| Metric | 11376580:btcusd:triple_med_gx:lsma95_45 | 11376580:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -8.41% | 79.62% |
| Max Drawdown | -21.69% | -29.51% |
| Sharpe | -0.22 | 0.65 |
| Sortino | -0.29 | 0.96 |
| Payoff Ratio | 0.98 | 0.95 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 0.83 | 1.08 |
| CPC Index | 0.42 | 0.55 |
| Tail Ratio | 0.9 | 0.98 |
| Outlier Win Ratio | 44.65 | 2.97 |
| Outlier Loss Ratio | 3.64 | 2.84 |
| Volatility (ann.) | 7.72% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.35 | 2.33 |
| Skew | -2.11 | 0.2 |
| Kurtosis | 58.03 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.63% | 4.27% |
| Expected Yearly % | -4.3% | 34.02% |
| Kelly Criterion | -8.11% | 1.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11376580:BTCUSD | 11376580:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.50 | 0.20 | - |
| 2025 | 30.14 | -14.79 | -0.49 | - |
| Metric | 11376580:btcusd:triple_med_gx:lsma95_45 | 11376580:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | -1.54% | 45.08% |
| 6M | -11.9% | 28.47% |
| YTD | -14.79% | 30.14% |
| 1Y | -6.69% | 105.13% |
| 3Y (ann.) | -7.55% | 68.87% |
| 5Y (ann.) | -7.55% | 68.87% |
| Metric | 11376580:btcusd:triple_med_gx:lsma95_45 | 11376580:BTCUSD |
|---|---|---|
| Max Drawdown | -21.69% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -5.05% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | -0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -21.69 | 188 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-09-14 | 2024-10-15 | -3.95 | 31 |
| 2024-06-11 | 2024-08-13 | -3.26 | 63 |
| 2024-10-16 | 2024-12-15 | -2.05 | 59 |
| 2024-12-16 | 2025-01-06 | -1.91 | 20 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11376580:btcusd:triple_med_gx:lsma95_45 | 11376580:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.3% | 18.93% |
| Worst Week | -4.7% | -12.33% |
| Best Month | 3.32% | 37.42% |
| Worst Month | -7.83% | -17.69% |
| Best Year | 7.5% | 38.02% |
| Worst Year | -14.79% | 30.14% |
| Avg. Up Day | 0.69% | 0.7% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 1.62% | 6.89% |
| Avg. Down Week | -2.62% | -3.25% |
| Avg. Up Month | 1.43% | 14.42% |
| Avg. Down Month | -3.77% | -9.04% |
| Win Days % | 46.62% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |