| Metric | 11376437:btcusd:triple_med_gx:lsma55_45 | 11376437:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 7.59% | 75.42% |
| Max Drawdown | -13.41% | -29.51% |
| Sharpe | 0.29 | 0.63 |
| Sortino | 0.42 | 0.92 |
| Payoff Ratio | 1.25 | 1.05 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 0.01 | 1.06 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 0.01 | 0.96 |
| Outlier Win Ratio | 57.12 | 2.88 |
| Outlier Loss Ratio | 4.24 | 2.79 |
| Volatility (ann.) | 6.38% | 24.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.5 | 2.19 |
| Skew | 0.13 | 0.2 |
| Kurtosis | 56.38 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.52% | 4.1% |
| Expected Yearly % | 3.73% | 32.45% |
| Kelly Criterion | -1.03% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11376437:BTCUSD | 11376437:btcusd:triple_med_gx:lsma55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.82 | 0.18 | - |
| 2025 | 27.10 | 0.72 | 0.03 | - |
| Metric | 11376437:btcusd:triple_med_gx:lsma55_45 | 11376437:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 1.52% | 41.88% |
| 6M | 1.43% | 22.91% |
| YTD | 0.72% | 27.1% |
| 1Y | 4.9% | 82.29% |
| 3Y (ann.) | 6.71% | 64.73% |
| 5Y (ann.) | 6.71% | 64.73% |
| Metric | 11376437:btcusd:triple_med_gx:lsma55_45 | 11376437:BTCUSD |
|---|---|---|
| Max Drawdown | -13.41% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -2.04% | -4.71% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.57 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -13.41 | 211 |
| 2024-10-10 | 2024-11-10 | -2.91 | 30 |
| 2024-11-26 | 2024-12-05 | -2.45 | 8 |
| 2024-12-05 | 2024-12-17 | -2.05 | 11 |
| 2024-09-07 | 2024-09-26 | -1.73 | 19 |
| 2024-06-03 | 2024-07-13 | -1.37 | 39 |
| 2024-07-14 | 2024-08-10 | -0.84 | 27 |
| 2024-08-23 | 2024-09-07 | -0.57 | 14 |
| 2024-09-27 | 2024-10-10 | -0.57 | 12 |
| 2024-08-10 | 2024-08-23 | -0.36 | 12 |
| Metric | 11376437:btcusd:triple_med_gx:lsma55_45 | 11376437:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 4.94% | 18.93% |
| Worst Week | -5.71% | -12.33% |
| Best Month | 5.22% | 37.42% |
| Worst Month | -4.32% | -17.69% |
| Best Year | 6.82% | 38.02% |
| Worst Year | 0.72% | 27.1% |
| Avg. Up Day | 0.8% | 0.84% |
| Avg. Down Day | -0.64% | -0.8% |
| Avg. Up Week | 1.94% | 6.22% |
| Avg. Down Week | -1.73% | -5.19% |
| Avg. Up Month | 3.43% | 12.35% |
| Avg. Down Month | -2.49% | -7.59% |
| Win Days % | 43.92% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 54.29% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |