| Metric | 11371156:btcusd:triple_med_gx:lsma80_15 | 11371156:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -7.32% | 79.62% |
| Max Drawdown | -18.41% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.25 | 0.96 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.69 | 1.08 |
| CPC Index | 0.45 | 0.61 |
| Tail Ratio | 0.74 | 0.98 |
| Outlier Win Ratio | 45.24 | 3.09 |
| Outlier Loss Ratio | 3.74 | 2.95 |
| Volatility (ann.) | 7.78% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.36 | 2.33 |
| Skew | -0.7 | 0.2 |
| Kurtosis | 33.77 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.54% | 4.27% |
| Expected Yearly % | -3.73% | 34.02% |
| Kelly Criterion | -6.73% | 6.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11371156:BTCUSD | 11371156:btcusd:triple_med_gx:lsma80_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.60 | 0.20 | - |
| 2025 | 30.14 | -13.87 | -0.46 | - |
| Metric | 11371156:btcusd:triple_med_gx:lsma80_15 | 11371156:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | 0.6% | 45.08% |
| 6M | -15.81% | 28.47% |
| YTD | -13.87% | 30.14% |
| 1Y | -7.25% | 105.13% |
| 3Y (ann.) | -6.58% | 68.87% |
| 5Y (ann.) | -6.58% | 68.87% |
| Metric | 11371156:btcusd:triple_med_gx:lsma80_15 | 11371156:BTCUSD |
|---|---|---|
| Max Drawdown | -18.41% | -29.51% |
| Longest DD Days | 189.0 | 144.0 |
| Avg. Drawdown | -5.27% | -4.58% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.4 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-07-14 | -18.41 | 189 |
| 2024-07-10 | 2024-10-14 | -7.96 | 95 |
| 2024-10-16 | 2025-01-05 | -4.57 | 80 |
| 2024-06-05 | 2024-07-01 | -3.92 | 25 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11371156:btcusd:triple_med_gx:lsma80_15 | 11371156:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.2% | 18.93% |
| Worst Week | -11.09% | -12.33% |
| Best Month | 4.59% | 37.42% |
| Worst Month | -13.79% | -17.69% |
| Best Year | 7.6% | 38.02% |
| Worst Year | -13.87% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 2.57% | 6.55% |
| Avg. Down Week | -1.44% | -2.16% |
| Avg. Up Month | 2.1% | 12.14% |
| Avg. Down Month | -5.15% | -8.96% |
| Win Days % | 44.53% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 39.29% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |