| Metric | 11377181:btcusd:triple_med_gx:lsma95_50 | 11377181:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -13.96% | 79.62% |
| Max Drawdown | -19.86% | -29.51% |
| Sharpe | -0.4 | 0.65 |
| Sortino | -0.53 | 0.96 |
| Payoff Ratio | 1.04 | 0.92 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.59 | 1.08 |
| CPC Index | 0.38 | 0.53 |
| Tail Ratio | 0.69 | 0.98 |
| Outlier Win Ratio | 50.56 | 2.89 |
| Outlier Loss Ratio | 3.81 | 2.94 |
| Volatility (ann.) | 7.63% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.63 | 2.33 |
| Skew | -2.28 | 0.2 |
| Kurtosis | 67.56 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.07% | 4.27% |
| Expected Yearly % | -7.24% | 34.02% |
| Kelly Criterion | -11.39% | -0.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11377181:BTCUSD | 11377181:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.30 | -0.14 | - |
| 2025 | 30.14 | -9.15 | -0.30 | - |
| Metric | 11377181:btcusd:triple_med_gx:lsma95_50 | 11377181:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 5.23% | 45.08% |
| 6M | -7.38% | 28.47% |
| YTD | -9.15% | 30.14% |
| 1Y | -10.25% | 105.13% |
| 3Y (ann.) | -12.59% | 68.87% |
| 5Y (ann.) | -12.59% | 68.87% |
| Metric | 11377181:btcusd:triple_med_gx:lsma95_50 | 11377181:BTCUSD |
|---|---|---|
| Max Drawdown | -19.86% | -29.51% |
| Longest DD Days | 297.0 | 144.0 |
| Avg. Drawdown | -8.09% | -4.58% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.7 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-07-14 | -19.86 | 297 |
| 2024-07-04 | 2024-09-19 | -11.11 | 76 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11377181:btcusd:triple_med_gx:lsma95_50 | 11377181:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -9.09% | -12.33% |
| Best Month | 5.23% | 37.42% |
| Worst Month | -9.26% | -17.69% |
| Best Year | -5.3% | 38.02% |
| Worst Year | -9.15% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.69% | -0.8% |
| Avg. Up Week | 2.19% | 4.62% |
| Avg. Down Week | -3.46% | -3.09% |
| Avg. Up Month | 2.79% | 9.31% |
| Avg. Down Month | -5.08% | -2.66% |
| Win Days % | 43.28% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |