| Metric | 11377288:btcusd:triple_med_gx:lsma70_50 | 11377288:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 0.31% | 79.62% |
| Max Drawdown | -8.38% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.06 | 0.96 |
| Payoff Ratio | 1.06 | 0.9 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 0.18 | 1.08 |
| CPC Index | 0.5 | 0.52 |
| Tail Ratio | 0.18 | 0.98 |
| Outlier Win Ratio | 59.6 | 2.9 |
| Outlier Loss Ratio | 3.97 | 2.83 |
| Volatility (ann.) | 6.5% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.03 | 2.33 |
| Skew | -2.73 | 0.2 |
| Kurtosis | 93.07 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.02% | 4.27% |
| Expected Yearly % | 0.15% | 34.02% |
| Kelly Criterion | -4.15% | -1.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.07% |
| Expected Shortfall (cVaR) | -0.56% | -2.07% |
| Year | 11377288:BTCUSD | 11377288:btcusd:triple_med_gx:lsma70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.01 | -0.05 | - |
| 2025 | 30.14 | 2.37 | 0.08 | - |
| Metric | 11377288:btcusd:triple_med_gx:lsma70_50 | 11377288:BTCUSD |
|---|---|---|
| MTD | 2.79% | 13.36% |
| 3M | 1.28% | 45.08% |
| 6M | -2.51% | 28.47% |
| YTD | 2.37% | 30.14% |
| 1Y | 5.9% | 105.13% |
| 3Y (ann.) | 0.28% | 68.87% |
| 5Y (ann.) | 0.28% | 68.87% |
| Metric | 11377288:btcusd:triple_med_gx:lsma70_50 | 11377288:BTCUSD |
|---|---|---|
| Max Drawdown | -8.38% | -29.51% |
| Longest DD Days | 141.0 | 144.0 |
| Avg. Drawdown | -4.92% | -4.58% |
| Avg. Drawdown Days | 79.0 | 14.0 |
| Recovery Factor | 0.04 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -8.38 | 125 |
| 2025-02-22 | 2025-07-14 | -8.33 | 141 |
| 2024-10-15 | 2025-01-23 | -5.09 | 100 |
| 2025-01-23 | 2025-02-20 | -2.46 | 27 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| Metric | 11377288:btcusd:triple_med_gx:lsma70_50 | 11377288:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -4.94% | -12.33% |
| Best Month | 6.4% | 37.42% |
| Worst Month | -7.76% | -17.69% |
| Best Year | 2.37% | 38.02% |
| Worst Year | -2.01% | 30.14% |
| Avg. Up Day | 0.7% | 0.74% |
| Avg. Down Day | -0.67% | -0.82% |
| Avg. Up Week | 2.2% | 4.34% |
| Avg. Down Week | -2.1% | -4.01% |
| Avg. Up Month | 2.95% | 9.25% |
| Avg. Down Month | -3.38% | -7.59% |
| Win Days % | 46.43% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |