| Metric | 11379923:btcusd:triple_med_gx:lsma95_60 | 11379923:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 3.69% | 79.62% |
| Max Drawdown | -13.11% | -29.51% |
| Sharpe | 0.14 | 0.65 |
| Sortino | 0.19 | 0.96 |
| Payoff Ratio | 0.98 | 0.95 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 36.76 | 3.08 |
| Outlier Loss Ratio | 3.65 | 3.04 |
| Volatility (ann.) | 8.53% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.25 | 2.33 |
| Skew | -1.81 | 0.2 |
| Kurtosis | 41.45 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.26% | 4.27% |
| Expected Yearly % | 1.83% | 34.02% |
| Kelly Criterion | -2.32% | 1.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11379923:BTCUSD | 11379923:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.05 | 0.08 | - |
| 2025 | 30.14 | 0.62 | 0.02 | - |
| Metric | 11379923:btcusd:triple_med_gx:lsma95_60 | 11379923:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.18% | 45.08% |
| 6M | -3.17% | 28.47% |
| YTD | 0.62% | 30.14% |
| 1Y | 4.3% | 105.13% |
| 3Y (ann.) | 3.3% | 68.87% |
| 5Y (ann.) | 3.3% | 68.87% |
| Metric | 11379923:btcusd:triple_med_gx:lsma95_60 | 11379923:BTCUSD |
|---|---|---|
| Max Drawdown | -13.11% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.28% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.28 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -13.11 | 170 |
| 2024-06-10 | 2024-12-11 | -6.97 | 183 |
| 2025-01-07 | 2025-01-13 | -1.77 | 6 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-06-09 | 2024-06-10 | -0.48 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| Metric | 11379923:btcusd:triple_med_gx:lsma95_60 | 11379923:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.3% | 18.93% |
| Worst Week | -4.11% | -12.33% |
| Best Month | 7.63% | 37.42% |
| Worst Month | -5.83% | -17.69% |
| Best Year | 3.05% | 38.02% |
| Worst Year | 0.62% | 30.14% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 2.23% | 4.7% |
| Avg. Down Week | -2.43% | -3.85% |
| Avg. Up Month | 3.09% | 13.64% |
| Avg. Down Month | -4.23% | -11.25% |
| Win Days % | 49.48% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 51.61% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |