| Metric | 11378310:btcusd:triple_med_gx:lsma70_55 | 11378310:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -0.14% | 79.62% |
| Max Drawdown | -7.74% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.04 | 0.96 |
| Payoff Ratio | 1.24 | 1.05 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 70.36 | 2.81 |
| Outlier Loss Ratio | 3.92 | 2.68 |
| Volatility (ann.) | 6.24% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.02 | 2.33 |
| Skew | -2.87 | 0.2 |
| Kurtosis | 114.51 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.01% | 4.27% |
| Expected Yearly % | -0.07% | 34.02% |
| Kelly Criterion | -6.16% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11378310:BTCUSD | 11378310:btcusd:triple_med_gx:lsma70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.60 | -0.04 | - |
| 2025 | 30.14 | 1.49 | 0.05 | - |
| Metric | 11378310:btcusd:triple_med_gx:lsma70_55 | 11378310:BTCUSD |
|---|---|---|
| MTD | 0.32% | 13.36% |
| 3M | 0.93% | 45.08% |
| 6M | 0.14% | 28.47% |
| YTD | 1.49% | 30.14% |
| 1Y | 3.4% | 105.13% |
| 3Y (ann.) | -0.12% | 68.87% |
| 5Y (ann.) | -0.12% | 68.87% |
| Metric | 11378310:btcusd:triple_med_gx:lsma70_55 | 11378310:BTCUSD |
|---|---|---|
| Max Drawdown | -7.74% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.53% | -4.58% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-21 | 2025-07-14 | -7.74 | 142 |
| 2024-09-20 | 2025-02-20 | -5.54 | 153 |
| 2024-08-18 | 2024-09-19 | -5.13 | 32 |
| 2024-06-09 | 2024-08-16 | -4.44 | 67 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-16 | 2024-08-17 | -0.58 | 0 |
| 2024-08-18 | 2024-08-18 | -0.02 | 0 |
| Metric | 11378310:btcusd:triple_med_gx:lsma70_55 | 11378310:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -4.94% | -12.33% |
| Best Month | 4.91% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | 1.49% | 38.02% |
| Worst Year | -1.6% | 30.14% |
| Avg. Up Day | 0.83% | 0.87% |
| Avg. Down Day | -0.67% | -0.84% |
| Avg. Up Week | 2.36% | 4.45% |
| Avg. Down Week | -1.83% | -3.56% |
| Avg. Up Month | 1.66% | 14.17% |
| Avg. Down Month | -1.87% | -5.35% |
| Win Days % | 41.29% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 45.16% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |