| Metric | 11371143:btcusd:triple_med_gx:lsma95_15 | 11371143:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 3.1% | 79.62% |
| Max Drawdown | -18.21% | -29.51% |
| Sharpe | 0.12 | 0.65 |
| Sortino | 0.17 | 0.96 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 29.4 | 3.11 |
| Outlier Loss Ratio | 3.85 | 3.06 |
| Volatility (ann.) | 9.13% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.15 | 2.33 |
| Skew | -0.63 | 0.2 |
| Kurtosis | 22.85 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.22% | 4.27% |
| Expected Yearly % | 1.54% | 34.02% |
| Kelly Criterion | -1.62% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11371143:BTCUSD | 11371143:btcusd:triple_med_gx:lsma95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.67 | 0.20 | - |
| 2025 | 30.14 | -4.24 | -0.14 | - |
| Metric | 11371143:btcusd:triple_med_gx:lsma95_15 | 11371143:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | 1.49% | 45.08% |
| 6M | -3.74% | 28.47% |
| YTD | -4.24% | 30.14% |
| 1Y | 3.59% | 105.13% |
| 3Y (ann.) | 2.77% | 68.87% |
| 5Y (ann.) | 2.77% | 68.87% |
| Metric | 11371143:btcusd:triple_med_gx:lsma95_15 | 11371143:BTCUSD |
|---|---|---|
| Max Drawdown | -18.21% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.49% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.17 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -18.21 | 188 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-06-05 | 2024-07-10 | -5.73 | 34 |
| 2024-11-09 | 2025-01-03 | -4.72 | 55 |
| 2024-09-14 | 2024-10-14 | -4.29 | 30 |
| 2024-08-11 | 2024-08-13 | -4.16 | 2 |
| 2024-07-10 | 2024-08-11 | -2.31 | 31 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11371143:btcusd:triple_med_gx:lsma95_15 | 11371143:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.08% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 6.08% | 37.42% |
| Worst Month | -7.47% | -17.69% |
| Best Year | 7.67% | 38.02% |
| Worst Year | -4.24% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 2.35% | 5.36% |
| Avg. Down Week | -1.65% | -4.92% |
| Avg. Up Month | 2.99% | 13.7% |
| Avg. Down Month | -3.15% | -7.82% |
| Win Days % | 47.66% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.52% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |