| Metric | 11373642:btcusd:triple_med_gx:lsma95_30 | 11373642:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -12.27% | 79.62% |
| Max Drawdown | -21.76% | -29.51% |
| Sharpe | -0.33 | 0.65 |
| Sortino | -0.46 | 0.96 |
| Payoff Ratio | 0.95 | 0.95 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.39 | 0.55 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 40.68 | 2.98 |
| Outlier Loss Ratio | 3.72 | 3.0 |
| Volatility (ann.) | 7.88% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.51 | 2.33 |
| Skew | -0.29 | 0.2 |
| Kurtosis | 28.82 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.93% | 4.27% |
| Expected Yearly % | -6.34% | 34.02% |
| Kelly Criterion | -9.68% | 1.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11373642:BTCUSD | 11373642:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.57 | 0.07 | - |
| 2025 | 30.14 | -14.47 | -0.48 | - |
| Metric | 11373642:btcusd:triple_med_gx:lsma95_30 | 11373642:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | -3.55% | 45.08% |
| 6M | -12.73% | 28.47% |
| YTD | -14.47% | 30.14% |
| 1Y | -11.44% | 105.13% |
| 3Y (ann.) | -11.05% | 68.87% |
| 5Y (ann.) | -11.05% | 68.87% |
| Metric | 11373642:btcusd:triple_med_gx:lsma95_30 | 11373642:BTCUSD |
|---|---|---|
| Max Drawdown | -21.76% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -7.03% | -4.58% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -21.76 | 188 |
| 2024-07-11 | 2024-09-13 | -7.74 | 64 |
| 2024-10-16 | 2025-01-06 | -4.55 | 81 |
| 2024-09-14 | 2024-10-15 | -3.95 | 31 |
| 2024-06-07 | 2024-07-11 | -3.84 | 34 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11373642:btcusd:triple_med_gx:lsma95_30 | 11373642:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.2% | 18.93% |
| Worst Week | -5.49% | -12.33% |
| Best Month | 3.32% | 37.42% |
| Worst Month | -5.64% | -17.69% |
| Best Year | 2.57% | 38.02% |
| Worst Year | -14.47% | 30.14% |
| Avg. Up Day | 0.69% | 0.7% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 1.69% | 7.34% |
| Avg. Down Week | -2.62% | -3.14% |
| Avg. Up Month | 1.67% | 14.42% |
| Avg. Down Month | -2.4% | -7.82% |
| Win Days % | 46.55% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 40.74% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |