| Metric | 11380673:btcusd:triple_med_gx:lsma95_65 | 11380673:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 1.46% | 79.62% |
| Max Drawdown | -12.74% | -29.51% |
| Sharpe | 0.08 | 0.65 |
| Sortino | 0.12 | 0.96 |
| Payoff Ratio | 0.96 | 0.77 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 0.36 | 1.08 |
| CPC Index | 0.5 | 0.45 |
| Tail Ratio | 0.35 | 0.98 |
| Outlier Win Ratio | 67.22 | 2.8 |
| Outlier Loss Ratio | 3.79 | 2.76 |
| Volatility (ann.) | 5.83% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.1 | 2.33 |
| Skew | -0.65 | 0.2 |
| Kurtosis | 50.37 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.1% | 4.27% |
| Expected Yearly % | 0.73% | 34.02% |
| Kelly Criterion | -2.1% | -10.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.07% |
| Expected Shortfall (cVaR) | -0.5% | -2.07% |
| Year | 11380673:BTCUSD | 11380673:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.39 | 0.04 | - |
| 2025 | 30.14 | 0.07 | 0.00 | - |
| Metric | 11380673:btcusd:triple_med_gx:lsma95_65 | 11380673:BTCUSD |
|---|---|---|
| MTD | -0.98% | 13.36% |
| 3M | 10.18% | 45.08% |
| 6M | -0.35% | 28.47% |
| YTD | 0.07% | 30.14% |
| 1Y | 2.4% | 105.13% |
| 3Y (ann.) | 1.31% | 68.87% |
| 5Y (ann.) | 1.31% | 68.87% |
| Metric | 11380673:btcusd:triple_med_gx:lsma95_65 | 11380673:BTCUSD |
|---|---|---|
| Max Drawdown | -12.74% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -5.05% | -4.58% |
| Avg. Drawdown Days | 79.0 | 14.0 |
| Recovery Factor | 0.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -12.74 | 170 |
| 2024-06-11 | 2024-08-22 | -4.74 | 72 |
| 2024-09-26 | 2025-01-10 | -4.23 | 105 |
| 2024-08-22 | 2024-09-26 | -2.10 | 34 |
| 2025-01-10 | 2025-01-24 | -1.45 | 13 |
| Metric | 11380673:btcusd:triple_med_gx:lsma95_65 | 11380673:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -8.01% | -12.33% |
| Best Month | 10.19% | 37.42% |
| Worst Month | -6.07% | -17.69% |
| Best Year | 1.39% | 38.02% |
| Worst Year | 0.07% | 30.14% |
| Avg. Up Day | 0.64% | 0.66% |
| Avg. Down Day | -0.66% | -0.85% |
| Avg. Up Week | 2.72% | 5.58% |
| Avg. Down Week | -3.04% | -5.1% |
| Avg. Up Month | 4.02% | 15.32% |
| Avg. Down Month | -3.34% | -9.04% |
| Win Days % | 50.0% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |