| Metric | 11376262:btcusd:triple_med_gx:lsma95_45 | 11376262:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -10.47% | 79.62% |
| Max Drawdown | -19.42% | -29.51% |
| Sharpe | -0.27 | 0.65 |
| Sortino | -0.36 | 0.96 |
| Payoff Ratio | 0.99 | 0.93 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.4 | 0.54 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 43.55 | 3.03 |
| Outlier Loss Ratio | 3.91 | 3.04 |
| Volatility (ann.) | 8.02% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.49 | 2.33 |
| Skew | -1.86 | 0.2 |
| Kurtosis | 51.16 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.79% | 4.27% |
| Expected Yearly % | -5.38% | 34.02% |
| Kelly Criterion | -9.95% | 0.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11376262:BTCUSD | 11376262:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.10 | -0.13 | - |
| 2025 | 30.14 | -5.66 | -0.19 | - |
| Metric | 11376262:btcusd:triple_med_gx:lsma95_45 | 11376262:BTCUSD |
|---|---|---|
| MTD | 0.95% | 13.36% |
| 3M | 6.67% | 45.08% |
| 6M | -6.5% | 28.47% |
| YTD | -5.66% | 30.14% |
| 1Y | -5.18% | 105.13% |
| 3Y (ann.) | -9.42% | 68.87% |
| 5Y (ann.) | -9.42% | 68.87% |
| Metric | 11376262:btcusd:triple_med_gx:lsma95_45 | 11376262:BTCUSD |
|---|---|---|
| Max Drawdown | -19.42% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -7.67% | -4.58% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | -0.54 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -19.42 | 266 |
| 2024-06-10 | 2024-10-14 | -10.73 | 125 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11376262:btcusd:triple_med_gx:lsma95_45 | 11376262:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -8.99% | -12.33% |
| Best Month | 8.51% | 37.42% |
| Worst Month | -10.66% | -17.69% |
| Best Year | -5.1% | 38.02% |
| Worst Year | -5.66% | 30.14% |
| Avg. Up Day | 0.71% | 0.74% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 2.26% | 5.5% |
| Avg. Down Week | -2.76% | -4.71% |
| Avg. Up Month | 3.77% | 9.31% |
| Avg. Down Month | -4.75% | -5.35% |
| Win Days % | 45.29% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 39.39% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |