| Metric | 11380943:btcusd:triple_med_gx:lsma70_65 | 11380943:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -0.16% | 79.62% |
| Max Drawdown | -8.01% | -29.51% |
| Sharpe | 0.02 | 0.65 |
| Sortino | 0.02 | 0.96 |
| Payoff Ratio | 1.47 | 1.3 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.53 | 0.75 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 108.41 | 2.64 |
| Outlier Loss Ratio | 4.09 | 2.44 |
| Volatility (ann.) | 4.68% | 24.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.02 | 2.33 |
| Skew | -0.62 | 0.2 |
| Kurtosis | 121.46 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.01% | 4.27% |
| Expected Yearly % | -0.08% | 34.02% |
| Kelly Criterion | -8.12% | 14.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.07% |
| Expected Shortfall (cVaR) | -0.4% | -2.07% |
| Year | 11380943:BTCUSD | 11380943:btcusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.90 | -0.13 | - |
| 2025 | 30.14 | 4.98 | 0.17 | - |
| Metric | 11380943:btcusd:triple_med_gx:lsma70_65 | 11380943:BTCUSD |
|---|---|---|
| MTD | -0.88% | 13.36% |
| 3M | 4.53% | 45.08% |
| 6M | 5.42% | 28.47% |
| YTD | 4.98% | 30.14% |
| 1Y | 5.89% | 105.13% |
| 3Y (ann.) | -0.15% | 68.87% |
| 5Y (ann.) | -0.15% | 68.87% |
| Metric | 11380943:btcusd:triple_med_gx:lsma70_65 | 11380943:BTCUSD |
|---|---|---|
| Max Drawdown | -8.01% | -29.51% |
| Longest DD Days | 214.0 | 144.0 |
| Avg. Drawdown | -4.19% | -4.58% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-07-14 | -8.01 | 214 |
| 2024-06-08 | 2024-09-23 | -6.39 | 106 |
| 2024-09-23 | 2024-11-19 | -1.41 | 57 |
| 2024-11-19 | 2024-12-11 | -0.92 | 22 |
| Metric | 11380943:btcusd:triple_med_gx:lsma70_65 | 11380943:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 4.31% | 18.93% |
| Worst Week | -4.96% | -12.33% |
| Best Month | 4.87% | 37.42% |
| Worst Month | -6.22% | -17.69% |
| Best Year | 4.98% | 38.02% |
| Worst Year | -4.9% | 30.14% |
| Avg. Up Day | 0.91% | 0.96% |
| Avg. Down Day | -0.62% | -0.74% |
| Avg. Up Week | 1.16% | 6.83% |
| Avg. Down Week | -1.77% | -6.37% |
| Avg. Up Month | 2.35% | 12.88% |
| Avg. Down Month | -5.52% | -5.29% |
| Win Days % | 35.64% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 53.57% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |