| Metric | 11409055:btcusd:triple_med_gx:lsma95_25 | 11409055:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 2.0% | 40.6% |
| Max Drawdown | -16.18% | -29.51% |
| Sharpe | 0.1 | 0.49 |
| Sortino | 0.14 | 0.71 |
| Payoff Ratio | 0.92 | 0.89 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.31 | 1.02 |
| CPC Index | 0.49 | 0.49 |
| Tail Ratio | 1.26 | 0.95 |
| Outlier Win Ratio | 33.27 | 3.05 |
| Outlier Loss Ratio | 3.44 | 2.93 |
| Volatility (ann.) | 9.48% | 26.05% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.14 | 1.53 |
| Skew | -1.85 | 0.22 |
| Kurtosis | 39.26 | 6.75 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.17% | 2.88% |
| Expected Yearly % | 0.99% | 18.58% |
| Kelly Criterion | -1.04% | -2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.21% |
| Expected Shortfall (cVaR) | -0.81% | -2.21% |
| Year | 11409055:BTCUSD | 11409055:btcusd:triple_med_gx:lsma95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.07 | 0.21 | - |
| 2025 | 1.87 | -5.61 | -3.00 | - |
| Metric | 11409055:btcusd:triple_med_gx:lsma95_25 | 11409055:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.97% |
| 3M | -10.84% | -6.12% |
| 6M | -3.86% | 30.77% |
| YTD | -5.61% | 1.87% |
| 1Y | 2.0% | 40.6% |
| 3Y (ann.) | 2.19% | 45.12% |
| 5Y (ann.) | 2.19% | 45.12% |
| Metric | 11409055:btcusd:triple_med_gx:lsma95_25 | 11409055:BTCUSD |
|---|---|---|
| Max Drawdown | -16.18% | -29.51% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -3.25% | -4.65% |
| Avg. Drawdown Days | 23.0 | 13.0 |
| Recovery Factor | 0.12 | 1.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-05-01 | -16.18 | 75 |
| 2024-07-10 | 2024-09-13 | -6.65 | 65 |
| 2024-12-09 | 2025-01-05 | -4.57 | 27 |
| 2024-06-07 | 2024-07-10 | -4.07 | 32 |
| 2024-09-14 | 2024-10-14 | -3.95 | 30 |
| 2025-01-17 | 2025-02-14 | -2.82 | 27 |
| 2025-01-07 | 2025-01-17 | -1.77 | 10 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| Metric | 11409055:btcusd:triple_med_gx:lsma95_25 | 11409055:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -7.96% | -12.33% |
| Best Month | 6.66% | 37.42% |
| Worst Month | -11.22% | -17.69% |
| Best Year | 8.07% | 38.02% |
| Worst Year | -5.61% | 1.87% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 2.36% | 5.86% |
| Avg. Down Week | -3.26% | -3.18% |
| Avg. Up Month | 3.76% | 15.9% |
| Avg. Down Month | -3.04% | -7.82% |
| Win Days % | 51.53% | 51.65% |
| Win Month % | 45.45% | 58.33% |
| Win Week % | 57.69% | 53.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |