| Metric | 11370438:btcusd:triple_med_gx:lsma95_10 | 11370438:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -4.19% | 79.62% |
| Max Drawdown | -26.75% | -29.51% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.08 | 0.96 |
| Payoff Ratio | 0.99 | 0.94 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.02 | 1.08 |
| CPC Index | 0.47 | 0.54 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 32.14 | 3.1 |
| Outlier Loss Ratio | 3.72 | 3.13 |
| Volatility (ann.) | 9.07% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.14 | 2.33 |
| Skew | -1.14 | 0.2 |
| Kurtosis | 26.11 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.31% | 4.27% |
| Expected Yearly % | -2.12% | 34.02% |
| Kelly Criterion | -4.23% | 0.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11370438:BTCUSD | 11370438:btcusd:triple_med_gx:lsma95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.52 | 0.43 | - |
| 2025 | 30.14 | -17.77 | -0.59 | - |
| Metric | 11370438:btcusd:triple_med_gx:lsma95_10 | 11370438:BTCUSD |
|---|---|---|
| MTD | -0.64% | 13.36% |
| 3M | -4.42% | 45.08% |
| 6M | -16.14% | 28.47% |
| YTD | -17.77% | 30.14% |
| 1Y | -7.52% | 105.13% |
| 3Y (ann.) | -3.76% | 68.87% |
| 5Y (ann.) | -3.76% | 68.87% |
| Metric | 11370438:btcusd:triple_med_gx:lsma95_10 | 11370438:BTCUSD |
|---|---|---|
| Max Drawdown | -26.75% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.36% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | -0.16 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -26.75 | 188 |
| 2024-07-10 | 2024-09-12 | -6.68 | 63 |
| 2024-11-09 | 2024-12-16 | -4.65 | 36 |
| 2024-09-14 | 2024-10-14 | -3.95 | 30 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-12-16 | 2025-01-04 | -1.56 | 19 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-07-07 | 2024-07-10 | -1.21 | 2 |
| 2024-06-05 | 2024-06-30 | -1.21 | 24 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11370438:btcusd:triple_med_gx:lsma95_10 | 11370438:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.24% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 6.81% | 37.42% |
| Worst Month | -13.79% | -17.69% |
| Best Year | 16.52% | 38.02% |
| Worst Year | -17.77% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 1.95% | 6.2% |
| Avg. Down Week | -2.92% | -2.71% |
| Avg. Up Month | 3.84% | 14.57% |
| Avg. Down Month | -6.16% | -7.67% |
| Win Days % | 48.22% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 60.71% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |