| Metric | 11382523:btcusd:triple_med_gx:lsma95_70 | 11382523:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -1.6% | 61.52% |
| Max Drawdown | -13.02% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.03 | 0.86 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.51 | 0.66 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 65.33 | 2.84 |
| Outlier Loss Ratio | 3.2 | 2.69 |
| Volatility (ann.) | 6.76% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.12 | 2.02 |
| Skew | -0.35 | 0.21 |
| Kurtosis | 52.06 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.12% | 3.76% |
| Expected Yearly % | -0.8% | 27.09% |
| Kelly Criterion | -4.12% | 10.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11382523:BTCUSD | 11382523:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.85 | 0.07 | - |
| 2025 | 17.02 | -4.33 | -0.25 | - |
| Metric | 11382523:btcusd:triple_med_gx:lsma95_70 | 11382523:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.12% | 31.76% |
| 6M | -1.18% | 12.25% |
| YTD | -4.33% | 17.02% |
| 1Y | -1.6% | 57.19% |
| 3Y (ann.) | -1.56% | 59.47% |
| 5Y (ann.) | -1.56% | 59.47% |
| Metric | 11382523:btcusd:triple_med_gx:lsma95_70 | 11382523:BTCUSD |
|---|---|---|
| Max Drawdown | -13.02% | -29.51% |
| Longest DD Days | 165.0 | 144.0 |
| Avg. Drawdown | -4.71% | -4.82% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | -0.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -13.02 | 155 |
| 2024-07-04 | 2024-12-16 | -9.02 | 165 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-05 | 2025-01-05 | -0.18 | 0 |
| Metric | 11382523:btcusd:triple_med_gx:lsma95_70 | 11382523:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -5.63% | -12.33% |
| Best Month | 5.87% | 37.42% |
| Worst Month | -5.63% | -17.69% |
| Best Year | 2.85% | 38.02% |
| Worst Year | -4.33% | 17.02% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 2.66% | 10.57% |
| Avg. Down Week | -3.42% | -4.1% |
| Avg. Up Month | 3.32% | 19.81% |
| Avg. Down Month | -0.78% | -5.41% |
| Win Days % | 42.86% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |