| Metric | 11377624:btcusd:triple_med_gx:lsma95_50 | 11377624:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.17% | 79.62% |
| Max Drawdown | -16.14% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.06 | 0.96 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 36.26 | 3.09 |
| Outlier Loss Ratio | 3.84 | 3.02 |
| Volatility (ann.) | 8.71% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.01 | 2.33 |
| Skew | -0.68 | 0.2 |
| Kurtosis | 45.0 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.01% | 4.27% |
| Expected Yearly % | -0.09% | 34.02% |
| Kelly Criterion | -3.42% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11377624:BTCUSD | 11377624:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.72 | 0.18 | - |
| 2025 | 30.14 | -6.46 | -0.21 | - |
| Metric | 11377624:btcusd:triple_med_gx:lsma95_50 | 11377624:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.41% | 45.08% |
| 6M | -9.98% | 28.47% |
| YTD | -6.46% | 30.14% |
| 1Y | 0.62% | 105.13% |
| 3Y (ann.) | -0.15% | 68.87% |
| 5Y (ann.) | -0.15% | 68.87% |
| Metric | 11377624:btcusd:triple_med_gx:lsma95_50 | 11377624:BTCUSD |
|---|---|---|
| Max Drawdown | -16.14% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | -0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-14 | -16.14 | 149 |
| 2024-08-14 | 2024-10-15 | -6.19 | 62 |
| 2024-12-09 | 2024-12-20 | -5.80 | 11 |
| 2024-06-10 | 2024-08-13 | -4.69 | 63 |
| 2024-10-16 | 2024-12-08 | -3.09 | 53 |
| 2025-01-24 | 2025-02-14 | -2.06 | 20 |
| 2025-01-07 | 2025-01-24 | -1.77 | 17 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| Metric | 11377624:btcusd:triple_med_gx:lsma95_50 | 11377624:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.49% | 18.93% |
| Worst Week | -5.5% | -12.33% |
| Best Month | 6.49% | 37.42% |
| Worst Month | -5.35% | -17.69% |
| Best Year | 6.72% | 38.02% |
| Worst Year | -6.46% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 2.15% | 4.23% |
| Avg. Down Week | -2.45% | -3.07% |
| Avg. Up Month | 3.28% | 14.89% |
| Avg. Down Month | -2.77% | -8.96% |
| Win Days % | 46.69% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 48.39% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |