| Metric | 11371903:btcusd:triple_med_gx:lsma95_20 | 11371903:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -0.93% | 79.62% |
| Max Drawdown | -18.44% | -29.51% |
| Sharpe | 0.02 | 0.65 |
| Sortino | 0.03 | 0.96 |
| Payoff Ratio | 1.0 | 0.96 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.49 | 0.55 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 30.74 | 3.1 |
| Outlier Loss Ratio | 3.89 | 3.17 |
| Volatility (ann.) | 8.91% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.05 | 2.33 |
| Skew | -0.59 | 0.2 |
| Kurtosis | 22.52 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.07% | 4.27% |
| Expected Yearly % | -0.47% | 34.02% |
| Kelly Criterion | -3.46% | 2.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11371903:BTCUSD | 11371903:btcusd:triple_med_gx:lsma95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.86 | 0.02 | - |
| 2025 | 30.14 | -1.77 | -0.06 | - |
| Metric | 11371903:btcusd:triple_med_gx:lsma95_20 | 11371903:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | 0.22% | 45.08% |
| 6M | -5.48% | 28.47% |
| YTD | -1.77% | 30.14% |
| 1Y | 3.01% | 105.13% |
| 3Y (ann.) | -0.83% | 68.87% |
| 5Y (ann.) | -0.83% | 68.87% |
| Metric | 11371903:btcusd:triple_med_gx:lsma95_20 | 11371903:BTCUSD |
|---|---|---|
| Max Drawdown | -18.44% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -3.8% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | -0.05 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -18.44 | 170 |
| 2024-06-05 | 2024-10-15 | -8.72 | 132 |
| 2024-12-09 | 2025-01-05 | -3.44 | 27 |
| 2024-10-16 | 2024-11-07 | -1.97 | 21 |
| 2024-11-08 | 2024-12-08 | -1.83 | 30 |
| 2025-01-07 | 2025-01-17 | -1.77 | 10 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-23 | 2025-01-24 | -0.18 | 0 |
| Metric | 11371903:btcusd:triple_med_gx:lsma95_20 | 11371903:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.98% | 18.93% |
| Worst Week | -7.19% | -12.33% |
| Best Month | 9.58% | 37.42% |
| Worst Month | -6.78% | -17.69% |
| Best Year | 0.86% | 38.02% |
| Worst Year | -1.77% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.53% | 4.62% |
| Avg. Down Week | -1.63% | -3.12% |
| Avg. Up Month | 3.19% | 14.85% |
| Avg. Down Month | -3.81% | -7.82% |
| Win Days % | 48.16% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |