| Metric | 11376445:btcusd:triple_med_gx:lsma50_45 | 11376445:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -0.65% | 79.62% |
| Max Drawdown | -12.27% | -29.51% |
| Sharpe | -0.0 | 0.65 |
| Sortino | -0.01 | 0.96 |
| Payoff Ratio | 1.04 | 0.98 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.46 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 110.99 | 2.59 |
| Outlier Loss Ratio | 3.29 | 2.35 |
| Volatility (ann.) | 4.94% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.05 | 2.33 |
| Skew | -2.14 | 0.2 |
| Kurtosis | 133.23 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.05% | 4.27% |
| Expected Yearly % | -0.32% | 34.02% |
| Kelly Criterion | -9.24% | 3.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.07% |
| Expected Shortfall (cVaR) | -0.43% | -2.07% |
| Year | 11376445:BTCUSD | 11376445:btcusd:triple_med_gx:lsma50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.64 | 0.10 | - |
| 2025 | 30.14 | -4.13 | -0.14 | - |
| Metric | 11376445:btcusd:triple_med_gx:lsma50_45 | 11376445:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -0.27% | 45.08% |
| 6M | -4.13% | 28.47% |
| YTD | -4.13% | 30.14% |
| 1Y | -1.66% | 105.13% |
| 3Y (ann.) | -0.58% | 68.87% |
| 5Y (ann.) | -0.58% | 68.87% |
| Metric | 11376445:btcusd:triple_med_gx:lsma50_45 | 11376445:BTCUSD |
|---|---|---|
| Max Drawdown | -12.27% | -29.51% |
| Longest DD Days | 221.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.58% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.05 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-07-14 | -12.27 | 221 |
| 2024-10-10 | 2024-11-10 | -3.08 | 30 |
| 2024-09-21 | 2024-09-26 | -1.24 | 4 |
| 2024-08-10 | 2024-08-23 | -0.28 | 13 |
| 2024-09-07 | 2024-09-08 | -0.18 | 0 |
| 2024-07-12 | 2024-07-13 | -0.18 | 0 |
| Metric | 11376445:btcusd:triple_med_gx:lsma50_45 | 11376445:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.44% | -9.32% |
| Best Week | 5.13% | 18.93% |
| Worst Week | -5.79% | -12.33% |
| Best Month | 5.07% | 37.42% |
| Worst Month | -8.04% | -17.69% |
| Best Year | 3.64% | 38.02% |
| Worst Year | -4.13% | 30.14% |
| Avg. Up Day | 0.76% | 0.81% |
| Avg. Down Day | -0.72% | -0.83% |
| Avg. Up Week | 1.85% | 8.04% |
| Avg. Down Week | -1.67% | -4.12% |
| Avg. Up Month | 2.01% | 12.0% |
| Avg. Down Month | -2.94% | -7.67% |
| Win Days % | 44.21% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |