| Metric | 11371176:btcusd:triple_med_gx:lsma85_15 | 11371176:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -3.91% | 79.62% |
| Max Drawdown | -19.69% | -29.51% |
| Sharpe | -0.07 | 0.65 |
| Sortino | -0.1 | 0.96 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 0.86 | 1.08 |
| CPC Index | 0.47 | 0.6 |
| Tail Ratio | 0.88 | 0.98 |
| Outlier Win Ratio | 41.92 | 3.08 |
| Outlier Loss Ratio | 3.65 | 2.93 |
| Volatility (ann.) | 7.96% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.18 | 2.33 |
| Skew | -0.99 | 0.2 |
| Kurtosis | 33.26 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.28% | 4.27% |
| Expected Yearly % | -1.98% | 34.02% |
| Kelly Criterion | -4.86% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11371176:BTCUSD | 11371176:btcusd:triple_med_gx:lsma85_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.15 | 0.29 | - |
| 2025 | 30.14 | -13.56 | -0.45 | - |
| Metric | 11371176:btcusd:triple_med_gx:lsma85_15 | 11371176:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -2.8% | 45.08% |
| 6M | -16.81% | 28.47% |
| YTD | -13.56% | 30.14% |
| 1Y | -2.24% | 105.13% |
| 3Y (ann.) | -3.51% | 68.87% |
| 5Y (ann.) | -3.51% | 68.87% |
| Metric | 11371176:btcusd:triple_med_gx:lsma85_15 | 11371176:BTCUSD |
|---|---|---|
| Max Drawdown | -19.69% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.8% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | -0.2 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -19.69 | 188 |
| 2024-07-10 | 2024-09-13 | -7.09 | 65 |
| 2024-09-14 | 2024-10-14 | -3.94 | 30 |
| 2024-06-05 | 2024-07-10 | -3.66 | 34 |
| 2024-10-16 | 2024-11-06 | -1.61 | 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 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11371176:btcusd:triple_med_gx:lsma85_15 | 11371176:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.67% | 18.93% |
| Worst Week | -13.13% | -12.33% |
| Best Month | 6.67% | 37.42% |
| Worst Month | -13.07% | -17.69% |
| Best Year | 11.15% | 38.02% |
| Worst Year | -13.56% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.12% | 5.42% |
| Avg. Down Week | -1.69% | -1.73% |
| Avg. Up Month | 2.56% | 13.64% |
| Avg. Down Month | -4.23% | -8.96% |
| Win Days % | 46.47% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 56.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |