| Metric | 11378703:btcusd:triple_med_gx:lsma80_55 | 11378703:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -7.05% | 79.62% |
| Max Drawdown | -18.46% | -29.51% |
| Sharpe | -0.12 | 0.65 |
| Sortino | -0.16 | 0.96 |
| Payoff Ratio | 1.01 | 0.96 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.95 | 1.08 |
| CPC Index | 0.45 | 0.55 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 38.01 | 3.14 |
| Outlier Loss Ratio | 3.42 | 3.07 |
| Volatility (ann.) | 9.58% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.34 | 2.33 |
| Skew | -1.35 | 0.2 |
| Kurtosis | 47.79 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.52% | 4.27% |
| Expected Yearly % | -3.59% | 34.02% |
| Kelly Criterion | -5.4% | 1.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11378703:BTCUSD | 11378703:btcusd:triple_med_gx:lsma80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.08 | 0.05 | - |
| 2025 | 30.14 | -8.95 | -0.30 | - |
| Metric | 11378703:btcusd:triple_med_gx:lsma80_55 | 11378703:BTCUSD |
|---|---|---|
| MTD | 2.99% | 13.36% |
| 3M | -1.74% | 45.08% |
| 6M | -13.23% | 28.47% |
| YTD | -8.95% | 30.14% |
| 1Y | -4.96% | 105.13% |
| 3Y (ann.) | -6.34% | 68.87% |
| 5Y (ann.) | -6.34% | 68.87% |
| Metric | 11378703:btcusd:triple_med_gx:lsma80_55 | 11378703:BTCUSD |
|---|---|---|
| Max Drawdown | -18.46% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -6.1% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.38 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-07-14 | -18.46 | 174 |
| 2024-08-14 | 2025-01-02 | -13.59 | 140 |
| 2024-06-07 | 2024-07-15 | -7.95 | 38 |
| 2025-01-04 | 2025-01-20 | -4.49 | 16 |
| 2024-07-16 | 2024-08-13 | -2.92 | 28 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2025-01-03 | 2025-01-03 | -0.23 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11378703:btcusd:triple_med_gx:lsma80_55 | 11378703:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 7.65% | 37.42% |
| Worst Month | -9.69% | -17.69% |
| Best Year | 2.08% | 38.02% |
| Worst Year | -8.95% | 30.14% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 2.64% | 4.96% |
| Avg. Down Week | -2.15% | -4.51% |
| Avg. Up Month | 3.61% | 9.75% |
| Avg. Down Month | -4.39% | -7.82% |
| Win Days % | 46.93% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 36.36% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |