| Metric | 11371126:btcusd:triple_med_gx:lsma95_15 | 11371126:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 2.47% | 79.62% |
| Max Drawdown | -18.17% | -29.51% |
| Sharpe | 0.1 | 0.65 |
| Sortino | 0.15 | 0.96 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 28.4 | 3.14 |
| Outlier Loss Ratio | 3.85 | 3.16 |
| Volatility (ann.) | 9.45% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.12 | 2.33 |
| Skew | -0.68 | 0.2 |
| Kurtosis | 22.36 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.17% | 4.27% |
| Expected Yearly % | 1.23% | 34.02% |
| Kelly Criterion | -1.71% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11371126:BTCUSD | 11371126:btcusd:triple_med_gx:lsma95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.05 | -0.11 | - |
| 2025 | 30.14 | 6.79 | 0.23 | - |
| Metric | 11371126:btcusd:triple_med_gx:lsma95_15 | 11371126:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | 2.9% | 45.08% |
| 6M | 2.71% | 28.47% |
| YTD | 6.79% | 30.14% |
| 1Y | 7.55% | 105.13% |
| 3Y (ann.) | 2.2% | 68.87% |
| 5Y (ann.) | 2.2% | 68.87% |
| Metric | 11371126:btcusd:triple_med_gx:lsma95_15 | 11371126:BTCUSD |
|---|---|---|
| Max Drawdown | -18.17% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -5.52% | -4.58% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | 0.14 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -18.17 | 170 |
| 2024-06-07 | 2025-01-06 | -11.58 | 213 |
| 2025-01-07 | 2025-01-17 | -1.77 | 10 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2025-01-23 | 2025-01-24 | -0.18 | 0 |
| Metric | 11371126:btcusd:triple_med_gx:lsma95_15 | 11371126:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.61% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 9.64% | 37.42% |
| Worst Month | -6.48% | -17.69% |
| Best Year | 6.79% | 38.02% |
| Worst Year | -4.05% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.32% | 4.54% |
| Avg. Down Week | -1.72% | -3.25% |
| Avg. Up Month | 3.4% | 13.29% |
| Avg. Down Month | -4.63% | -7.82% |
| Win Days % | 47.98% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 53.12% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |