| Metric | 11382001:btcusd:triple_med_gx:lsma95_70 | 11382001:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.37% | 61.52% |
| Max Drawdown | -12.51% | -29.51% |
| Sharpe | 0.62 | 0.59 |
| Sortino | 0.99 | 0.86 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | 0.36 | 1.07 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | 0.27 | 0.97 |
| Outlier Win Ratio | 55.02 | 2.91 |
| Outlier Loss Ratio | 3.88 | 2.76 |
| Volatility (ann.) | 6.65% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.35 | 2.02 |
| Skew | 1.86 | 0.21 |
| Kurtosis | 44.42 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.24% | 3.76% |
| Expected Yearly % | 8.34% | 27.09% |
| Kelly Criterion | 5.92% | 10.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11382001:BTCUSD | 11382001:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.93 | 0.66 | - |
| 2025 | 17.02 | -6.05 | -0.36 | - |
| Metric | 11382001:btcusd:triple_med_gx:lsma95_70 | 11382001:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.25% | 31.76% |
| 6M | -0.91% | 12.25% |
| YTD | -6.05% | 17.02% |
| 1Y | 17.37% | 57.19% |
| 3Y (ann.) | 16.87% | 59.47% |
| 5Y (ann.) | 16.87% | 59.47% |
| Metric | 11382001:btcusd:triple_med_gx:lsma95_70 | 11382001:BTCUSD |
|---|---|---|
| Max Drawdown | -12.51% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -1.66% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 1.39 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-06-11 | -12.51 | 136 |
| 2024-07-01 | 2024-08-20 | -5.19 | 50 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-24 | 2024-09-26 | -2.76 | 33 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-06 | 2024-11-07 | -1.33 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-11 | 2024-12-12 | -0.99 | 0 |
| 2024-09-28 | 2024-10-23 | -0.79 | 25 |
| Metric | 11382001:btcusd:triple_med_gx:lsma95_70 | 11382001:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 9.54% | 18.93% |
| Worst Week | -6.03% | -12.33% |
| Best Month | 8.39% | 37.42% |
| Worst Month | -4.76% | -17.69% |
| Best Year | 24.93% | 38.02% |
| Worst Year | -6.05% | 17.02% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.97% | 8.26% |
| Avg. Down Week | -2.15% | -5.42% |
| Avg. Up Month | 4.18% | 17.44% |
| Avg. Down Month | -2.68% | -9.89% |
| Win Days % | 48.72% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |