| Metric | 11375518:btcusd:triple_med_gx:lsma95_40 | 11375518:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -13.64% | 79.62% |
| Max Drawdown | -20.24% | -29.51% |
| Sharpe | -0.36 | 0.65 |
| Sortino | -0.47 | 0.96 |
| Payoff Ratio | 0.95 | 0.92 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.92 | 1.08 |
| CPC Index | 0.39 | 0.53 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 39.41 | 3.03 |
| Outlier Loss Ratio | 3.84 | 3.04 |
| Volatility (ann.) | 8.21% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.61 | 2.33 |
| Skew | -1.95 | 0.2 |
| Kurtosis | 45.25 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.04% | 4.27% |
| Expected Yearly % | -7.07% | 34.02% |
| Kelly Criterion | -10.19% | -0.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11375518:BTCUSD | 11375518:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.79 | -0.13 | - |
| 2025 | 30.14 | -9.29 | -0.31 | - |
| Metric | 11375518:btcusd:triple_med_gx:lsma95_40 | 11375518:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -2.6% | 45.08% |
| 6M | -11.55% | 28.47% |
| YTD | -9.29% | 30.14% |
| 1Y | -7.36% | 105.13% |
| 3Y (ann.) | -12.29% | 68.87% |
| 5Y (ann.) | -12.29% | 68.87% |
| Metric | 11375518:btcusd:triple_med_gx:lsma95_40 | 11375518:BTCUSD |
|---|---|---|
| Max Drawdown | -20.24% | -29.51% |
| Longest DD Days | 224.0 | 144.0 |
| Avg. Drawdown | -5.69% | -4.58% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.67 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-14 | -20.24 | 149 |
| 2024-06-07 | 2025-01-17 | -9.22 | 224 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2025-01-24 | 2025-02-12 | -2.13 | 19 |
| 2024-06-07 | 2024-06-07 | -0.18 | 0 |
| 2025-01-23 | 2025-01-24 | -0.18 | 0 |
| Metric | 11375518:btcusd:triple_med_gx:lsma95_40 | 11375518:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.4% | 18.93% |
| Worst Week | -6.61% | -12.33% |
| Best Month | 7.23% | 37.42% |
| Worst Month | -10.15% | -17.69% |
| Best Year | -4.79% | 38.02% |
| Worst Year | -9.29% | 30.14% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.89% | 4.93% |
| Avg. Down Week | -2.66% | -3.64% |
| Avg. Up Month | 4.91% | 11.32% |
| Avg. Down Month | -4.22% | -7.82% |
| Win Days % | 46.28% | 51.93% |
| Win Month % | 21.43% | 64.29% |
| Win Week % | 39.29% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |