| Metric | 11379719:btcusd:triple_med_gx:lsma95_60 | 11379719:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 2.1% | 79.62% |
| Max Drawdown | -24.62% | -29.51% |
| Sharpe | 0.1 | 0.65 |
| Sortino | 0.13 | 0.96 |
| Payoff Ratio | 1.07 | 1.09 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.51 | 0.63 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 35.83 | 3.07 |
| Outlier Loss Ratio | 3.81 | 3.11 |
| Volatility (ann.) | 8.75% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.08 | 2.33 |
| Skew | -0.82 | 0.2 |
| Kurtosis | 28.4 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.15% | 4.27% |
| Expected Yearly % | 1.05% | 34.02% |
| Kelly Criterion | -3.98% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11379719:BTCUSD | 11379719:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.31 | 0.43 | - |
| 2025 | 30.14 | -12.21 | -0.41 | - |
| Metric | 11379719:btcusd:triple_med_gx:lsma95_60 | 11379719:BTCUSD |
|---|---|---|
| MTD | 0.24% | 13.36% |
| 3M | 8.26% | 45.08% |
| 6M | -11.41% | 28.47% |
| YTD | -12.21% | 30.14% |
| 1Y | 5.37% | 105.13% |
| 3Y (ann.) | 1.88% | 68.87% |
| 5Y (ann.) | 1.88% | 68.87% |
| Metric | 11379719:btcusd:triple_med_gx:lsma95_60 | 11379719:BTCUSD |
|---|---|---|
| Max Drawdown | -24.62% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.12% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.09 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -24.62 | 208 |
| 2024-06-12 | 2024-07-26 | -6.50 | 44 |
| 2024-08-22 | 2024-10-24 | -5.68 | 63 |
| 2024-11-23 | 2024-12-11 | -3.82 | 18 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-25 | 2024-11-10 | -3.00 | 16 |
| 2024-12-12 | 2024-12-17 | -1.73 | 4 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11379719:btcusd:triple_med_gx:lsma95_60 | 11379719:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 16.06% | 37.42% |
| Worst Month | -7.2% | -17.69% |
| Best Year | 16.31% | 38.02% |
| Worst Year | -12.21% | 30.14% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.77% | -0.77% |
| Avg. Up Week | 2.92% | 7.81% |
| Avg. Down Week | -2.07% | -4.57% |
| Avg. Up Month | 4.93% | 12.96% |
| Avg. Down Month | -4.55% | -7.59% |
| Win Days % | 46.34% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 46.88% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |