| Metric | 11381282:btcusd:triple_med_gx:lsma95_65 | 11381282:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 9.84% | 61.52% |
| Max Drawdown | -9.84% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.6 | 0.86 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.72 | 0.71 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 59.26 | 2.9 |
| Outlier Loss Ratio | 3.72 | 2.66 |
| Volatility (ann.) | 6.47% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.97 | 2.02 |
| Skew | 1.1 | 0.21 |
| Kurtosis | 49.26 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.72% | 3.76% |
| Expected Yearly % | 4.8% | 27.09% |
| Kelly Criterion | 5.66% | 13.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11381282:BTCUSD | 11381282:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.17 | 0.35 | - |
| 2025 | 17.02 | -2.95 | -0.17 | - |
| Metric | 11381282:btcusd:triple_med_gx:lsma95_65 | 11381282:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.3% | 31.76% |
| 6M | -1.05% | 12.25% |
| YTD | -2.95% | 17.02% |
| 1Y | 9.84% | 57.19% |
| 3Y (ann.) | 9.56% | 59.47% |
| 5Y (ann.) | 9.56% | 59.47% |
| Metric | 11381282:btcusd:triple_med_gx:lsma95_65 | 11381282:BTCUSD |
|---|---|---|
| Max Drawdown | -9.84% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.42% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -9.84 | 155 |
| 2024-08-20 | 2024-11-10 | -7.06 | 81 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-12-17 | 2025-01-06 | -1.65 | 19 |
| 2024-07-10 | 2024-08-18 | -1.27 | 39 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-07-08 | 2024-07-09 | -0.18 | 0 |
| 2024-12-16 | 2024-12-16 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381282:btcusd:triple_med_gx:lsma95_65 | 11381282:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -4.19% | -12.33% |
| Best Month | 6.06% | 37.42% |
| Worst Month | -4.19% | -17.69% |
| Best Year | 13.17% | 38.02% |
| Worst Year | -2.95% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 2.35% | 9.05% |
| Avg. Down Week | -2.35% | -3.11% |
| Avg. Up Month | 2.82% | 14.69% |
| Avg. Down Month | -0.61% | -8.73% |
| Win Days % | 47.1% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |