| Metric | 11371955:btcusd:triple_med_gx:lsma95_20 | 11371955:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 5.37% | 79.62% |
| Max Drawdown | -21.27% | -29.51% |
| Sharpe | 0.17 | 0.65 |
| Sortino | 0.25 | 0.96 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 32.9 | 3.15 |
| Outlier Loss Ratio | 3.61 | 3.03 |
| Volatility (ann.) | 8.99% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.23 | 2.33 |
| Skew | -0.22 | 0.2 |
| Kurtosis | 25.99 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.37% | 4.27% |
| Expected Yearly % | 2.65% | 34.02% |
| Kelly Criterion | 0.33% | 4.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11371955:BTCUSD | 11371955:btcusd:triple_med_gx:lsma95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.19 | 0.61 | - |
| 2025 | 30.14 | -14.46 | -0.48 | - |
| Metric | 11371955:btcusd:triple_med_gx:lsma95_20 | 11371955:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | 0.05% | 45.08% |
| 6M | -12.47% | 28.47% |
| YTD | -14.46% | 30.14% |
| 1Y | 6.24% | 105.13% |
| 3Y (ann.) | 4.79% | 68.87% |
| 5Y (ann.) | 4.79% | 68.87% |
| Metric | 11371955:btcusd:triple_med_gx:lsma95_20 | 11371955:BTCUSD |
|---|---|---|
| Max Drawdown | -21.27% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.25 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -21.27 | 188 |
| 2024-07-10 | 2024-09-13 | -6.95 | 65 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-06-07 | 2024-07-10 | -3.55 | 32 |
| 2024-10-16 | 2024-11-08 | -2.27 | 23 |
| 2024-12-16 | 2025-01-04 | -1.54 | 19 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-14 | 2024-12-15 | -0.74 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| Metric | 11371955:btcusd:triple_med_gx:lsma95_20 | 11371955:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.45% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 8.01% | 37.42% |
| Worst Month | -10.87% | -17.69% |
| Best Year | 23.19% | 38.02% |
| Worst Year | -14.46% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.07% | 5.77% |
| Avg. Down Week | -2.83% | -2.38% |
| Avg. Up Month | 3.79% | 14.37% |
| Avg. Down Month | -3.81% | -8.96% |
| Win Days % | 49.22% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 57.69% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |