| Metric | 11373625:btcusd:triple_med_gx:lsma95_30 | 11373625:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -6.48% | 79.62% |
| Max Drawdown | -22.31% | -29.51% |
| Sharpe | -0.13 | 0.65 |
| Sortino | -0.18 | 0.96 |
| Payoff Ratio | 0.95 | 0.96 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.43 | 0.55 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 37.03 | 3.03 |
| Outlier Loss Ratio | 3.76 | 2.99 |
| Volatility (ann.) | 8.45% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.26 | 2.33 |
| Skew | -1.94 | 0.2 |
| Kurtosis | 46.64 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.48% | 4.27% |
| Expected Yearly % | -3.29% | 34.02% |
| Kelly Criterion | -6.71% | 1.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11373625:BTCUSD | 11373625:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.45 | 0.20 | - |
| 2025 | 30.14 | -12.96 | -0.43 | - |
| Metric | 11373625:btcusd:triple_med_gx:lsma95_30 | 11373625:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -3.46% | 45.08% |
| 6M | -12.26% | 28.47% |
| YTD | -12.96% | 30.14% |
| 1Y | -7.66% | 105.13% |
| 3Y (ann.) | -5.81% | 68.87% |
| 5Y (ann.) | -5.81% | 68.87% |
| Metric | 11373625:btcusd:triple_med_gx:lsma95_30 | 11373625:BTCUSD |
|---|---|---|
| Max Drawdown | -22.31% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.58% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | -0.29 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -22.31 | 130 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2025-01-07 | 2025-02-14 | -6.01 | 38 |
| 2024-12-09 | 2025-01-05 | -4.29 | 27 |
| 2024-08-11 | 2024-08-13 | -4.16 | 2 |
| 2024-09-14 | 2024-10-14 | -3.95 | 30 |
| 2025-02-14 | 2025-03-06 | -3.91 | 19 |
| 2024-06-07 | 2024-07-11 | -3.38 | 33 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11373625:btcusd:triple_med_gx:lsma95_30 | 11373625:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.38% | 18.93% |
| Worst Week | -11.66% | -12.33% |
| Best Month | 4.9% | 37.42% |
| Worst Month | -10.43% | -17.69% |
| Best Year | 7.45% | 38.02% |
| Worst Year | -12.96% | 30.14% |
| Avg. Up Day | 0.69% | 0.7% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 2.31% | 5.49% |
| Avg. Down Week | -3.36% | -4.39% |
| Avg. Up Month | 2.67% | 13.64% |
| Avg. Down Month | -2.98% | -7.82% |
| Win Days % | 48.09% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |