| Metric | 11371900:btcusd:triple_med_gx:lsma85_20 | 11371900:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -5.12% | 79.62% |
| Max Drawdown | -16.96% | -29.51% |
| Sharpe | -0.1 | 0.65 |
| Sortino | -0.13 | 0.96 |
| Payoff Ratio | 1.02 | 0.98 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 0.86 | 1.08 |
| CPC Index | 0.46 | 0.56 |
| Tail Ratio | 0.89 | 0.98 |
| Outlier Win Ratio | 38.1 | 3.08 |
| Outlier Loss Ratio | 3.67 | 3.09 |
| Volatility (ann.) | 8.51% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.27 | 2.33 |
| Skew | -0.4 | 0.2 |
| Kurtosis | 29.85 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.38% | 4.27% |
| Expected Yearly % | -2.6% | 34.02% |
| Kelly Criterion | -4.91% | 2.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11371900:BTCUSD | 11371900:btcusd:triple_med_gx:lsma85_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.29 | 0.11 | - |
| 2025 | 30.14 | -9.02 | -0.30 | - |
| Metric | 11371900:btcusd:triple_med_gx:lsma85_20 | 11371900:BTCUSD |
|---|---|---|
| MTD | -1.01% | 13.36% |
| 3M | -2.08% | 45.08% |
| 6M | -11.03% | 28.47% |
| YTD | -9.02% | 30.14% |
| 1Y | -1.76% | 105.13% |
| 3Y (ann.) | -4.6% | 68.87% |
| 5Y (ann.) | -4.6% | 68.87% |
| Metric | 11371900:btcusd:triple_med_gx:lsma85_20 | 11371900:BTCUSD |
|---|---|---|
| Max Drawdown | -16.96% | -29.51% |
| Longest DD Days | 171.0 | 144.0 |
| Avg. Drawdown | -5.68% | -4.58% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.3 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-07-14 | -16.96 | 171 |
| 2024-06-05 | 2024-09-13 | -7.86 | 100 |
| 2024-11-07 | 2025-01-23 | -4.15 | 76 |
| 2024-10-16 | 2024-11-07 | -2.22 | 21 |
| 2024-09-14 | 2024-10-14 | -1.76 | 30 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11371900:btcusd:triple_med_gx:lsma85_20 | 11371900:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.2% | 18.93% |
| Worst Week | -7.19% | -12.33% |
| Best Month | 7.01% | 37.42% |
| Worst Month | -8.45% | -17.69% |
| Best Year | 4.29% | 38.02% |
| Worst Year | -9.02% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.65% | 5.42% |
| Avg. Down Week | -1.72% | -3.2% |
| Avg. Up Month | 2.75% | 15.1% |
| Avg. Down Month | -3.42% | -7.82% |
| Win Days % | 47.02% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 40.62% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |