| Metric | 11371839:btcusd:triple_med_gx:lsma70_20 | 11371839:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -3.48% | 79.62% |
| Max Drawdown | -20.08% | -29.51% |
| Sharpe | -0.03 | 0.65 |
| Sortino | -0.04 | 0.96 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.49 | 0.63 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 32.9 | 3.23 |
| Outlier Loss Ratio | 3.76 | 3.23 |
| Volatility (ann.) | 9.92% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.16 | 2.33 |
| Skew | -0.11 | 0.2 |
| Kurtosis | 33.75 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.25% | 4.27% |
| Expected Yearly % | -1.76% | 34.02% |
| Kelly Criterion | -4.9% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11371839:BTCUSD | 11371839:btcusd:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.92 | -0.10 | - |
| 2025 | 30.14 | 0.46 | 0.02 | - |
| Metric | 11371839:btcusd:triple_med_gx:lsma70_20 | 11371839:BTCUSD |
|---|---|---|
| MTD | 3.13% | 13.36% |
| 3M | 4.59% | 45.08% |
| 6M | -2.82% | 28.47% |
| YTD | 0.46% | 30.14% |
| 1Y | -0.42% | 105.13% |
| 3Y (ann.) | -3.12% | 68.87% |
| 5Y (ann.) | -3.12% | 68.87% |
| Metric | 11371839:btcusd:triple_med_gx:lsma70_20 | 11371839:BTCUSD |
|---|---|---|
| Max Drawdown | -20.08% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -4.83% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.17 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-07-14 | -20.08 | 174 |
| 2024-08-26 | 2025-01-17 | -12.02 | 144 |
| 2024-06-07 | 2024-07-15 | -9.07 | 37 |
| 2024-07-15 | 2024-08-23 | -4.88 | 39 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| Metric | 11371839:btcusd:triple_med_gx:lsma70_20 | 11371839:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -7.19% | -12.33% |
| Best Month | 7.37% | 37.42% |
| Worst Month | -11.31% | -17.69% |
| Best Year | 0.46% | 38.02% |
| Worst Year | -3.92% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 2.68% | 6.57% |
| Avg. Down Week | -1.94% | -3.82% |
| Avg. Up Month | 4.96% | 8.54% |
| Avg. Down Month | -4.82% | -8.96% |
| Win Days % | 45.43% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 43.59% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |