| Metric | 11371157:btcusd:triple_med_gx:lsma85_15 | 11371157:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 5.44% | 79.62% |
| Max Drawdown | -17.66% | -29.51% |
| Sharpe | 0.19 | 0.65 |
| Sortino | 0.26 | 0.96 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.56 | 0.62 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 37.95 | 3.1 |
| Outlier Loss Ratio | 3.7 | 2.94 |
| Volatility (ann.) | 8.21% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.27 | 2.33 |
| Skew | -0.68 | 0.2 |
| Kurtosis | 30.4 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.38% | 4.27% |
| Expected Yearly % | 2.68% | 34.02% |
| Kelly Criterion | -0.2% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11371157:BTCUSD | 11371157:btcusd:triple_med_gx:lsma85_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.34 | 0.32 | - |
| 2025 | 30.14 | -6.15 | -0.20 | - |
| Metric | 11371157:btcusd:triple_med_gx:lsma85_15 | 11371157:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -1.49% | 45.08% |
| 6M | -10.55% | 28.47% |
| YTD | -6.15% | 30.14% |
| 1Y | 4.74% | 105.13% |
| 3Y (ann.) | 4.85% | 68.87% |
| 5Y (ann.) | 4.85% | 68.87% |
| Metric | 11371157:btcusd:triple_med_gx:lsma85_15 | 11371157:BTCUSD |
|---|---|---|
| Max Drawdown | -17.66% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.59% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.31 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -17.66 | 188 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-07-10 | 2024-08-14 | -4.45 | 35 |
| 2024-06-05 | 2024-07-01 | -3.92 | 25 |
| 2024-09-14 | 2024-10-14 | -3.20 | 30 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2024-10-16 | 2024-11-06 | -1.25 | 21 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| Metric | 11371157:btcusd:triple_med_gx:lsma85_15 | 11371157:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.76% | 18.93% |
| Worst Week | -11.09% | -12.33% |
| Best Month | 6.76% | 37.42% |
| Worst Month | -9.12% | -17.69% |
| Best Year | 12.34% | 38.02% |
| Worst Year | -6.15% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.45% | 5.45% |
| Avg. Down Week | -1.35% | -2.19% |
| Avg. Up Month | 2.5% | 12.29% |
| Avg. Down Month | -3.6% | -8.96% |
| Win Days % | 47.69% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 53.85% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |