| Metric | 11373661:btcusd:triple_med_gx:lsma95_30 | 11373661:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -7.09% | 79.62% |
| Max Drawdown | -21.8% | -29.51% |
| Sharpe | -0.17 | 0.65 |
| Sortino | -0.24 | 0.96 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.44 | 0.56 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 40.93 | 2.98 |
| Outlier Loss Ratio | 3.66 | 2.94 |
| Volatility (ann.) | 7.97% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.29 | 2.33 |
| Skew | 0.25 | 0.2 |
| Kurtosis | 31.53 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.52% | 4.27% |
| Expected Yearly % | -3.61% | 34.02% |
| Kelly Criterion | -6.34% | 2.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11373661:BTCUSD | 11373661:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.25 | 0.24 | - |
| 2025 | 30.14 | -14.96 | -0.50 | - |
| Metric | 11373661:btcusd:triple_med_gx:lsma95_30 | 11373661:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | -3.78% | 45.08% |
| 6M | -13.18% | 28.47% |
| YTD | -14.96% | 30.14% |
| 1Y | -3.3% | 105.13% |
| 3Y (ann.) | -6.37% | 68.87% |
| 5Y (ann.) | -6.37% | 68.87% |
| Metric | 11373661:btcusd:triple_med_gx:lsma95_30 | 11373661:BTCUSD |
|---|---|---|
| Max Drawdown | -21.8% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.07% | -4.58% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | -0.33 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -21.80 | 188 |
| 2024-06-07 | 2024-10-15 | -9.07 | 130 |
| 2024-10-16 | 2024-11-10 | -1.72 | 24 |
| 2024-12-16 | 2025-01-03 | -1.31 | 17 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| 2024-12-14 | 2024-12-15 | -0.18 | 0 |
| Metric | 11373661:btcusd:triple_med_gx:lsma95_30 | 11373661:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.26% | 18.93% |
| Worst Week | -7.32% | -12.33% |
| Best Month | 4.74% | 37.42% |
| Worst Month | -7.21% | -17.69% |
| Best Year | 9.25% | 38.02% |
| Worst Year | -14.96% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 1.5% | 6.5% |
| Avg. Down Week | -2.52% | -3.57% |
| Avg. Up Month | 3.23% | 17.25% |
| Avg. Down Month | -3.7% | -8.96% |
| Win Days % | 47.12% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |