| Metric | 11371178:btcusd:triple_med_gx:lsma95_15 | 11371178:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 0.99% | 79.62% |
| Max Drawdown | -24.9% | -29.51% |
| Sharpe | 0.07 | 0.65 |
| Sortino | 0.1 | 0.96 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 32.8 | 3.11 |
| Outlier Loss Ratio | 3.65 | 3.03 |
| Volatility (ann.) | 8.94% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.04 | 2.33 |
| Skew | -0.52 | 0.2 |
| Kurtosis | 26.27 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.07% | 4.27% |
| Expected Yearly % | 0.5% | 34.02% |
| Kelly Criterion | -1.83% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11371178:BTCUSD | 11371178:btcusd:triple_med_gx:lsma95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.65 | 0.62 | - |
| 2025 | 30.14 | -18.33 | -0.61 | - |
| Metric | 11371178:btcusd:triple_med_gx:lsma95_15 | 11371178:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | -2.43% | 45.08% |
| 6M | -16.61% | 28.47% |
| YTD | -18.33% | 30.14% |
| 1Y | 2.75% | 105.13% |
| 3Y (ann.) | 0.89% | 68.87% |
| 5Y (ann.) | 0.89% | 68.87% |
| Metric | 11371178:btcusd:triple_med_gx:lsma95_15 | 11371178:BTCUSD |
|---|---|---|
| Max Drawdown | -24.9% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.94% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.04 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -24.90 | 188 |
| 2024-07-10 | 2024-09-13 | -6.95 | 65 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-06-05 | 2024-07-10 | -3.66 | 34 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-12-16 | 2025-01-03 | -1.32 | 17 |
| 2024-12-16 | 2024-12-16 | -1.21 | 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 | 11371178:btcusd:triple_med_gx:lsma95_15 | 11371178:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.88% | 18.93% |
| Worst Week | -13.13% | -12.33% |
| Best Month | 6.88% | 37.42% |
| Worst Month | -12.72% | -17.69% |
| Best Year | 23.65% | 38.02% |
| Worst Year | -18.33% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 1.98% | 5.47% |
| Avg. Down Week | -1.59% | -2.42% |
| Avg. Up Month | 3.74% | 14.37% |
| Avg. Down Month | -4.51% | -8.96% |
| Win Days % | 48.15% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 59.26% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |