| Metric | 11370437:btcusd:triple_med_gx:lsma85_10 | 11370437:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 0.5% | 79.62% |
| Max Drawdown | -20.39% | -29.51% |
| Sharpe | 0.06 | 0.65 |
| Sortino | 0.08 | 0.96 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 36.64 | 3.1 |
| Outlier Loss Ratio | 3.59 | 3.0 |
| Volatility (ann.) | 8.59% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.02 | 2.33 |
| Skew | -1.09 | 0.2 |
| Kurtosis | 30.04 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.04% | 4.27% |
| Expected Yearly % | 0.25% | 34.02% |
| Kelly Criterion | -2.19% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11370437:BTCUSD | 11370437:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.44 | 0.22 | - |
| 2025 | 30.14 | -7.32 | -0.24 | - |
| Metric | 11370437:btcusd:triple_med_gx:lsma85_10 | 11370437:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -2.84% | 45.08% |
| 6M | -11.66% | 28.47% |
| YTD | -7.32% | 30.14% |
| 1Y | -0.26% | 105.13% |
| 3Y (ann.) | 0.44% | 68.87% |
| 5Y (ann.) | 0.44% | 68.87% |
| Metric | 11370437:btcusd:triple_med_gx:lsma85_10 | 11370437:BTCUSD |
|---|---|---|
| Max Drawdown | -20.39% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.85% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -20.39 | 188 |
| 2024-07-01 | 2024-09-13 | -7.85 | 74 |
| 2024-11-08 | 2025-01-06 | -4.67 | 58 |
| 2024-09-14 | 2024-10-14 | -3.59 | 30 |
| 2024-10-16 | 2024-11-06 | -1.25 | 21 |
| 2024-06-05 | 2024-06-30 | -1.21 | 24 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11370437:btcusd:triple_med_gx:lsma85_10 | 11370437:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.32% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 6.32% | 37.42% |
| Worst Month | -12.05% | -17.69% |
| Best Year | 8.44% | 38.02% |
| Worst Year | -7.32% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 2.36% | 6.03% |
| Avg. Down Week | -1.97% | -2.31% |
| Avg. Up Month | 3.85% | 15.1% |
| Avg. Down Month | -4.57% | -7.93% |
| Win Days % | 47.93% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 59.26% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |