| Metric | 11370419:btcusd:triple_med_gx:lsma85_10 | 11370419:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -6.04% | 79.62% |
| Max Drawdown | -21.47% | -29.51% |
| Sharpe | -0.11 | 0.65 |
| Sortino | -0.16 | 0.96 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 0.85 | 1.08 |
| CPC Index | 0.47 | 0.58 |
| Tail Ratio | 0.88 | 0.98 |
| Outlier Win Ratio | 35.12 | 3.11 |
| Outlier Loss Ratio | 3.7 | 3.05 |
| Volatility (ann.) | 8.8% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.25 | 2.33 |
| Skew | -1.1 | 0.2 |
| Kurtosis | 27.93 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.44% | 4.27% |
| Expected Yearly % | -3.07% | 34.02% |
| Kelly Criterion | -4.42% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11370419:BTCUSD | 11370419:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.64 | 0.07 | - |
| 2025 | 30.14 | -8.45 | -0.28 | - |
| Metric | 11370419:btcusd:triple_med_gx:lsma85_10 | 11370419:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -2.7% | 45.08% |
| 6M | -13.94% | 28.47% |
| YTD | -8.45% | 30.14% |
| 1Y | -1.31% | 105.13% |
| 3Y (ann.) | -5.42% | 68.87% |
| 5Y (ann.) | -5.42% | 68.87% |
| Metric | 11370419:btcusd:triple_med_gx:lsma85_10 | 11370419:BTCUSD |
|---|---|---|
| Max Drawdown | -21.47% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -4.2% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | -0.28 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-15 | 2025-07-14 | -21.47 | 180 |
| 2024-06-07 | 2024-10-14 | -10.62 | 129 |
| 2024-11-07 | 2025-01-06 | -4.52 | 59 |
| 2024-10-16 | 2024-11-06 | -1.25 | 21 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-14 | 2025-01-15 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370419:btcusd:triple_med_gx:lsma85_10 | 11370419:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.62% | 18.93% |
| Worst Week | -13.7% | -12.33% |
| Best Month | 6.62% | 37.42% |
| Worst Month | -12.69% | -17.69% |
| Best Year | 2.64% | 38.02% |
| Worst Year | -8.45% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 2.64% | 6.41% |
| Avg. Down Week | -1.29% | -3.47% |
| Avg. Up Month | 4.94% | 15.9% |
| Avg. Down Month | -4.75% | -7.82% |
| Win Days % | 47.0% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |