| Metric | 11370476:btcusd:triple_med_gx:lsma85_10 | 11370476:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -17.86% | 79.62% |
| Max Drawdown | -25.38% | -29.51% |
| Sharpe | -0.5 | 0.65 |
| Sortino | -0.65 | 0.96 |
| Payoff Ratio | 0.95 | 0.98 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.56 | 1.08 |
| CPC Index | 0.36 | 0.56 |
| Tail Ratio | 0.67 | 0.98 |
| Outlier Win Ratio | 41.04 | 3.06 |
| Outlier Loss Ratio | 3.6 | 3.0 |
| Volatility (ann.) | 8.17% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.64 | 2.33 |
| Skew | -1.72 | 0.2 |
| Kurtosis | 28.7 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.4% | 4.27% |
| Expected Yearly % | -9.37% | 34.02% |
| Kelly Criterion | -13.55% | 2.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11370476:BTCUSD | 11370476:btcusd:triple_med_gx:lsma85_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.36 | -0.01 | - |
| 2025 | 30.14 | -17.56 | -0.58 | - |
| Metric | 11370476:btcusd:triple_med_gx:lsma85_10 | 11370476:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -3.51% | 45.08% |
| 6M | -17.74% | 28.47% |
| YTD | -17.56% | 30.14% |
| 1Y | -15.93% | 105.13% |
| 3Y (ann.) | -16.13% | 68.87% |
| 5Y (ann.) | -16.13% | 68.87% |
| Metric | 11370476:btcusd:triple_med_gx:lsma85_10 | 11370476:BTCUSD |
|---|---|---|
| Max Drawdown | -25.38% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -8.44% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.7 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.38 | 188 |
| 2024-07-01 | 2025-01-06 | -13.86 | 188 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370476:btcusd:triple_med_gx:lsma85_10 | 11370476:BTCUSD |
|---|---|---|
| Best Day | 2.98% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.61% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 3.67% | 37.42% |
| Worst Month | -16.2% | -17.69% |
| Best Year | -0.36% | 38.02% |
| Worst Year | -17.56% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.77% | -0.76% |
| Avg. Up Week | 1.76% | 5.96% |
| Avg. Down Week | -2.17% | -2.48% |
| Avg. Up Month | 1.84% | 15.1% |
| Avg. Down Month | -8.43% | -9.5% |
| Win Days % | 44.67% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 48.15% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |