| Metric | 11371019:btcusd:triple_med_gx:lsma25_15 | 11371019:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -2.66% | 79.62% |
| Max Drawdown | -19.31% | -29.51% |
| Sharpe | -0.07 | 0.65 |
| Sortino | -0.09 | 0.96 |
| Payoff Ratio | 1.17 | 1.19 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.44 | 0.69 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 78.21 | 2.7 |
| Outlier Loss Ratio | 3.63 | 2.57 |
| Volatility (ann.) | 6.23% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.12 | 2.33 |
| Skew | -0.8 | 0.2 |
| Kurtosis | 86.15 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.19% | 4.27% |
| Expected Yearly % | -1.34% | 34.02% |
| Kelly Criterion | -13.09% | 11.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11371019:BTCUSD | 11371019:btcusd:triple_med_gx:lsma25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.15 | 0.03 | - |
| 2025 | 30.14 | -3.77 | -0.13 | - |
| Metric | 11371019:btcusd:triple_med_gx:lsma25_15 | 11371019:BTCUSD |
|---|---|---|
| MTD | -1.62% | 13.36% |
| 3M | 9.52% | 45.08% |
| 6M | -3.77% | 28.47% |
| YTD | -3.77% | 30.14% |
| 1Y | -4.11% | 105.13% |
| 3Y (ann.) | -2.39% | 68.87% |
| 5Y (ann.) | -2.39% | 68.87% |
| Metric | 11371019:btcusd:triple_med_gx:lsma25_15 | 11371019:BTCUSD |
|---|---|---|
| Max Drawdown | -19.31% | -29.51% |
| Longest DD Days | 249.0 | 144.0 |
| Avg. Drawdown | -4.58% | -4.58% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.14 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-14 | -19.31 | 249 |
| 2024-07-22 | 2024-08-08 | -4.42 | 17 |
| 2024-08-09 | 2024-09-09 | -3.51 | 31 |
| 2024-06-03 | 2024-07-09 | -3.31 | 36 |
| 2024-10-07 | 2024-11-06 | -0.77 | 30 |
| 2024-09-28 | 2024-10-07 | -0.57 | 8 |
| 2024-09-27 | 2024-09-28 | -0.18 | 0 |
| Metric | 11371019:btcusd:triple_med_gx:lsma25_15 | 11371019:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.01% | 18.93% |
| Worst Week | -4.3% | -12.33% |
| Best Month | 7.82% | 37.42% |
| Worst Month | -3.6% | -17.69% |
| Best Year | 1.15% | 38.02% |
| Worst Year | -3.77% | 30.14% |
| Avg. Up Day | 0.89% | 0.94% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.29% | 5.85% |
| Avg. Down Week | -2.28% | -3.88% |
| Avg. Up Month | 3.68% | 9.78% |
| Avg. Down Month | -2.39% | -7.59% |
| Win Days % | 39.1% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 37.14% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |