| Metric | 11382057:btcusd:triple_med_gx:lsma95_70 | 11382057:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 6.09% | 61.52% |
| Max Drawdown | -14.98% | -29.51% |
| Sharpe | 0.23 | 0.59 |
| Sortino | 0.33 | 0.86 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 0.16 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 0.15 | 0.97 |
| Outlier Win Ratio | 52.82 | 2.91 |
| Outlier Loss Ratio | 3.38 | 2.9 |
| Volatility (ann.) | 7.38% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.4 | 2.02 |
| Skew | -0.0 | 0.21 |
| Kurtosis | 41.51 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.46% | 3.76% |
| Expected Yearly % | 3.0% | 27.09% |
| Kelly Criterion | -1.24% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11382057:BTCUSD | 11382057:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.13 | 0.56 | - |
| 2025 | 17.02 | -12.42 | -0.73 | - |
| Metric | 11382057:btcusd:triple_med_gx:lsma95_70 | 11382057:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.63% | 31.76% |
| 6M | -12.41% | 12.25% |
| YTD | -12.42% | 17.02% |
| 1Y | 6.09% | 57.19% |
| 3Y (ann.) | 5.92% | 59.47% |
| 5Y (ann.) | 5.92% | 59.47% |
| Metric | 11382057:btcusd:triple_med_gx:lsma95_70 | 11382057:BTCUSD |
|---|---|---|
| Max Drawdown | -14.98% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -2.58% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-06-11 | -14.98 | 179 |
| 2024-06-12 | 2024-08-23 | -7.60 | 72 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-22 | 2024-12-12 | -1.11 | 20 |
| 2024-10-25 | 2024-11-10 | -1.03 | 16 |
| 2024-09-23 | 2024-09-24 | -1.03 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-08-24 | 2024-08-30 | -0.44 | 6 |
| 2024-10-24 | 2024-10-24 | -0.29 | 0 |
| Metric | 11382057:btcusd:triple_med_gx:lsma95_70 | 11382057:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 8.94% | 18.93% |
| Worst Week | -6.08% | -12.33% |
| Best Month | 12.95% | 37.42% |
| Worst Month | -6.08% | -17.69% |
| Best Year | 21.13% | 38.02% |
| Worst Year | -12.42% | 17.02% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 2.77% | 8.52% |
| Avg. Down Week | -2.24% | -4.73% |
| Avg. Up Month | 4.34% | 14.57% |
| Avg. Down Month | -5.19% | -9.04% |
| Win Days % | 48.12% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 52.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |