| Metric | 11371198:btcusd:triple_med_gx:lsma95_15 | 11371198:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -8.54% | 79.62% |
| Max Drawdown | -31.24% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.24 | 0.96 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.99 | 1.08 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 33.5 | 3.1 |
| Outlier Loss Ratio | 3.63 | 3.2 |
| Volatility (ann.) | 9.02% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.25 | 2.33 |
| Skew | -0.92 | 0.2 |
| Kurtosis | 23.59 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.64% | 4.27% |
| Expected Yearly % | -4.36% | 34.02% |
| Kelly Criterion | -6.05% | 3.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11371198:BTCUSD | 11371198:btcusd:triple_med_gx:lsma95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.31 | 0.59 | - |
| 2025 | 30.14 | -25.22 | -0.84 | - |
| Metric | 11371198:btcusd:triple_med_gx:lsma95_15 | 11371198:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | -5.32% | 45.08% |
| 6M | -22.32% | 28.47% |
| YTD | -25.22% | 30.14% |
| 1Y | -4.1% | 105.13% |
| 3Y (ann.) | -7.67% | 68.87% |
| 5Y (ann.) | -7.67% | 68.87% |
| Metric | 11371198:btcusd:triple_med_gx:lsma95_15 | 11371198:BTCUSD |
|---|---|---|
| Max Drawdown | -31.24% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.36% | -4.58% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | -0.27 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -31.24 | 188 |
| 2024-06-05 | 2024-10-14 | -12.36 | 130 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 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 |
| 2024-12-16 | 2025-01-03 | -0.96 | 17 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11371198:btcusd:triple_med_gx:lsma95_15 | 11371198:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -12.99% | -12.33% |
| Best Month | 9.49% | 37.42% |
| Worst Month | -14.77% | -17.69% |
| Best Year | 22.31% | 38.02% |
| Worst Year | -25.22% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 2.98% | 6.47% |
| Avg. Down Week | -2.75% | -2.95% |
| Avg. Up Month | 4.06% | 15.71% |
| Avg. Down Month | -5.66% | -8.96% |
| Win Days % | 47.34% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |