| Metric | 11376095:btcusd:triple_med_gx:lsma95_45 | 11376095:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -14.55% | 79.62% |
| Max Drawdown | -19.09% | -29.51% |
| Sharpe | -0.4 | 0.65 |
| Sortino | -0.56 | 0.96 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.41 | 0.63 |
| Tail Ratio | 0.88 | 0.98 |
| Outlier Win Ratio | 41.81 | 2.91 |
| Outlier Loss Ratio | 4.08 | 2.99 |
| Volatility (ann.) | 8.02% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.69 | 2.33 |
| Skew | 0.25 | 0.2 |
| Kurtosis | 36.82 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.12% | 4.27% |
| Expected Yearly % | -7.56% | 34.02% |
| Kelly Criterion | -9.61% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11376095:BTCUSD | 11376095:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.43 | -0.22 | - |
| 2025 | 30.14 | -6.68 | -0.22 | - |
| Metric | 11376095:btcusd:triple_med_gx:lsma95_45 | 11376095:BTCUSD |
|---|---|---|
| MTD | 0.02% | 13.36% |
| 3M | 0.05% | 45.08% |
| 6M | -2.52% | 28.47% |
| YTD | -6.68% | 30.14% |
| 1Y | -12.85% | 105.13% |
| 3Y (ann.) | -13.12% | 68.87% |
| 5Y (ann.) | -13.12% | 68.87% |
| Metric | 11376095:btcusd:triple_med_gx:lsma95_45 | 11376095:BTCUSD |
|---|---|---|
| Max Drawdown | -19.09% | -29.51% |
| Longest DD Days | 357.0 | 144.0 |
| Avg. Drawdown | -4.72% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.76 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-07-14 | -19.09 | 357 |
| 2024-07-04 | 2024-07-19 | -2.35 | 14 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-06-08 | 2024-07-04 | -0.60 | 26 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| Metric | 11376095:btcusd:triple_med_gx:lsma95_45 | 11376095:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -5.32% | -12.33% |
| Best Month | 7.28% | 37.42% |
| Worst Month | -9.29% | -17.69% |
| Best Year | -6.68% | 38.02% |
| Worst Year | -8.43% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.65% | -0.71% |
| Avg. Up Week | 1.87% | 4.87% |
| Avg. Down Week | -2.46% | -4.4% |
| Avg. Up Month | 2.31% | 15.07% |
| Avg. Down Month | -4.55% | -5.35% |
| Win Days % | 41.13% | 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% |