| Metric | 11370421:btcusd:triple_med_gx:lsma95_10 | 11370421:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -2.36% | 79.62% |
| Max Drawdown | -24.19% | -29.51% |
| Sharpe | -0.01 | 0.65 |
| Sortino | -0.01 | 0.96 |
| Payoff Ratio | 1.02 | 0.98 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.09 | 1.08 |
| CPC Index | 0.49 | 0.56 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 29.12 | 3.11 |
| Outlier Loss Ratio | 3.89 | 3.18 |
| Volatility (ann.) | 9.35% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.09 | 2.33 |
| Skew | -1.14 | 0.2 |
| Kurtosis | 23.57 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.17% | 4.27% |
| Expected Yearly % | -1.19% | 34.02% |
| Kelly Criterion | -2.97% | 2.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11370421:BTCUSD | 11370421:btcusd:triple_med_gx:lsma95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.54 | 0.20 | - |
| 2025 | 30.14 | -9.20 | -0.31 | - |
| Metric | 11370421:btcusd:triple_med_gx:lsma95_10 | 11370421:BTCUSD |
|---|---|---|
| MTD | 0.91% | 13.36% |
| 3M | -1.01% | 45.08% |
| 6M | -9.88% | 28.47% |
| YTD | -9.2% | 30.14% |
| 1Y | -0.53% | 105.13% |
| 3Y (ann.) | -2.12% | 68.87% |
| 5Y (ann.) | -2.12% | 68.87% |
| Metric | 11370421:btcusd:triple_med_gx:lsma95_10 | 11370421:BTCUSD |
|---|---|---|
| Max Drawdown | -24.19% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.44% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | -0.1 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -24.19 | 188 |
| 2024-06-07 | 2024-09-13 | -7.85 | 98 |
| 2024-11-09 | 2025-01-02 | -4.69 | 54 |
| 2024-09-14 | 2024-10-14 | -3.95 | 30 |
| 2024-10-16 | 2024-11-06 | -1.61 | 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 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11370421:btcusd:triple_med_gx:lsma95_10 | 11370421:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.53% | 18.93% |
| Worst Week | -13.7% | -12.33% |
| Best Month | 6.53% | 37.42% |
| Worst Month | -12.08% | -17.69% |
| Best Year | 7.54% | 38.02% |
| Worst Year | -9.2% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.38% | 5.3% |
| Avg. Down Week | -1.46% | -4.93% |
| Avg. Up Month | 4.03% | 15.47% |
| Avg. Down Month | -5.1% | -7.93% |
| Win Days % | 48.13% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.43% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |