| Metric | 11372731:btcusd:triple_med_gx:lsma95_25 | 11372731:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -5.27% | 79.62% |
| Max Drawdown | -17.85% | -29.51% |
| Sharpe | -0.09 | 0.65 |
| Sortino | -0.12 | 0.96 |
| Payoff Ratio | 1.0 | 0.96 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.13 | 1.08 |
| CPC Index | 0.46 | 0.55 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 32.74 | 3.1 |
| Outlier Loss Ratio | 3.81 | 3.1 |
| Volatility (ann.) | 9.12% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.27 | 2.33 |
| Skew | -1.79 | 0.2 |
| Kurtosis | 38.45 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.39% | 4.27% |
| Expected Yearly % | -2.67% | 34.02% |
| Kelly Criterion | -4.89% | 1.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11372731:BTCUSD | 11372731:btcusd:triple_med_gx:lsma95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.22 | -0.01 | - |
| 2025 | 30.14 | -5.06 | -0.17 | - |
| Metric | 11372731:btcusd:triple_med_gx:lsma95_25 | 11372731:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -0.67% | 45.08% |
| 6M | -8.64% | 28.47% |
| YTD | -5.06% | 30.14% |
| 1Y | -0.58% | 105.13% |
| 3Y (ann.) | -4.73% | 68.87% |
| 5Y (ann.) | -4.73% | 68.87% |
| Metric | 11372731:btcusd:triple_med_gx:lsma95_25 | 11372731:BTCUSD |
|---|---|---|
| Max Drawdown | -17.85% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -4.83% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | -0.3 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -17.85 | 170 |
| 2024-06-07 | 2024-10-15 | -10.19 | 130 |
| 2024-12-09 | 2025-01-06 | -4.90 | 28 |
| 2024-10-16 | 2024-12-08 | -3.09 | 53 |
| 2025-01-07 | 2025-01-17 | -1.77 | 10 |
| 2024-06-06 | 2024-06-07 | -0.52 | 0 |
| 2025-01-23 | 2025-01-24 | -0.18 | 0 |
| 2024-06-06 | 2024-06-06 | -0.18 | 0 |
| Metric | 11372731:btcusd:triple_med_gx:lsma95_25 | 11372731:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 7.45% | 18.93% |
| Worst Week | -9.17% | -12.33% |
| Best Month | 9.58% | 37.42% |
| Worst Month | -10.0% | -17.69% |
| Best Year | -0.22% | 38.02% |
| Worst Year | -5.06% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.79% | 5.03% |
| Avg. Down Week | -2.67% | -3.58% |
| Avg. Up Month | 3.85% | 15.47% |
| Avg. Down Month | -4.52% | -7.82% |
| Win Days % | 47.66% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 44.83% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |