| Metric | 11378702:btcusd:triple_med_gx:lsma75_55 | 11378702:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -1.97% | 79.62% |
| Max Drawdown | -16.39% | -29.51% |
| Sharpe | -0.0 | 0.65 |
| Sortino | -0.0 | 0.96 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.03 | 1.08 |
| CPC Index | 0.49 | 0.58 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 42.37 | 3.16 |
| Outlier Loss Ratio | 3.23 | 2.99 |
| Volatility (ann.) | 9.36% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.11 | 2.33 |
| Skew | -1.13 | 0.2 |
| Kurtosis | 53.07 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.14% | 4.27% |
| Expected Yearly % | -0.99% | 34.02% |
| Kelly Criterion | -3.6% | 3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11378702:BTCUSD | 11378702:btcusd:triple_med_gx:lsma75_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.14 | 0.11 | - |
| 2025 | 30.14 | -5.87 | -0.19 | - |
| Metric | 11378702:btcusd:triple_med_gx:lsma75_55 | 11378702:BTCUSD |
|---|---|---|
| MTD | 3.81% | 13.36% |
| 3M | 1.01% | 45.08% |
| 6M | -10.03% | 28.47% |
| YTD | -5.87% | 30.14% |
| 1Y | -0.83% | 105.13% |
| 3Y (ann.) | -1.77% | 68.87% |
| 5Y (ann.) | -1.77% | 68.87% |
| Metric | 11378702:btcusd:triple_med_gx:lsma75_55 | 11378702:BTCUSD |
|---|---|---|
| Max Drawdown | -16.39% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -5.74% | -4.58% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-07-14 | -16.39 | 174 |
| 2024-08-14 | 2025-01-20 | -12.55 | 158 |
| 2024-06-07 | 2024-07-15 | -8.42 | 37 |
| 2024-08-12 | 2024-08-13 | -1.04 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11378702:btcusd:triple_med_gx:lsma75_55 | 11378702:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.49% | 18.93% |
| Worst Week | -8.34% | -12.33% |
| Best Month | 7.81% | 37.42% |
| Worst Month | -10.55% | -17.69% |
| Best Year | 4.14% | 38.02% |
| Worst Year | -5.87% | 30.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 2.95% | 4.83% |
| Avg. Down Week | -2.51% | -3.75% |
| Avg. Up Month | 4.66% | 9.75% |
| Avg. Down Month | -4.79% | -7.82% |
| Win Days % | 47.48% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 40.62% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |