| Metric | 11379672:btcusd:triple_med_gx:lsma135_60 | 11379672:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 0.99% | 79.62% |
| Max Drawdown | -13.08% | -29.51% |
| Sharpe | 0.07 | 0.65 |
| Sortino | 0.09 | 0.96 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.57 | 1.08 |
| CPC Index | 0.49 | 0.56 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 35.53 | 3.05 |
| Outlier Loss Ratio | 4.1 | 3.18 |
| Volatility (ann.) | 8.36% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.07 | 2.33 |
| Skew | -0.47 | 0.2 |
| Kurtosis | 24.55 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.07% | 4.27% |
| Expected Yearly % | 0.49% | 34.02% |
| Kelly Criterion | -3.96% | 2.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11379672:BTCUSD | 11379672:btcusd:triple_med_gx:lsma135_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.57 | 0.01 | - |
| 2025 | 30.14 | 0.42 | 0.01 | - |
| Metric | 11379672:btcusd:triple_med_gx:lsma135_60 | 11379672:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 5.36% | 45.08% |
| 6M | -0.24% | 28.47% |
| YTD | 0.42% | 30.14% |
| 1Y | 1.02% | 105.13% |
| 3Y (ann.) | 0.89% | 68.87% |
| 5Y (ann.) | 0.89% | 68.87% |
| Metric | 11379672:btcusd:triple_med_gx:lsma135_60 | 11379672:BTCUSD |
|---|---|---|
| Max Drawdown | -13.08% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -5.87% | -4.58% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | 0.08 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-07-14 | -13.08 | 169 |
| 2024-07-29 | 2024-11-21 | -11.73 | 114 |
| 2024-11-23 | 2025-01-17 | -10.59 | 55 |
| 2024-07-07 | 2024-07-26 | -3.98 | 18 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11379672:btcusd:triple_med_gx:lsma135_60 | 11379672:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -6.77% | -12.33% |
| Best Month | 8.63% | 37.42% |
| Worst Month | -5.77% | -17.69% |
| Best Year | 0.57% | 38.02% |
| Worst Year | 0.42% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 2.99% | 8.14% |
| Avg. Down Week | -2.9% | -5.53% |
| Avg. Up Month | 4.19% | 15.4% |
| Avg. Down Month | -3.01% | -7.93% |
| Win Days % | 47.92% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 55.17% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |