| Metric | 11378366:btcusd:triple_med_gx:lsma70_55 | 11378366:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -1.02% | 79.62% |
| Max Drawdown | -10.7% | -29.51% |
| Sharpe | -0.01 | 0.65 |
| Sortino | -0.01 | 0.96 |
| Payoff Ratio | 0.89 | 0.89 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.41 | 0.51 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 71.19 | 2.78 |
| Outlier Loss Ratio | 3.63 | 2.69 |
| Volatility (ann.) | 6.23% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.09 | 2.33 |
| Skew | -3.67 | 0.2 |
| Kurtosis | 115.86 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.07% | 4.27% |
| Expected Yearly % | -0.51% | 34.02% |
| Kelly Criterion | -13.7% | -2.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11378366:BTCUSD | 11378366:btcusd:triple_med_gx:lsma70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.18 | -0.06 | - |
| 2025 | 30.14 | 1.18 | 0.04 | - |
| Metric | 11378366:btcusd:triple_med_gx:lsma70_55 | 11378366:BTCUSD |
|---|---|---|
| MTD | 1.87% | 13.36% |
| 3M | -2.02% | 45.08% |
| 6M | -3.03% | 28.47% |
| YTD | 1.18% | 30.14% |
| 1Y | 4.76% | 105.13% |
| 3Y (ann.) | -0.91% | 68.87% |
| 5Y (ann.) | -0.91% | 68.87% |
| Metric | 11378366:btcusd:triple_med_gx:lsma70_55 | 11378366:BTCUSD |
|---|---|---|
| Max Drawdown | -10.7% | -29.51% |
| Longest DD Days | 205.0 | 144.0 |
| Avg. Drawdown | -3.43% | -4.58% |
| Avg. Drawdown Days | 54.0 | 14.0 |
| Recovery Factor | -0.1 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-21 | 2025-07-14 | -10.70 | 142 |
| 2024-06-10 | 2025-01-02 | -9.37 | 205 |
| 2025-01-23 | 2025-02-18 | -1.92 | 26 |
| 2025-01-03 | 2025-01-10 | -0.74 | 7 |
| 2025-01-23 | 2025-01-23 | -0.73 | 0 |
| 2025-02-19 | 2025-02-19 | -0.37 | 0 |
| 2025-02-20 | 2025-02-20 | -0.18 | 0 |
| Metric | 11378366:btcusd:triple_med_gx:lsma70_55 | 11378366:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -4.92% | -12.33% |
| Best Month | 6.97% | 37.42% |
| Worst Month | -6.84% | -17.69% |
| Best Year | 1.18% | 38.02% |
| Worst Year | -2.18% | 30.14% |
| Avg. Up Day | 0.72% | 0.75% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 2.87% | 3.6% |
| Avg. Down Week | -2.0% | -4.37% |
| Avg. Up Month | 5.06% | 10.14% |
| Avg. Down Month | -3.7% | -6.06% |
| Win Days % | 46.5% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 38.71% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |