| Metric | 11379939:btcusd:triple_med_gx:lsma95_60 | 11379939:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -12.5% | 79.62% |
| Max Drawdown | -16.47% | -29.51% |
| Sharpe | -0.33 | 0.65 |
| Sortino | -0.43 | 0.96 |
| Payoff Ratio | 0.88 | 0.88 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.37 | 0.51 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 44.27 | 2.96 |
| Outlier Loss Ratio | 3.5 | 2.97 |
| Volatility (ann.) | 7.97% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.68 | 2.33 |
| Skew | -2.79 | 0.2 |
| Kurtosis | 51.63 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.95% | 4.27% |
| Expected Yearly % | -6.46% | 34.02% |
| Kelly Criterion | -12.04% | -2.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11379939:BTCUSD | 11379939:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.74 | -0.10 | - |
| 2025 | 30.14 | -9.10 | -0.30 | - |
| Metric | 11379939:btcusd:triple_med_gx:lsma95_60 | 11379939:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -3.52% | 45.08% |
| 6M | -7.36% | 28.47% |
| YTD | -9.1% | 30.14% |
| 1Y | -8.22% | 105.13% |
| 3Y (ann.) | -11.26% | 68.87% |
| 5Y (ann.) | -11.26% | 68.87% |
| Metric | 11379939:btcusd:triple_med_gx:lsma95_60 | 11379939:BTCUSD |
|---|---|---|
| Max Drawdown | -16.47% | -29.51% |
| Longest DD Days | 210.0 | 144.0 |
| Avg. Drawdown | -13.6% | -4.58% |
| Avg. Drawdown Days | 199.0 | 14.0 |
| Recovery Factor | -0.76 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -16.47 | 188 |
| 2024-06-10 | 2025-01-06 | -10.73 | 210 |
| Metric | 11379939:btcusd:triple_med_gx:lsma95_60 | 11379939:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 2.79% | 18.93% |
| Worst Week | -4.83% | -12.33% |
| Best Month | 3.64% | 37.42% |
| Worst Month | -4.83% | -17.69% |
| Best Year | -3.74% | 38.02% |
| Worst Year | -9.1% | 30.14% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 1.18% | 5.09% |
| Avg. Down Week | -2.14% | -4.87% |
| Avg. Up Month | 1.31% | 16.19% |
| Avg. Down Month | -2.96% | -8.96% |
| Win Days % | 47.53% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 37.93% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |