| Metric | 11378701:btcusd:triple_med_gx:lsma70_55 | 11378701:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -8.69% | 79.62% |
| Max Drawdown | -17.28% | -29.51% |
| Sharpe | -0.23 | 0.65 |
| Sortino | -0.33 | 0.96 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.4 | 0.58 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 60.57 | 2.85 |
| Outlier Loss Ratio | 3.45 | 2.82 |
| Volatility (ann.) | 7.47% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.45 | 2.33 |
| Skew | 0.09 | 0.2 |
| Kurtosis | 78.81 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.65% | 4.27% |
| Expected Yearly % | -4.44% | 34.02% |
| Kelly Criterion | -12.0% | 4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11378701:BTCUSD | 11378701:btcusd:triple_med_gx:lsma70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.08 | 0.03 | - |
| 2025 | 30.14 | -9.67 | -0.32 | - |
| Metric | 11378701:btcusd:triple_med_gx:lsma70_55 | 11378701:BTCUSD |
|---|---|---|
| MTD | 0.67% | 13.36% |
| 3M | -5.0% | 45.08% |
| 6M | -13.71% | 28.47% |
| YTD | -9.67% | 30.14% |
| 1Y | -9.05% | 105.13% |
| 3Y (ann.) | -7.81% | 68.87% |
| 5Y (ann.) | -7.81% | 68.87% |
| Metric | 11378701:btcusd:triple_med_gx:lsma70_55 | 11378701:BTCUSD |
|---|---|---|
| Max Drawdown | -17.28% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -4.61% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.5 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-07-14 | -17.28 | 174 |
| 2024-08-14 | 2025-01-20 | -12.02 | 158 |
| 2024-06-07 | 2024-07-06 | -3.48 | 29 |
| 2024-07-07 | 2024-07-15 | -1.33 | 8 |
| 2024-08-12 | 2024-08-13 | -1.04 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11378701:btcusd:triple_med_gx:lsma70_55 | 11378701:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 4.83% | 18.93% |
| Worst Week | -7.71% | -12.33% |
| Best Month | 6.7% | 37.42% |
| Worst Month | -9.08% | -17.69% |
| Best Year | 1.08% | 38.02% |
| Worst Year | -9.67% | 30.14% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 2.17% | 5.3% |
| Avg. Down Week | -2.29% | -3.45% |
| Avg. Up Month | 3.06% | 9.75% |
| Avg. Down Month | -4.75% | -8.96% |
| Win Days % | 42.7% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |