| Metric | 11372765:btcusd:triple_med_gx:lsma95_25 | 11372765:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -8.03% | 79.62% |
| Max Drawdown | -22.48% | -29.51% |
| Sharpe | -0.17 | 0.65 |
| Sortino | -0.24 | 0.96 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.98 | 1.08 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 35.7 | 3.08 |
| Outlier Loss Ratio | 3.79 | 3.06 |
| Volatility (ann.) | 8.59% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.32 | 2.33 |
| Skew | -0.65 | 0.2 |
| Kurtosis | 27.4 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.6% | 4.27% |
| Expected Yearly % | -4.1% | 34.02% |
| Kelly Criterion | -6.99% | 3.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11372765:BTCUSD | 11372765:btcusd:triple_med_gx:lsma95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.77 | 0.23 | - |
| 2025 | 30.14 | -15.45 | -0.51 | - |
| Metric | 11372765:btcusd:triple_med_gx:lsma95_25 | 11372765:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | -3.7% | 45.08% |
| 6M | -13.52% | 28.47% |
| YTD | -15.45% | 30.14% |
| 1Y | -8.5% | 105.13% |
| 3Y (ann.) | -7.21% | 68.87% |
| 5Y (ann.) | -7.21% | 68.87% |
| Metric | 11372765:btcusd:triple_med_gx:lsma95_25 | 11372765:BTCUSD |
|---|---|---|
| Max Drawdown | -22.48% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.77% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | -0.36 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -22.48 | 188 |
| 2024-07-10 | 2024-09-13 | -7.80 | 65 |
| 2024-12-09 | 2025-01-06 | -4.86 | 28 |
| 2024-09-14 | 2024-10-14 | -3.95 | 30 |
| 2024-06-07 | 2024-07-01 | -3.75 | 23 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11372765:btcusd:triple_med_gx:lsma95_25 | 11372765:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.9% | 18.93% |
| Worst Week | -4.48% | -12.33% |
| Best Month | 4.9% | 37.42% |
| Worst Month | -7.94% | -17.69% |
| Best Year | 8.77% | 38.02% |
| Worst Year | -15.45% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 2.08% | 6.74% |
| Avg. Down Week | -2.54% | -3.14% |
| Avg. Up Month | 2.24% | 14.37% |
| Avg. Down Month | -2.96% | -7.59% |
| Win Days % | 46.37% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |