| Metric | 11376562:btcusd:triple_med_gx:lsma95_45 | 11376562:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -5.55% | 79.62% |
| Max Drawdown | -20.3% | -29.51% |
| Sharpe | -0.12 | 0.65 |
| Sortino | -0.16 | 0.96 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.45 | 0.56 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 41.45 | 3.0 |
| Outlier Loss Ratio | 3.71 | 2.85 |
| Volatility (ann.) | 7.89% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.25 | 2.33 |
| Skew | -2.08 | 0.2 |
| Kurtosis | 53.3 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.41% | 4.27% |
| Expected Yearly % | -2.82% | 34.02% |
| Kelly Criterion | -4.88% | 2.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11376562:BTCUSD | 11376562:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.74 | 0.18 | - |
| 2025 | 30.14 | -11.52 | -0.38 | - |
| Metric | 11376562:btcusd:triple_med_gx:lsma95_45 | 11376562:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -2.16% | 45.08% |
| 6M | -11.01% | 28.47% |
| YTD | -11.52% | 30.14% |
| 1Y | -2.41% | 105.13% |
| 3Y (ann.) | -4.98% | 68.87% |
| 5Y (ann.) | -4.98% | 68.87% |
| Metric | 11376562:btcusd:triple_med_gx:lsma95_45 | 11376562:BTCUSD |
|---|---|---|
| Max Drawdown | -20.3% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.36% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.27 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -20.30 | 188 |
| 2024-06-10 | 2024-10-14 | -7.08 | 125 |
| 2024-10-16 | 2024-12-15 | -3.03 | 59 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2025-01-03 | 2025-01-03 | -0.18 | 0 |
| Metric | 11376562:btcusd:triple_med_gx:lsma95_45 | 11376562:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.18% | 18.93% |
| Worst Week | -3.91% | -12.33% |
| Best Month | 7.18% | 37.42% |
| Worst Month | -5.47% | -17.69% |
| Best Year | 6.74% | 38.02% |
| Worst Year | -11.52% | 30.14% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.68% | -0.7% |
| Avg. Up Week | 2.28% | 4.81% |
| Avg. Down Week | -1.86% | -4.46% |
| Avg. Up Month | 3.19% | 10.53% |
| Avg. Down Month | -2.96% | -8.96% |
| Win Days % | 47.92% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 37.04% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |