| Metric | 11381087:btcusd:triple_med_gx:lsma45_65 | 11381087:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 13.9% | 79.62% |
| Max Drawdown | -8.43% | -29.51% |
| Sharpe | 0.4 | 0.65 |
| Sortino | 0.65 | 0.96 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | 1.0 | 1.08 |
| CPC Index | 0.72 | 0.68 |
| Tail Ratio | 0.83 | 0.98 |
| Outlier Win Ratio | 47.77 | 2.96 |
| Outlier Loss Ratio | 3.74 | 2.92 |
| Volatility (ann.) | 7.97% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.46 | 2.33 |
| Skew | 3.81 | 0.2 |
| Kurtosis | 99.14 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.93% | 4.27% |
| Expected Yearly % | 6.72% | 34.02% |
| Kelly Criterion | 3.69% | 11.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11381087:BTCUSD | 11381087:btcusd:triple_med_gx:lsma45_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.10 | 0.53 | - |
| 2025 | 30.14 | -5.16 | -0.17 | - |
| Metric | 11381087:btcusd:triple_med_gx:lsma45_65 | 11381087:BTCUSD |
|---|---|---|
| MTD | 0.3% | 13.36% |
| 3M | -2.73% | 45.08% |
| 6M | -5.45% | 28.47% |
| YTD | -5.16% | 30.14% |
| 1Y | 14.75% | 105.13% |
| 3Y (ann.) | 12.35% | 68.87% |
| 5Y (ann.) | 12.35% | 68.87% |
| Metric | 11381087:btcusd:triple_med_gx:lsma45_65 | 11381087:BTCUSD |
|---|---|---|
| Max Drawdown | -8.43% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -2.12% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.65 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-15 | 2025-07-14 | -8.43 | 180 |
| 2024-06-12 | 2024-07-10 | -5.96 | 27 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2024-07-10 | 2024-07-26 | -3.90 | 15 |
| 2024-08-31 | 2024-11-06 | -3.48 | 66 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-06 | 2024-11-21 | -0.97 | 14 |
| 2025-01-12 | 2025-01-12 | -0.38 | 0 |
| 2025-01-11 | 2025-01-11 | -0.18 | 0 |
| 2024-08-30 | 2024-08-30 | -0.18 | 0 |
| Metric | 11381087:btcusd:triple_med_gx:lsma45_65 | 11381087:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.74% | 18.93% |
| Worst Week | -3.43% | -12.33% |
| Best Month | 11.86% | 37.42% |
| Worst Month | -3.43% | -17.69% |
| Best Year | 20.1% | 38.02% |
| Worst Year | -5.16% | 30.14% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 2.9% | 6.24% |
| Avg. Down Week | -1.48% | -5.33% |
| Avg. Up Month | 4.71% | 15.89% |
| Avg. Down Month | -2.22% | -9.89% |
| Win Days % | 45.79% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 53.85% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |