| Metric | 11381159:btcusd:triple_med_gx:lsma95_65 | 11381159:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -1.9% | 61.52% |
| Max Drawdown | -12.67% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.04 | 0.86 |
| Payoff Ratio | 0.94 | 0.88 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.45 | 0.5 |
| Tail Ratio | 1.15 | 0.97 |
| Outlier Win Ratio | 51.59 | 2.9 |
| Outlier Loss Ratio | 3.61 | 2.75 |
| Volatility (ann.) | 7.06% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.15 | 2.02 |
| Skew | -3.57 | 0.21 |
| Kurtosis | 74.26 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.15% | 3.76% |
| Expected Yearly % | -0.96% | 27.09% |
| Kelly Criterion | -5.34% | -2.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11381159:BTCUSD | 11381159:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.82 | 0.05 | - |
| 2025 | 17.02 | -3.66 | -0.22 | - |
| Metric | 11381159:btcusd:triple_med_gx:lsma95_65 | 11381159:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.21% | 31.76% |
| 6M | -0.93% | 12.25% |
| YTD | -3.66% | 17.02% |
| 1Y | -1.9% | 57.19% |
| 3Y (ann.) | -1.85% | 59.47% |
| 5Y (ann.) | -1.85% | 59.47% |
| Metric | 11381159:btcusd:triple_med_gx:lsma95_65 | 11381159:BTCUSD |
|---|---|---|
| Max Drawdown | -12.67% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -4.13% | -4.82% |
| Avg. Drawdown Days | 69.0 | 14.0 |
| Recovery Factor | -0.15 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -12.67 | 155 |
| 2024-06-11 | 2024-12-15 | -6.46 | 187 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2025-01-04 | 2025-01-05 | -0.42 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11381159:btcusd:triple_med_gx:lsma95_65 | 11381159:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 2.79% | 18.93% |
| Worst Week | -6.24% | -12.33% |
| Best Month | 4.06% | 37.42% |
| Worst Month | -4.96% | -17.69% |
| Best Year | 1.82% | 38.02% |
| Worst Year | -3.66% | 17.02% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 1.22% | 5.05% |
| Avg. Down Week | -2.48% | -5.97% |
| Avg. Up Month | 2.12% | 17.14% |
| Avg. Down Month | -2.73% | -11.25% |
| Win Days % | 49.04% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 56.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |