| Metric | 11373609:btcusd:triple_med_gx:lsma95_30 | 11373609:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -3.79% | 79.62% |
| Max Drawdown | -18.37% | -29.51% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.08 | 0.96 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 35.69 | 3.07 |
| Outlier Loss Ratio | 3.88 | 3.03 |
| Volatility (ann.) | 8.51% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.19 | 2.33 |
| Skew | -1.45 | 0.2 |
| Kurtosis | 41.44 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.28% | 4.27% |
| Expected Yearly % | -1.91% | 34.02% |
| Kelly Criterion | -4.08% | 3.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11373609:BTCUSD | 11373609:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.55 | -0.07 | - |
| 2025 | 30.14 | -1.28 | -0.04 | - |
| Metric | 11373609:btcusd:triple_med_gx:lsma95_30 | 11373609:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.14% | 45.08% |
| 6M | -4.77% | 28.47% |
| YTD | -1.28% | 30.14% |
| 1Y | 0.72% | 105.13% |
| 3Y (ann.) | -3.4% | 68.87% |
| 5Y (ann.) | -3.4% | 68.87% |
| Metric | 11373609:btcusd:triple_med_gx:lsma95_30 | 11373609:BTCUSD |
|---|---|---|
| Max Drawdown | -18.37% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -4.39% | -4.58% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | -0.21 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -18.37 | 130 |
| 2024-06-07 | 2025-01-06 | -10.27 | 213 |
| 2025-02-14 | 2025-03-05 | -3.82 | 18 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2025-01-24 | 2025-02-12 | -2.13 | 19 |
| 2025-01-07 | 2025-01-17 | -1.77 | 10 |
| 2024-06-06 | 2024-06-07 | -0.67 | 0 |
| 2025-01-23 | 2025-01-24 | -0.18 | 0 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| Metric | 11373609:btcusd:triple_med_gx:lsma95_30 | 11373609:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.55% | 18.93% |
| Worst Week | -9.78% | -12.33% |
| Best Month | 9.33% | 37.42% |
| Worst Month | -5.55% | -17.69% |
| Best Year | -1.28% | 38.02% |
| Worst Year | -2.55% | 30.14% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 2.32% | 4.52% |
| Avg. Down Week | -3.19% | -3.07% |
| Avg. Up Month | 3.42% | 15.47% |
| Avg. Down Month | -3.14% | -7.82% |
| Win Days % | 48.0% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 53.57% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |