| Metric | 11374567:btcusd:triple_med_gx:lsma95_35 | 11374567:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -16.53% | 79.62% |
| Max Drawdown | -25.14% | -29.51% |
| Sharpe | -0.46 | 0.65 |
| Sortino | -0.6 | 0.96 |
| Payoff Ratio | 0.93 | 0.92 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.67 | 1.08 |
| CPC Index | 0.36 | 0.53 |
| Tail Ratio | 0.81 | 0.98 |
| Outlier Win Ratio | 44.96 | 2.97 |
| Outlier Loss Ratio | 3.62 | 2.99 |
| Volatility (ann.) | 8.04% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.59 | 2.33 |
| Skew | -2.4 | 0.2 |
| Kurtosis | 55.05 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.28% | 4.27% |
| Expected Yearly % | -8.64% | 34.02% |
| Kelly Criterion | -12.34% | -0.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11374567:BTCUSD | 11374567:btcusd:triple_med_gx:lsma95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.86 | 0.08 | - |
| 2025 | 30.14 | -18.85 | -0.63 | - |
| Metric | 11374567:btcusd:triple_med_gx:lsma95_35 | 11374567:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | -1.12% | 45.08% |
| 6M | -16.09% | 28.47% |
| YTD | -18.85% | 30.14% |
| 1Y | -15.56% | 105.13% |
| 3Y (ann.) | -14.92% | 68.87% |
| 5Y (ann.) | -14.92% | 68.87% |
| Metric | 11374567:btcusd:triple_med_gx:lsma95_35 | 11374567:BTCUSD |
|---|---|---|
| Max Drawdown | -25.14% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.75% | -4.58% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | -0.66 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.14 | 188 |
| 2024-07-11 | 2024-09-13 | -6.63 | 64 |
| 2024-09-14 | 2024-10-16 | -3.95 | 32 |
| 2024-10-16 | 2025-01-06 | -3.15 | 81 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-08 | 2024-07-01 | -0.45 | 22 |
| Metric | 11374567:btcusd:triple_med_gx:lsma95_35 | 11374567:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.09% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 2.17% | 37.42% |
| Worst Month | -12.83% | -17.69% |
| Best Year | 2.86% | 38.02% |
| Worst Year | -18.85% | 30.14% |
| Avg. Up Day | 0.69% | 0.7% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 1.53% | 7.02% |
| Avg. Down Week | -3.62% | -3.25% |
| Avg. Up Month | 1.31% | 16.63% |
| Avg. Down Month | -4.05% | -7.59% |
| Win Days % | 45.72% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |