| Metric | 11371062:btcusd:triple_med_gx:lsma70_15 | 11371062:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -0.37% | 79.62% |
| Max Drawdown | -21.42% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.06 | 0.96 |
| Payoff Ratio | 1.12 | 1.1 |
| 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 | 30.11 | 3.34 |
| Outlier Loss Ratio | 3.84 | 3.29 |
| Volatility (ann.) | 10.52% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.02 | 2.33 |
| Skew | 0.01 | 0.2 |
| Kurtosis | 29.08 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.03% | 4.27% |
| Expected Yearly % | -0.19% | 34.02% |
| Kelly Criterion | -3.79% | 8.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11371062:BTCUSD | 11371062:btcusd:triple_med_gx:lsma70_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.73 | -0.07 | - |
| 2025 | 30.14 | 2.43 | 0.08 | - |
| Metric | 11371062:btcusd:triple_med_gx:lsma70_15 | 11371062:BTCUSD |
|---|---|---|
| MTD | 3.13% | 13.36% |
| 3M | 7.41% | 45.08% |
| 6M | -0.91% | 28.47% |
| YTD | 2.43% | 30.14% |
| 1Y | 1.09% | 105.13% |
| 3Y (ann.) | -0.33% | 68.87% |
| 5Y (ann.) | -0.33% | 68.87% |
| Metric | 11371062:btcusd:triple_med_gx:lsma70_15 | 11371062:BTCUSD |
|---|---|---|
| Max Drawdown | -21.42% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -4.66% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | -0.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-07-14 | -21.42 | 174 |
| 2024-08-26 | 2025-01-19 | -12.98 | 146 |
| 2024-06-07 | 2024-07-15 | -9.65 | 37 |
| 2024-08-09 | 2024-08-23 | -5.07 | 14 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-07-15 | 2024-08-08 | -0.95 | 24 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 11371062:btcusd:triple_med_gx:lsma70_15 | 11371062:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 9.57% | 37.42% |
| Worst Month | -12.15% | -17.69% |
| Best Year | 2.43% | 38.02% |
| Worst Year | -2.73% | 30.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.62% | 6.26% |
| Avg. Down Week | -1.9% | -3.55% |
| Avg. Up Month | 6.13% | 7.14% |
| Avg. Down Month | -4.88% | -7.59% |
| Win Days % | 45.22% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 47.62% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |