| Metric | 11375532:btcusd:triple_med_gx:lsma95_40 | 11375532:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -9.62% | 79.62% |
| Max Drawdown | -19.54% | -29.51% |
| Sharpe | -0.24 | 0.65 |
| Sortino | -0.32 | 0.96 |
| Payoff Ratio | 0.97 | 0.93 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.42 | 0.54 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 42.43 | 3.03 |
| Outlier Loss Ratio | 3.74 | 2.95 |
| Volatility (ann.) | 8.0% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.44 | 2.33 |
| Skew | -2.2 | 0.2 |
| Kurtosis | 51.61 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.72% | 4.27% |
| Expected Yearly % | -4.93% | 34.02% |
| Kelly Criterion | -7.47% | 0.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11375532:BTCUSD | 11375532:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.66 | 0.10 | - |
| 2025 | 30.14 | -12.81 | -0.43 | - |
| Metric | 11375532:btcusd:triple_med_gx:lsma95_40 | 11375532:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -2.04% | 45.08% |
| 6M | -10.99% | 28.47% |
| YTD | -12.81% | 30.14% |
| 1Y | -5.3% | 105.13% |
| 3Y (ann.) | -8.65% | 68.87% |
| 5Y (ann.) | -8.65% | 68.87% |
| Metric | 11375532:btcusd:triple_med_gx:lsma95_40 | 11375532:BTCUSD |
|---|---|---|
| Max Drawdown | -19.54% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -5.41% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | -0.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-14 | -19.54 | 149 |
| 2024-06-10 | 2024-10-14 | -6.94 | 125 |
| 2025-01-07 | 2025-02-14 | -6.01 | 38 |
| 2024-10-16 | 2025-01-06 | -3.11 | 81 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-07 | 2024-06-10 | -0.78 | 3 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11375532:btcusd:triple_med_gx:lsma95_40 | 11375532:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.25% | 18.93% |
| Worst Week | -6.61% | -12.33% |
| Best Month | 7.25% | 37.42% |
| Worst Month | -10.88% | -17.69% |
| Best Year | 3.66% | 38.02% |
| Worst Year | -12.81% | 30.14% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.97% | 6.09% |
| Avg. Down Week | -2.49% | -4.66% |
| Avg. Up Month | 2.92% | 10.33% |
| Avg. Down Month | -5.49% | -9.04% |
| Win Days % | 47.02% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 34.48% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |