| Metric | 11376547:btcusd:triple_med_gx:lsma95_45 | 11376547:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -1.1% | 79.62% |
| Max Drawdown | -15.33% | -29.51% |
| Sharpe | 0.01 | 0.65 |
| Sortino | 0.02 | 0.96 |
| Payoff Ratio | 1.07 | 0.98 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.13 | 1.08 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 37.88 | 3.07 |
| Outlier Loss Ratio | 3.95 | 2.97 |
| Volatility (ann.) | 8.31% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.06 | 2.33 |
| Skew | -0.66 | 0.2 |
| Kurtosis | 50.06 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.08% | 4.27% |
| Expected Yearly % | -0.55% | 34.02% |
| Kelly Criterion | -2.84% | 3.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11376547:BTCUSD | 11376547:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.09 | 0.11 | - |
| 2025 | 30.14 | -4.99 | -0.17 | - |
| Metric | 11376547:btcusd:triple_med_gx:lsma95_45 | 11376547:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -2.59% | 45.08% |
| 6M | -8.35% | 28.47% |
| YTD | -4.99% | 30.14% |
| 1Y | 2.31% | 105.13% |
| 3Y (ann.) | -0.98% | 68.87% |
| 5Y (ann.) | -0.98% | 68.87% |
| Metric | 11376547:btcusd:triple_med_gx:lsma95_45 | 11376547:BTCUSD |
|---|---|---|
| Max Drawdown | -15.33% | -29.51% |
| Longest DD Days | 192.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.58% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | -0.07 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -15.33 | 170 |
| 2024-06-10 | 2024-12-20 | -8.03 | 192 |
| 2025-01-07 | 2025-01-24 | -1.77 | 17 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2025-01-02 | 2025-01-03 | -0.41 | 0 |
| 2024-06-07 | 2024-06-09 | -0.37 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| Metric | 11376547:btcusd:triple_med_gx:lsma95_45 | 11376547:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.65% | 18.93% |
| Worst Week | -4.03% | -12.33% |
| Best Month | 5.4% | 37.42% |
| Worst Month | -3.64% | -17.69% |
| Best Year | 4.09% | 38.02% |
| Worst Year | -4.99% | 30.14% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 2.25% | 4.88% |
| Avg. Down Week | -2.36% | -3.07% |
| Avg. Up Month | 2.68% | 14.89% |
| Avg. Down Month | -2.98% | -8.96% |
| Win Days % | 46.89% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 41.38% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |