| Metric | 11371175:btcusd:triple_med_gx:lsma80_15 | 11371175:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -11.51% | 79.62% |
| Max Drawdown | -23.27% | -29.51% |
| Sharpe | -0.31 | 0.65 |
| Sortino | -0.41 | 0.96 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.68 | 1.08 |
| CPC Index | 0.4 | 0.58 |
| Tail Ratio | 0.77 | 0.98 |
| Outlier Win Ratio | 46.49 | 3.08 |
| Outlier Loss Ratio | 3.62 | 2.98 |
| Volatility (ann.) | 7.86% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.45 | 2.33 |
| Skew | -1.18 | 0.2 |
| Kurtosis | 35.0 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.87% | 4.27% |
| Expected Yearly % | -5.93% | 34.02% |
| Kelly Criterion | -9.36% | 4.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11371175:BTCUSD | 11371175:btcusd:triple_med_gx:lsma80_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.87 | 0.18 | - |
| 2025 | 30.14 | -17.20 | -0.57 | - |
| Metric | 11371175:btcusd:triple_med_gx:lsma80_15 | 11371175:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -3.76% | 45.08% |
| 6M | -21.13% | 28.47% |
| YTD | -17.2% | 30.14% |
| 1Y | -9.84% | 105.13% |
| 3Y (ann.) | -10.36% | 68.87% |
| 5Y (ann.) | -10.36% | 68.87% |
| Metric | 11371175:btcusd:triple_med_gx:lsma80_15 | 11371175:BTCUSD |
|---|---|---|
| Max Drawdown | -23.27% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -4.84% | -4.58% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | -0.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-14 | -23.27 | 149 |
| 2024-07-10 | 2024-09-13 | -7.23 | 65 |
| 2024-10-16 | 2025-01-04 | -4.97 | 80 |
| 2024-06-05 | 2024-07-10 | -3.66 | 34 |
| 2024-09-14 | 2024-10-14 | -2.06 | 30 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-02-14 | 2025-02-14 | -0.18 | 0 |
| Metric | 11371175:btcusd:triple_med_gx:lsma80_15 | 11371175:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.76% | 18.93% |
| Worst Week | -13.13% | -12.33% |
| Best Month | 4.99% | 37.42% |
| Worst Month | -16.46% | -17.69% |
| Best Year | 6.87% | 38.02% |
| Worst Year | -17.2% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.16% | 5.93% |
| Avg. Down Week | -1.89% | -2.4% |
| Avg. Up Month | 3.65% | 16.34% |
| Avg. Down Month | -5.41% | -8.96% |
| Win Days % | 45.06% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 44.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |