| Metric | 11382113:btcusd:triple_med_gx:lsma95_70 | 11382113:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -4.23% | 61.52% |
| Max Drawdown | -22.84% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.15 | 0.86 |
| Payoff Ratio | 1.0 | 0.96 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 0.17 | 1.07 |
| CPC Index | 0.44 | 0.55 |
| Tail Ratio | 0.18 | 0.97 |
| Outlier Win Ratio | 57.35 | 2.9 |
| Outlier Loss Ratio | 3.42 | 2.8 |
| Volatility (ann.) | 7.18% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.18 | 2.02 |
| Skew | -1.42 | 0.21 |
| Kurtosis | 49.45 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.33% | 3.76% |
| Expected Yearly % | -2.14% | 27.09% |
| Kelly Criterion | -6.82% | 1.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11382113:BTCUSD | 11382113:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.22 | 0.32 | - |
| 2025 | 17.02 | -14.66 | -0.86 | - |
| Metric | 11382113:btcusd:triple_med_gx:lsma95_70 | 11382113:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.47% | 31.76% |
| 6M | -20.25% | 12.25% |
| YTD | -14.66% | 17.02% |
| 1Y | -4.23% | 57.19% |
| 3Y (ann.) | -4.12% | 59.47% |
| 5Y (ann.) | -4.12% | 59.47% |
| Metric | 11382113:btcusd:triple_med_gx:lsma95_70 | 11382113:BTCUSD |
|---|---|---|
| Max Drawdown | -22.84% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -3.33% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | -0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-06-11 | -22.84 | 179 |
| 2024-06-12 | 2024-07-25 | -3.90 | 43 |
| 2024-07-27 | 2024-08-21 | -2.89 | 25 |
| 2024-10-25 | 2024-11-20 | -2.40 | 26 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-23 | 2024-12-13 | -1.77 | 20 |
| 2024-09-23 | 2024-09-24 | -1.03 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-24 | 2024-08-30 | -0.38 | 6 |
| Metric | 11382113:btcusd:triple_med_gx:lsma95_70 | 11382113:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 7.78% | 18.93% |
| Worst Week | -7.08% | -12.33% |
| Best Month | 7.43% | 37.42% |
| Worst Month | -7.08% | -17.69% |
| Best Year | 12.22% | 38.02% |
| Worst Year | -14.66% | 17.02% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 2.99% | 6.31% |
| Avg. Down Week | -2.69% | -4.7% |
| Avg. Up Month | 3.8% | 14.62% |
| Avg. Down Month | -4.84% | -7.59% |
| Win Days % | 46.55% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |