| Metric | 11377639:btcusd:triple_med_gx:lsma95_50 | 11377639:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -7.63% | 79.62% |
| Max Drawdown | -18.18% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.23 | 0.96 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.95 | 1.08 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 41.05 | 3.04 |
| Outlier Loss Ratio | 3.64 | 2.92 |
| Volatility (ann.) | 8.16% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.38 | 2.33 |
| Skew | -2.08 | 0.2 |
| Kurtosis | 49.41 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.57% | 4.27% |
| Expected Yearly % | -3.89% | 34.02% |
| Kelly Criterion | -6.14% | 3.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11377639:BTCUSD | 11377639:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.25 | 0.09 | - |
| 2025 | 30.14 | -10.54 | -0.35 | - |
| Metric | 11377639:btcusd:triple_med_gx:lsma95_50 | 11377639:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -1.7% | 45.08% |
| 6M | -10.02% | 28.47% |
| YTD | -10.54% | 30.14% |
| 1Y | -2.27% | 105.13% |
| 3Y (ann.) | -6.86% | 68.87% |
| 5Y (ann.) | -6.86% | 68.87% |
| Metric | 11377639:btcusd:triple_med_gx:lsma95_50 | 11377639:BTCUSD |
|---|---|---|
| Max Drawdown | -18.18% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.87% | -4.58% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | -0.42 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -18.18 | 188 |
| 2024-06-10 | 2024-10-15 | -8.06 | 126 |
| 2024-11-09 | 2025-01-03 | -4.57 | 55 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-06-09 | 2024-06-10 | -0.48 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| Metric | 11377639:btcusd:triple_med_gx:lsma95_50 | 11377639:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.25% | 18.93% |
| Worst Week | -5.5% | -12.33% |
| Best Month | 7.25% | 37.42% |
| Worst Month | -6.71% | -17.69% |
| Best Year | 3.25% | 38.02% |
| Worst Year | -10.54% | 30.14% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.35% | 5.75% |
| Avg. Down Week | -1.97% | -4.87% |
| Avg. Up Month | 3.01% | 17.25% |
| Avg. Down Month | -2.45% | -7.82% |
| Win Days % | 46.81% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 35.48% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |