| Metric | 11370457:btcusd:triple_med_gx:lsma95_10 | 11370457:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 0.17% | 79.62% |
| Max Drawdown | -26.91% | -29.51% |
| Sharpe | 0.05 | 0.65 |
| Sortino | 0.07 | 0.96 |
| Payoff Ratio | 1.03 | 1.05 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.0 | 1.08 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 32.62 | 3.12 |
| Outlier Loss Ratio | 3.69 | 3.05 |
| Volatility (ann.) | 8.97% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.01 | 2.33 |
| Skew | -0.35 | 0.2 |
| Kurtosis | 25.64 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.01% | 4.27% |
| Expected Yearly % | 0.09% | 34.02% |
| Kelly Criterion | -3.35% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11370457:BTCUSD | 11370457:btcusd:triple_med_gx:lsma95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.01 | 0.66 | - |
| 2025 | 30.14 | -19.87 | -0.66 | - |
| Metric | 11370457:btcusd:triple_med_gx:lsma95_10 | 11370457:BTCUSD |
|---|---|---|
| MTD | -1.16% | 13.36% |
| 3M | -6.56% | 45.08% |
| 6M | -18.23% | 28.47% |
| YTD | -19.87% | 30.14% |
| 1Y | -0.77% | 105.13% |
| 3Y (ann.) | 0.15% | 68.87% |
| 5Y (ann.) | 0.15% | 68.87% |
| Metric | 11370457:btcusd:triple_med_gx:lsma95_10 | 11370457:BTCUSD |
|---|---|---|
| Max Drawdown | -26.91% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.67% | -4.58% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -26.91 | 188 |
| 2024-07-10 | 2024-09-13 | -7.85 | 65 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-07-01 | 2024-07-10 | -1.75 | 8 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-12-16 | 2025-01-03 | -1.31 | 17 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11370457:btcusd:triple_med_gx:lsma95_10 | 11370457:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.44% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 7.1% | 37.42% |
| Worst Month | -15.46% | -17.69% |
| Best Year | 25.01% | 38.02% |
| Worst Year | -19.87% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.76% | -0.75% |
| Avg. Up Week | 1.98% | 5.83% |
| Avg. Down Week | -1.73% | -2.48% |
| Avg. Up Month | 5.23% | 14.57% |
| Avg. Down Month | -6.59% | -9.5% |
| Win Days % | 47.55% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |