| Metric | 11370341:btcusd:triple_med_gx:lsma70_10 | 11370341:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -10.52% | 79.62% |
| Max Drawdown | -28.02% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.25 | 0.96 |
| Payoff Ratio | 1.02 | 1.05 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.43 | 0.6 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 30.6 | 3.28 |
| Outlier Loss Ratio | 3.86 | 3.33 |
| Volatility (ann.) | 10.55% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.34 | 2.33 |
| Skew | -0.65 | 0.2 |
| Kurtosis | 30.42 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.79% | 4.27% |
| Expected Yearly % | -5.4% | 34.02% |
| Kelly Criterion | -8.62% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.07% |
| Expected Shortfall (cVaR) | -0.91% | -2.07% |
| Year | 11370341:BTCUSD | 11370341:btcusd:triple_med_gx:lsma70_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.97 | -0.13 | - |
| 2025 | 30.14 | -5.84 | -0.19 | - |
| Metric | 11370341:btcusd:triple_med_gx:lsma70_10 | 11370341:BTCUSD |
|---|---|---|
| MTD | 5.62% | 13.36% |
| 3M | 8.17% | 45.08% |
| 6M | -8.91% | 28.47% |
| YTD | -5.84% | 30.14% |
| 1Y | -6.51% | 105.13% |
| 3Y (ann.) | -9.46% | 68.87% |
| 5Y (ann.) | -9.46% | 68.87% |
| Metric | 11370341:btcusd:triple_med_gx:lsma70_10 | 11370341:BTCUSD |
|---|---|---|
| Max Drawdown | -28.02% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -6.06% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | -0.38 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-07-14 | -28.02 | 174 |
| 2024-10-30 | 2025-01-17 | -10.26 | 79 |
| 2024-06-07 | 2024-10-29 | -9.84 | 144 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370341:btcusd:triple_med_gx:lsma70_10 | 11370341:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -12.68% | -12.33% |
| Best Month | 9.2% | 37.42% |
| Worst Month | -16.5% | -17.69% |
| Best Year | -4.97% | 38.02% |
| Worst Year | -5.84% | 30.14% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 2.97% | 6.26% |
| Avg. Down Week | -2.1% | -3.29% |
| Avg. Up Month | 4.39% | 7.8% |
| Avg. Down Month | -5.42% | -7.82% |
| Win Days % | 45.07% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 41.86% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |