| Metric | 11371914:btcusd:triple_med_gx:lsma75_20 | 11371914:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -7.72% | 79.62% |
| Max Drawdown | -18.27% | -29.51% |
| Sharpe | -0.19 | 0.65 |
| Sortino | -0.25 | 0.96 |
| Payoff Ratio | 0.99 | 0.96 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.89 | 1.08 |
| CPC Index | 0.43 | 0.55 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 44.89 | 3.06 |
| Outlier Loss Ratio | 3.55 | 3.03 |
| Volatility (ann.) | 7.95% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.38 | 2.33 |
| Skew | -0.97 | 0.2 |
| Kurtosis | 33.91 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.57% | 4.27% |
| Expected Yearly % | -3.94% | 34.02% |
| Kelly Criterion | -6.36% | 1.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11371914:BTCUSD | 11371914:btcusd:triple_med_gx:lsma75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.26 | 0.06 | - |
| 2025 | 30.14 | -9.76 | -0.32 | - |
| Metric | 11371914:btcusd:triple_med_gx:lsma75_20 | 11371914:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -1.21% | 45.08% |
| 6M | -10.31% | 28.47% |
| YTD | -9.76% | 30.14% |
| 1Y | -8.01% | 105.13% |
| 3Y (ann.) | -6.93% | 68.87% |
| 5Y (ann.) | -6.93% | 68.87% |
| Metric | 11371914:btcusd:triple_med_gx:lsma75_20 | 11371914:BTCUSD |
|---|---|---|
| Max Drawdown | -18.27% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -4.22% | -4.58% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | -0.42 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-29 | 2025-07-14 | -18.27 | 257 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-08-11 | 2024-08-13 | -4.16 | 2 |
| 2024-06-07 | 2024-07-10 | -3.62 | 32 |
| 2024-09-14 | 2024-10-14 | -1.76 | 30 |
| 2024-07-10 | 2024-08-11 | -1.21 | 31 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| Metric | 11371914:btcusd:triple_med_gx:lsma75_20 | 11371914:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 8.16% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 4.24% | 37.42% |
| Worst Month | -9.55% | -17.69% |
| Best Year | 2.26% | 38.02% |
| Worst Year | -9.76% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.49% | 4.33% |
| Avg. Down Week | -1.65% | -3.22% |
| Avg. Up Month | 1.74% | 9.38% |
| Avg. Down Month | -3.71% | -5.35% |
| Win Days % | 46.99% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 41.38% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |