| Metric | 11376447:btcusd:triple_med_gx:lsma60_45 | 11376447:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -0.32% | 79.62% |
| Max Drawdown | -24.86% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.05 | 0.96 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.52 | 0.69 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 48.99 | 3.04 |
| Outlier Loss Ratio | 3.37 | 2.95 |
| Volatility (ann.) | 8.71% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.01 | 2.33 |
| Skew | 1.76 | 0.2 |
| Kurtosis | 80.13 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.02% | 4.27% |
| Expected Yearly % | -0.16% | 34.02% |
| Kelly Criterion | -5.89% | 11.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11376447:BTCUSD | 11376447:btcusd:triple_med_gx:lsma60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.90 | -0.10 | - |
| 2025 | 30.14 | 3.72 | 0.12 | - |
| Metric | 11376447:btcusd:triple_med_gx:lsma60_45 | 11376447:BTCUSD |
|---|---|---|
| MTD | 4.08% | 13.36% |
| 3M | 8.15% | 45.08% |
| 6M | 4.16% | 28.47% |
| YTD | 3.72% | 30.14% |
| 1Y | 2.39% | 105.13% |
| 3Y (ann.) | -0.29% | 68.87% |
| 5Y (ann.) | -0.29% | 68.87% |
| Metric | 11376447:btcusd:triple_med_gx:lsma60_45 | 11376447:BTCUSD |
|---|---|---|
| Max Drawdown | -24.86% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -3.55% | -4.58% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | -0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-31 | 2025-07-14 | -24.86 | 256 |
| 2024-06-05 | 2024-07-15 | -6.47 | 39 |
| 2024-09-28 | 2024-10-11 | -3.50 | 13 |
| 2024-08-11 | 2024-08-23 | -1.72 | 12 |
| 2024-10-11 | 2024-10-30 | -0.65 | 19 |
| 2024-08-24 | 2024-09-08 | -0.59 | 15 |
| 2024-09-25 | 2024-09-26 | -0.58 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-08-10 | 2024-08-10 | -0.18 | 0 |
| Metric | 11376447:btcusd:triple_med_gx:lsma60_45 | 11376447:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 8.19% | 37.42% |
| Worst Month | -15.35% | -17.69% |
| Best Year | 3.72% | 38.02% |
| Worst Year | -3.9% | 30.14% |
| Avg. Up Day | 1.06% | 1.09% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 2.22% | 6.41% |
| Avg. Down Week | -2.16% | -3.78% |
| Avg. Up Month | 3.89% | 8.7% |
| Avg. Down Month | -9.21% | -4.22% |
| Win Days % | 41.4% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |