| Metric | 11370406:btcusd:triple_med_gx:lsma95_10 | 11370406:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -12.0% | 79.62% |
| Max Drawdown | -24.68% | -29.51% |
| Sharpe | -0.24 | 0.65 |
| Sortino | -0.33 | 0.96 |
| Payoff Ratio | 0.97 | 0.95 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 1.09 | 1.08 |
| CPC Index | 0.42 | 0.54 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 28.3 | 3.12 |
| Outlier Loss Ratio | 3.78 | 3.25 |
| Volatility (ann.) | 9.75% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.44 | 2.33 |
| Skew | -1.14 | 0.2 |
| Kurtosis | 21.24 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.91% | 4.27% |
| Expected Yearly % | -6.19% | 34.02% |
| Kelly Criterion | -7.27% | 1.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11370406:BTCUSD | 11370406:btcusd:triple_med_gx:lsma95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.70 | -0.15 | - |
| 2025 | 30.14 | -6.68 | -0.22 | - |
| Metric | 11370406:btcusd:triple_med_gx:lsma95_10 | 11370406:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -0.2% | 45.08% |
| 6M | -11.37% | 28.47% |
| YTD | -6.68% | 30.14% |
| 1Y | -6.93% | 105.13% |
| 3Y (ann.) | -10.81% | 68.87% |
| 5Y (ann.) | -10.81% | 68.87% |
| Metric | 11370406:btcusd:triple_med_gx:lsma95_10 | 11370406:BTCUSD |
|---|---|---|
| Max Drawdown | -24.68% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -5.72% | -4.58% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -24.68 | 170 |
| 2024-06-07 | 2025-01-06 | -11.76 | 213 |
| 2025-01-07 | 2025-01-17 | -1.77 | 10 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2025-01-24 | 2025-01-24 | -0.18 | 0 |
| 2025-01-23 | 2025-01-24 | -0.18 | 0 |
| Metric | 11370406:btcusd:triple_med_gx:lsma95_10 | 11370406:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.13% | 18.93% |
| Worst Week | -13.57% | -12.33% |
| Best Month | 10.4% | 37.42% |
| Worst Month | -13.98% | -17.69% |
| Best Year | -5.7% | 38.02% |
| Worst Year | -6.68% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.66% | 4.91% |
| Avg. Down Week | -2.51% | -3.05% |
| Avg. Up Month | 4.27% | 15.47% |
| Avg. Down Month | -6.4% | -7.82% |
| Win Days % | 47.14% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 47.06% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |