| Metric | 11383489:btcusd:triple_med_gx:lsma95_75 | 11383489:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -2.07% | 61.52% |
| Max Drawdown | -17.02% | -29.51% |
| Sharpe | -0.05 | 0.59 |
| Sortino | -0.07 | 0.86 |
| Payoff Ratio | 1.03 | 0.99 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 0.17 | 1.07 |
| CPC Index | 0.45 | 0.56 |
| Tail Ratio | 0.17 | 0.97 |
| Outlier Win Ratio | 63.7 | 2.76 |
| Outlier Loss Ratio | 4.06 | 2.68 |
| Volatility (ann.) | 6.14% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.12 | 2.02 |
| Skew | -0.36 | 0.21 |
| Kurtosis | 53.84 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.16% | 3.76% |
| Expected Yearly % | -1.04% | 27.09% |
| Kelly Criterion | -8.12% | 3.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11383489:BTCUSD | 11383489:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.39 | 0.27 | - |
| 2025 | 17.02 | -11.29 | -0.66 | - |
| Metric | 11383489:btcusd:triple_med_gx:lsma95_75 | 11383489:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -8.78% | 31.76% |
| 6M | -10.29% | 12.25% |
| YTD | -11.29% | 17.02% |
| 1Y | -2.07% | 57.19% |
| 3Y (ann.) | -2.02% | 59.47% |
| 5Y (ann.) | -2.02% | 59.47% |
| Metric | 11383489:btcusd:triple_med_gx:lsma95_75 | 11383489:BTCUSD |
|---|---|---|
| Max Drawdown | -17.02% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -2.22% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | -0.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-06-11 | -17.02 | 142 |
| 2024-07-01 | 2024-07-14 | -5.67 | 13 |
| 2024-07-27 | 2024-08-23 | -3.91 | 26 |
| 2024-06-14 | 2024-07-01 | -3.02 | 17 |
| 2024-11-23 | 2024-12-15 | -2.38 | 22 |
| 2024-08-26 | 2024-09-26 | -1.90 | 31 |
| 2024-12-19 | 2025-01-10 | -1.28 | 21 |
| 2024-09-28 | 2024-11-22 | -1.14 | 54 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11383489:btcusd:triple_med_gx:lsma95_75 | 11383489:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 3.99% | 37.42% |
| Worst Month | -6.73% | -17.69% |
| Best Year | 10.39% | 38.02% |
| Worst Year | -11.29% | 17.02% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.66% | -0.7% |
| Avg. Up Week | 2.91% | 7.47% |
| Avg. Down Week | -1.63% | -6.33% |
| Avg. Up Month | 2.39% | 14.39% |
| Avg. Down Month | -4.51% | -9.04% |
| Win Days % | 45.14% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 37.93% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |