| Metric | 11380895:btcusd:triple_med_gx:lsma95_65 | 11380895:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 4.83% | 79.62% |
| Max Drawdown | -22.74% | -29.51% |
| Sharpe | 0.17 | 0.65 |
| Sortino | 0.23 | 0.96 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.91 | 1.08 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.78 | 0.98 |
| Outlier Win Ratio | 42.2 | 3.02 |
| Outlier Loss Ratio | 3.53 | 3.07 |
| Volatility (ann.) | 8.19% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.19 | 2.33 |
| Skew | -0.99 | 0.2 |
| Kurtosis | 35.23 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.34% | 4.27% |
| Expected Yearly % | 2.39% | 34.02% |
| Kelly Criterion | -1.79% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11380895:BTCUSD | 11380895:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.48 | 0.51 | - |
| 2025 | 30.14 | -12.26 | -0.41 | - |
| Metric | 11380895:btcusd:triple_med_gx:lsma95_65 | 11380895:BTCUSD |
|---|---|---|
| MTD | 0.29% | 13.36% |
| 3M | 3.26% | 45.08% |
| 6M | -12.26% | 28.47% |
| YTD | -12.26% | 30.14% |
| 1Y | 11.98% | 105.13% |
| 3Y (ann.) | 4.31% | 68.87% |
| 5Y (ann.) | 4.31% | 68.87% |
| Metric | 11380895:btcusd:triple_med_gx:lsma95_65 | 11380895:BTCUSD |
|---|---|---|
| Max Drawdown | -22.74% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.21 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-07-14 | -22.74 | 213 |
| 2024-06-12 | 2024-07-26 | -6.38 | 44 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-25 | 2024-11-07 | -2.40 | 13 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-08-30 | 2024-09-22 | -1.31 | 23 |
| 2024-11-07 | 2024-11-10 | -0.95 | 2 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| Metric | 11380895:btcusd:triple_med_gx:lsma95_65 | 11380895:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 9.2% | 18.93% |
| Worst Week | -8.2% | -12.33% |
| Best Month | 12.77% | 37.42% |
| Worst Month | -8.2% | -17.69% |
| Best Year | 19.48% | 38.02% |
| Worst Year | -12.26% | 30.14% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.12% | 7.24% |
| Avg. Down Week | -2.46% | -4.92% |
| Avg. Up Month | 5.91% | 15.07% |
| Avg. Down Month | -4.61% | -7.59% |
| Win Days % | 48.93% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 48.28% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |