| Metric | 11371159:btcusd:triple_med_gx:lsma95_15 | 11371159:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 1.84% | 79.62% |
| Max Drawdown | -24.24% | -29.51% |
| Sharpe | 0.09 | 0.65 |
| Sortino | 0.13 | 0.96 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 32.2 | 3.11 |
| Outlier Loss Ratio | 3.74 | 3.06 |
| Volatility (ann.) | 8.88% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.07 | 2.33 |
| Skew | -0.76 | 0.2 |
| Kurtosis | 24.97 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.13% | 4.27% |
| Expected Yearly % | 0.91% | 34.02% |
| Kelly Criterion | -1.71% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11371159:BTCUSD | 11371159:btcusd:triple_med_gx:lsma95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.37 | 0.46 | - |
| 2025 | 30.14 | -13.24 | -0.44 | - |
| Metric | 11371159:btcusd:triple_med_gx:lsma95_15 | 11371159:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | 0.99% | 45.08% |
| 6M | -11.51% | 28.47% |
| YTD | -13.24% | 30.14% |
| 1Y | 1.19% | 105.13% |
| 3Y (ann.) | 1.64% | 68.87% |
| 5Y (ann.) | 1.64% | 68.87% |
| Metric | 11371159:btcusd:triple_med_gx:lsma95_15 | 11371159:BTCUSD |
|---|---|---|
| Max Drawdown | -24.24% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.3% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.08 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -24.24 | 188 |
| 2024-07-10 | 2024-09-13 | -7.69 | 65 |
| 2024-09-14 | 2024-10-14 | -3.95 | 30 |
| 2024-06-05 | 2024-07-01 | -3.92 | 25 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-12-16 | 2025-01-04 | -1.56 | 19 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| Metric | 11371159:btcusd:triple_med_gx:lsma95_15 | 11371159:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.67% | 18.93% |
| Worst Week | -11.09% | -12.33% |
| Best Month | 6.67% | 37.42% |
| Worst Month | -10.91% | -17.69% |
| Best Year | 17.37% | 38.02% |
| Worst Year | -13.24% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 2.03% | 5.76% |
| Avg. Down Week | -1.84% | -2.45% |
| Avg. Up Month | 2.72% | 12.66% |
| Avg. Down Month | -5.04% | -9.04% |
| Win Days % | 48.19% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 59.26% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |