| Metric | 11374552:btcusd:triple_med_gx:lsma95_35 | 11374552:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -16.39% | 79.62% |
| Max Drawdown | -20.68% | -29.51% |
| Sharpe | -0.44 | 0.65 |
| Sortino | -0.57 | 0.96 |
| Payoff Ratio | 0.92 | 0.94 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.88 | 1.08 |
| CPC Index | 0.36 | 0.54 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 40.82 | 3.03 |
| Outlier Loss Ratio | 3.71 | 3.03 |
| Volatility (ann.) | 8.33% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.72 | 2.33 |
| Skew | -2.25 | 0.2 |
| Kurtosis | 45.72 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.27% | 4.27% |
| Expected Yearly % | -8.56% | 34.02% |
| Kelly Criterion | -12.24% | 0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11374552:BTCUSD | 11374552:btcusd:triple_med_gx:lsma95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.55 | -0.09 | - |
| 2025 | 30.14 | -13.31 | -0.44 | - |
| Metric | 11374552:btcusd:triple_med_gx:lsma95_35 | 11374552:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -0.87% | 45.08% |
| 6M | -12.81% | 28.47% |
| YTD | -13.31% | 30.14% |
| 1Y | -13.41% | 105.13% |
| 3Y (ann.) | -14.79% | 68.87% |
| 5Y (ann.) | -14.79% | 68.87% |
| Metric | 11374552:btcusd:triple_med_gx:lsma95_35 | 11374552:BTCUSD |
|---|---|---|
| Max Drawdown | -20.68% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -12.27% | -4.58% |
| Avg. Drawdown Days | 133.0 | 14.0 |
| Recovery Factor | -0.79 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -20.68 | 188 |
| 2024-06-07 | 2024-10-16 | -8.62 | 131 |
| 2024-10-16 | 2025-01-06 | -7.52 | 81 |
| Metric | 11374552:btcusd:triple_med_gx:lsma95_35 | 11374552:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.9% | 18.93% |
| Worst Week | -9.61% | -12.33% |
| Best Month | 4.9% | 37.42% |
| Worst Month | -11.14% | -17.69% |
| Best Year | -3.55% | 38.02% |
| Worst Year | -13.31% | 30.14% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 2.26% | 5.5% |
| Avg. Down Week | -2.87% | -4.46% |
| Avg. Up Month | 2.15% | 9.25% |
| Avg. Down Month | -4.63% | -7.82% |
| Win Days % | 46.15% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |