| Metric | 11370455:btcusd:triple_med_gx:lsma85_10 | 11370455:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -3.66% | 79.62% |
| Max Drawdown | -22.15% | -29.51% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.08 | 0.96 |
| Payoff Ratio | 1.05 | 1.07 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 0.84 | 1.08 |
| CPC Index | 0.47 | 0.62 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 39.76 | 3.1 |
| Outlier Loss Ratio | 3.68 | 2.98 |
| Volatility (ann.) | 8.2% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.15 | 2.33 |
| Skew | -0.69 | 0.2 |
| Kurtosis | 30.04 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.27% | 4.27% |
| Expected Yearly % | -1.85% | 34.02% |
| Kelly Criterion | -5.32% | 7.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11370455:BTCUSD | 11370455:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.13 | 0.21 | - |
| 2025 | 30.14 | -10.90 | -0.36 | - |
| Metric | 11370455:btcusd:triple_med_gx:lsma85_10 | 11370455:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -2.22% | 45.08% |
| 6M | -14.3% | 28.47% |
| YTD | -10.9% | 30.14% |
| 1Y | -0.82% | 105.13% |
| 3Y (ann.) | -3.29% | 68.87% |
| 5Y (ann.) | -3.29% | 68.87% |
| Metric | 11370455:btcusd:triple_med_gx:lsma85_10 | 11370455:BTCUSD |
|---|---|---|
| Max Drawdown | -22.15% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.68% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | -0.17 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-14 | -22.15 | 149 |
| 2024-07-01 | 2024-10-15 | -10.67 | 105 |
| 2025-01-07 | 2025-02-14 | -1.77 | 38 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| Metric | 11370455:btcusd:triple_med_gx:lsma85_10 | 11370455:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.24% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 6.24% | 37.42% |
| Worst Month | -15.79% | -17.69% |
| Best Year | 8.13% | 38.02% |
| Worst Year | -10.9% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.74% | -0.73% |
| Avg. Up Week | 2.33% | 5.96% |
| Avg. Down Week | -1.46% | -2.19% |
| Avg. Up Month | 3.56% | 15.1% |
| Avg. Down Month | -6.21% | -9.5% |
| Win Days % | 46.04% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 53.85% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |