| Metric | 11374588:btcusd:triple_med_gx:lsma95_35 | 11374588:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -8.71% | 79.62% |
| Max Drawdown | -24.48% | -29.51% |
| Sharpe | -0.21 | 0.65 |
| Sortino | -0.28 | 0.96 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 0.77 | 1.08 |
| CPC Index | 0.43 | 0.56 |
| Tail Ratio | 0.83 | 0.98 |
| Outlier Win Ratio | 42.9 | 3.03 |
| Outlier Loss Ratio | 3.46 | 2.86 |
| Volatility (ann.) | 8.24% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.32 | 2.33 |
| Skew | -1.54 | 0.2 |
| Kurtosis | 52.93 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.65% | 4.27% |
| Expected Yearly % | -4.45% | 34.02% |
| Kelly Criterion | -7.36% | 2.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11374588:BTCUSD | 11374588:btcusd:triple_med_gx:lsma95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.17 | 0.32 | - |
| 2025 | 30.14 | -18.61 | -0.62 | - |
| Metric | 11374588:btcusd:triple_med_gx:lsma95_35 | 11374588:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | -1.22% | 45.08% |
| 6M | -15.8% | 28.47% |
| YTD | -18.61% | 30.14% |
| 1Y | -6.83% | 105.13% |
| 3Y (ann.) | -7.82% | 68.87% |
| 5Y (ann.) | -7.82% | 68.87% |
| Metric | 11374588:btcusd:triple_med_gx:lsma95_35 | 11374588:BTCUSD |
|---|---|---|
| Max Drawdown | -24.48% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.83% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | -0.36 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -24.48 | 188 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-07-01 | 2024-08-13 | -2.66 | 42 |
| 2024-12-16 | 2025-01-06 | -1.67 | 20 |
| 2024-10-16 | 2024-11-10 | -1.64 | 24 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-10-14 | 2024-10-15 | -1.29 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| Metric | 11374588:btcusd:triple_med_gx:lsma95_35 | 11374588:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.15% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 4.17% | 37.42% |
| Worst Month | -12.59% | -17.69% |
| Best Year | 12.17% | 38.02% |
| Worst Year | -18.61% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 1.35% | 6.76% |
| Avg. Down Week | -4.15% | -3.55% |
| Avg. Up Month | 2.32% | 16.63% |
| Avg. Down Month | -7.0% | -9.89% |
| Win Days % | 46.62% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 54.17% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |