | 11376258:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -7.06% | -12.33% |
| Best Month | 5.58% | 37.42% |
| Worst Month | -6.86% | -17.69% |
| Best Year | 1.19% | 38.02% |
| Worst Year | 1.17% | 30.14% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 1.92% | 5.56% |
| Avg. Down Week | -2.0% | -5.04% |
| Avg. Up Month | 2.37% | 13.61% |
| Avg. Down Month | -4.37% | -6.06% |
| Win Days % | 45.42% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 48.65% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |