| Metric | 11372749:btcusd:triple_med_gx:lsma95_25 | 11372749:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -4.08% | 79.62% |
| Max Drawdown | -18.91% | -29.51% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.08 | 0.96 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.47 | 0.56 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 33.58 | 3.09 |
| Outlier Loss Ratio | 3.67 | 3.03 |
| Volatility (ann.) | 9.07% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.19 | 2.33 |
| Skew | -1.97 | 0.2 |
| Kurtosis | 40.61 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.3% | 4.27% |
| Expected Yearly % | -2.06% | 34.02% |
| Kelly Criterion | -4.03% | 2.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11372749:BTCUSD | 11372749:btcusd:triple_med_gx:lsma95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.42 | 0.20 | - |
| 2025 | 30.14 | -10.71 | -0.36 | - |
| Metric | 11372749:btcusd:triple_med_gx:lsma95_25 | 11372749:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -2.59% | 45.08% |
| 6M | -10.2% | 28.47% |
| YTD | -10.71% | 30.14% |
| 1Y | -2.85% | 105.13% |
| 3Y (ann.) | -3.66% | 68.87% |
| 5Y (ann.) | -3.66% | 68.87% |
| Metric | 11372749:btcusd:triple_med_gx:lsma95_25 | 11372749:BTCUSD |
|---|---|---|
| Max Drawdown | -18.91% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.75% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | -0.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-14 | -18.91 | 149 |
| 2024-06-07 | 2024-09-13 | -7.47 | 98 |
| 2025-01-07 | 2025-02-12 | -6.01 | 36 |
| 2024-12-09 | 2025-01-05 | -4.57 | 27 |
| 2024-09-14 | 2024-10-14 | -3.95 | 30 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| Metric | 11372749:btcusd:triple_med_gx:lsma95_25 | 11372749:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -9.17% | -12.33% |
| Best Month | 6.66% | 37.42% |
| Worst Month | -10.95% | -17.69% |
| Best Year | 7.42% | 38.02% |
| Worst Year | -10.71% | 30.14% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 2.57% | 5.4% |
| Avg. Down Week | -2.6% | -4.46% |
| Avg. Up Month | 3.09% | 15.47% |
| Avg. Down Month | -3.09% | -7.82% |
| Win Days % | 48.49% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |