| Metric | 11379957:btcusd:triple_med_gx:lsma95_60 | 11379957:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -1.65% | 79.62% |
| Max Drawdown | -16.74% | -29.51% |
| Sharpe | -0.01 | 0.65 |
| Sortino | -0.02 | 0.96 |
| Payoff Ratio | 0.92 | 0.86 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.46 | 0.5 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 47.17 | 2.96 |
| Outlier Loss Ratio | 3.42 | 2.81 |
| Volatility (ann.) | 7.44% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.09 | 2.33 |
| Skew | -3.34 | 0.2 |
| Kurtosis | 63.04 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.12% | 4.27% |
| Expected Yearly % | -0.83% | 34.02% |
| Kelly Criterion | -3.72% | -3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11379957:BTCUSD | 11379957:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.17 | 0.19 | - |
| 2025 | 30.14 | -8.23 | -0.27 | - |
| Metric | 11379957:btcusd:triple_med_gx:lsma95_60 | 11379957:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | -1.5% | 45.08% |
| 6M | -5.11% | 28.47% |
| YTD | -8.23% | 30.14% |
| 1Y | -3.81% | 105.13% |
| 3Y (ann.) | -1.47% | 68.87% |
| 5Y (ann.) | -1.47% | 68.87% |
| Metric | 11379957:btcusd:triple_med_gx:lsma95_60 | 11379957:BTCUSD |
|---|---|---|
| Max Drawdown | -16.74% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.18% | -4.58% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | -0.1 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -16.74 | 188 |
| 2024-08-30 | 2024-11-09 | -4.93 | 70 |
| 2024-08-14 | 2024-08-17 | -2.94 | 3 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-12-16 | 2025-01-06 | -1.91 | 20 |
| 2024-07-07 | 2024-07-09 | -1.21 | 1 |
| 2024-11-09 | 2024-12-15 | -0.77 | 35 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| 2024-08-18 | 2024-08-18 | -0.02 | 0 |
| Metric | 11379957:btcusd:triple_med_gx:lsma95_60 | 11379957:BTCUSD |
|---|---|---|
| Best Day | 2.69% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 3.67% | 18.93% |
| Worst Week | -3.28% | -12.33% |
| Best Month | 2.25% | 37.42% |
| Worst Month | -3.29% | -17.69% |
| Best Year | 7.17% | 38.02% |
| Worst Year | -8.23% | 30.14% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 1.29% | 5.81% |
| Avg. Down Week | -1.75% | -3.82% |
| Avg. Up Month | 1.83% | 15.78% |
| Avg. Down Month | -1.76% | -9.89% |
| Win Days % | 50.21% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |