| Metric | 11378482:btcusd:triple_med_gx:lsma95_55 | 11378482:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 11.91% | 79.62% |
| Max Drawdown | -13.83% | -29.51% |
| Sharpe | 0.39 | 0.65 |
| Sortino | 0.58 | 0.96 |
| Payoff Ratio | 1.01 | 0.98 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 2.37 | 1.08 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 2.05 | 0.98 |
| Outlier Win Ratio | 41.04 | 2.97 |
| Outlier Loss Ratio | 3.99 | 2.95 |
| Volatility (ann.) | 7.18% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.77 | 2.33 |
| Skew | 0.8 | 0.2 |
| Kurtosis | 27.97 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.81% | 4.27% |
| Expected Yearly % | 5.79% | 34.02% |
| Kelly Criterion | 1.34% | 2.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.07% |
| Expected Shortfall (cVaR) | -0.61% | -2.07% |
| Year | 11378482:BTCUSD | 11378482:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.23 | 0.30 | - |
| 2025 | 30.14 | 0.61 | 0.02 | - |
| Metric | 11378482:btcusd:triple_med_gx:lsma95_55 | 11378482:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 7.04% | 45.08% |
| 6M | 2.45% | 28.47% |
| YTD | 0.61% | 30.14% |
| 1Y | 10.74% | 105.13% |
| 3Y (ann.) | 10.59% | 68.87% |
| 5Y (ann.) | 10.59% | 68.87% |
| Metric | 11378482:btcusd:triple_med_gx:lsma95_55 | 11378482:BTCUSD |
|---|---|---|
| Max Drawdown | -13.83% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -3.61% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.86 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-04-22 | -13.83 | 127 |
| 2024-08-29 | 2024-11-20 | -6.10 | 82 |
| 2024-12-08 | 2024-12-16 | -5.46 | 7 |
| 2025-05-01 | 2025-07-14 | -4.55 | 73 |
| 2024-07-24 | 2024-08-20 | -3.78 | 26 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2025-04-23 | 2025-05-01 | -1.71 | 7 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-06-11 | 2024-06-11 | -0.30 | 0 |
| 2024-06-12 | 2024-06-12 | -0.12 | 0 |
| Metric | 11378482:btcusd:triple_med_gx:lsma95_55 | 11378482:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 9.77% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 8.9% | 37.42% |
| Worst Month | -9.33% | -17.69% |
| Best Year | 11.23% | 38.02% |
| Worst Year | 0.61% | 30.14% |
| Avg. Up Day | 0.7% | 0.73% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.9% | 7.46% |
| Avg. Down Week | -1.82% | -4.52% |
| Avg. Up Month | 4.79% | 18.38% |
| Avg. Down Month | -2.16% | -10.46% |
| Win Days % | 50.38% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |