| Metric | 11378752:btcusd:triple_med_gx:lsma95_55 | 11378752:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.77% | 79.62% |
| Max Drawdown | -13.09% | -29.51% |
| Sharpe | -0.17 | 0.65 |
| Sortino | -0.23 | 0.96 |
| Payoff Ratio | 0.98 | 0.94 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 1.0 | 1.08 |
| CPC Index | 0.43 | 0.54 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 38.34 | 3.08 |
| Outlier Loss Ratio | 3.69 | 3.04 |
| Volatility (ann.) | 8.47% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.53 | 2.33 |
| Skew | -2.08 | 0.2 |
| Kurtosis | 41.75 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.58% | 4.27% |
| Expected Yearly % | -3.96% | 34.02% |
| Kelly Criterion | -7.03% | 0.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11378752:BTCUSD | 11378752:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.67 | -0.12 | - |
| 2025 | 30.14 | -3.25 | -0.11 | - |
| Metric | 11378752:btcusd:triple_med_gx:lsma95_55 | 11378752:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -4.25% | 45.08% |
| 6M | -6.68% | 28.47% |
| YTD | -3.25% | 30.14% |
| 1Y | -8.03% | 105.13% |
| 3Y (ann.) | -6.98% | 68.87% |
| 5Y (ann.) | -6.98% | 68.87% |
| Metric | 11378752:btcusd:triple_med_gx:lsma95_55 | 11378752:BTCUSD |
|---|---|---|
| Max Drawdown | -13.09% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -5.19% | -4.58% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.59 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-14 | -13.09 | 149 |
| 2024-10-16 | 2025-01-24 | -8.04 | 99 |
| 2024-06-10 | 2024-10-16 | -7.47 | 127 |
| 2025-01-24 | 2025-02-14 | -2.06 | 20 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11378752:btcusd:triple_med_gx:lsma95_55 | 11378752:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -5.75% | -12.33% |
| Best Month | 5.97% | 37.42% |
| Worst Month | -6.35% | -17.69% |
| Best Year | -3.25% | 38.02% |
| Worst Year | -4.67% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 2.07% | 4.18% |
| Avg. Down Week | -2.55% | -3.85% |
| Avg. Up Month | 3.53% | 14.89% |
| Avg. Down Month | -3.43% | -7.82% |
| Win Days % | 47.14% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 48.39% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |