| Metric | 11381834:btcusd:triple_med_gx:lsma95_70 | 11381834:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 1.95% | 61.52% |
| Max Drawdown | -7.37% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 1.02 | 0.94 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 84.18 | 2.67 |
| Outlier Loss Ratio | 3.74 | 2.68 |
| Volatility (ann.) | 5.13% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.26 | 2.02 |
| Skew | 0.69 | 0.21 |
| Kurtosis | 55.2 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.15% | 3.76% |
| Expected Yearly % | 0.97% | 27.09% |
| Kelly Criterion | -4.84% | 0.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11381834:BTCUSD | 11381834:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.33 | -0.09 | - |
| 2025 | 17.02 | 5.47 | 0.32 | - |
| Metric | 11381834:btcusd:triple_med_gx:lsma95_70 | 11381834:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.47% | 31.76% |
| 6M | 6.12% | 12.25% |
| YTD | 5.47% | 17.02% |
| 1Y | 1.47% | 57.19% |
| 3Y (ann.) | 1.9% | 59.47% |
| 5Y (ann.) | 1.9% | 59.47% |
| Metric | 11381834:btcusd:triple_med_gx:lsma95_70 | 11381834:BTCUSD |
|---|---|---|
| Max Drawdown | -7.37% | -29.51% |
| Longest DD Days | 198.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.82% |
| Avg. Drawdown Days | 82.0 | 14.0 |
| Recovery Factor | 0.27 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-01-24 | -7.37 | 198 |
| 2025-01-24 | 2025-04-22 | -7.21 | 87 |
| 2025-04-29 | 2025-06-11 | -1.57 | 42 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| Metric | 11381834:btcusd:triple_med_gx:lsma95_70 | 11381834:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -5.48% | -12.33% |
| Best Month | 5.65% | 37.42% |
| Worst Month | -7.2% | -17.69% |
| Best Year | 5.47% | 38.02% |
| Worst Year | -3.33% | 17.02% |
| Avg. Up Day | 0.75% | 0.79% |
| Avg. Down Day | -0.73% | -0.84% |
| Avg. Up Week | 2.11% | 5.69% |
| Avg. Down Week | -1.71% | -2.5% |
| Avg. Up Month | 2.83% | 20.88% |
| Avg. Down Month | -1.46% | -2.09% |
| Win Days % | 46.96% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 52.17% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |