| Metric | 11373622:btcusd:triple_med_gx:lsma85_30 | 11373622:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -12.43% | 79.62% |
| Max Drawdown | -23.89% | -29.51% |
| Sharpe | -0.34 | 0.65 |
| Sortino | -0.45 | 0.96 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.68 | 1.08 |
| CPC Index | 0.39 | 0.57 |
| Tail Ratio | 0.78 | 0.98 |
| Outlier Win Ratio | 47.73 | 2.96 |
| Outlier Loss Ratio | 3.61 | 2.84 |
| Volatility (ann.) | 7.77% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.47 | 2.33 |
| Skew | -2.18 | 0.2 |
| Kurtosis | 61.36 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.94% | 4.27% |
| Expected Yearly % | -6.42% | 34.02% |
| Kelly Criterion | -10.66% | 3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11373622:BTCUSD | 11373622:btcusd:triple_med_gx:lsma85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.92 | 0.05 | - |
| 2025 | 30.14 | -14.08 | -0.47 | - |
| Metric | 11373622:btcusd:triple_med_gx:lsma85_30 | 11373622:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -8.44% | 45.08% |
| 6M | -17.97% | 28.47% |
| YTD | -14.08% | 30.14% |
| 1Y | -10.85% | 105.13% |
| 3Y (ann.) | -11.2% | 68.87% |
| 5Y (ann.) | -11.2% | 68.87% |
| Metric | 11373622:btcusd:triple_med_gx:lsma85_30 | 11373622:BTCUSD |
|---|---|---|
| Max Drawdown | -23.89% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -4.12% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | -0.52 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -23.89 | 130 |
| 2024-06-07 | 2024-10-14 | -8.42 | 129 |
| 2024-12-09 | 2025-01-06 | -4.86 | 28 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2025-02-14 | 2025-03-05 | -1.87 | 18 |
| 2024-10-16 | 2024-11-07 | -1.86 | 21 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-07 | 2024-12-08 | -0.59 | 31 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| 2025-02-12 | 2025-02-12 | -0.18 | 0 |
| Metric | 11373622:btcusd:triple_med_gx:lsma85_30 | 11373622:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.38% | 18.93% |
| Worst Week | -11.51% | -12.33% |
| Best Month | 4.98% | 37.42% |
| Worst Month | -9.94% | -17.69% |
| Best Year | 1.92% | 38.02% |
| Worst Year | -14.08% | 30.14% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 2.24% | 6.18% |
| Avg. Down Week | -3.02% | -3.36% |
| Avg. Up Month | 3.03% | 13.69% |
| Avg. Down Month | -4.54% | -5.35% |
| Win Days % | 45.28% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 38.46% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |