| Metric | 11381075:btcusd:triple_med_gx:lsma40_65 | 11381075:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 0.14% | 79.62% |
| Max Drawdown | -15.01% | -29.51% |
| Sharpe | 0.05 | 0.65 |
| Sortino | 0.07 | 0.96 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.51 | 0.63 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 42.4 | 3.04 |
| Outlier Loss Ratio | 3.71 | 3.15 |
| Volatility (ann.) | 8.64% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.01 | 2.33 |
| Skew | 2.52 | 0.2 |
| Kurtosis | 73.17 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.01% | 4.27% |
| Expected Yearly % | 0.07% | 34.02% |
| Kelly Criterion | -4.78% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11381075:BTCUSD | 11381075:btcusd:triple_med_gx:lsma40_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.57 | 0.38 | - |
| 2025 | 30.14 | -12.60 | -0.42 | - |
| Metric | 11381075:btcusd:triple_med_gx:lsma40_65 | 11381075:BTCUSD |
|---|---|---|
| MTD | 0.27% | 13.36% |
| 3M | -3.49% | 45.08% |
| 6M | -12.32% | 28.47% |
| YTD | -12.6% | 30.14% |
| 1Y | 0.94% | 105.13% |
| 3Y (ann.) | 0.12% | 68.87% |
| 5Y (ann.) | 0.12% | 68.87% |
| Metric | 11381075:btcusd:triple_med_gx:lsma40_65 | 11381075:BTCUSD |
|---|---|---|
| Max Drawdown | -15.01% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -4.53% | -4.58% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | 0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-14 | 2025-07-14 | -15.01 | 180 |
| 2024-06-12 | 2024-11-06 | -7.86 | 146 |
| 2024-11-21 | 2025-01-14 | -5.45 | 53 |
| 2024-11-07 | 2024-11-20 | -1.34 | 12 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-11 | 2024-06-12 | -0.30 | 0 |
| Metric | 11381075:btcusd:triple_med_gx:lsma40_65 | 11381075:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -4.27% | -12.33% |
| Best Month | 16.06% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | 14.57% | 38.02% |
| Worst Year | -12.6% | 30.14% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 2.97% | 5.8% |
| Avg. Down Week | -1.77% | -4.68% |
| Avg. Up Month | 5.57% | 16.19% |
| Avg. Down Month | -2.93% | -7.82% |
| Win Days % | 44.83% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |