| Metric | 11382224:btcusd:triple_med_gx:lsma95_70 | 11382224:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 14.28% | 61.52% |
| Max Drawdown | -12.0% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.74 | 0.86 |
| Payoff Ratio | 1.2 | 1.03 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 2.04 | 1.07 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.67 | 0.97 |
| Outlier Win Ratio | 46.39 | 3.0 |
| Outlier Loss Ratio | 4.29 | 2.78 |
| Volatility (ann.) | 7.08% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.16 | 2.02 |
| Skew | 0.67 | 0.21 |
| Kurtosis | 36.68 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.03% | 3.76% |
| Expected Yearly % | 6.9% | 27.09% |
| Kelly Criterion | 3.83% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11382224:BTCUSD | 11382224:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.36 | 0.40 | - |
| 2025 | 17.02 | -0.93 | -0.05 | - |
| Metric | 11382224:btcusd:triple_med_gx:lsma95_70 | 11382224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.02% | 31.76% |
| 6M | -3.06% | 12.25% |
| YTD | -0.93% | 17.02% |
| 1Y | 14.07% | 57.19% |
| 3Y (ann.) | 13.87% | 59.47% |
| 5Y (ann.) | 13.87% | 59.47% |
| Metric | 11382224:btcusd:triple_med_gx:lsma95_70 | 11382224:BTCUSD |
|---|---|---|
| Max Drawdown | -12.0% | -29.51% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -2.1% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 1.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-06-11 | -12.00 | 106 |
| 2024-12-19 | 2025-01-14 | -6.97 | 26 |
| 2024-07-01 | 2024-07-14 | -4.46 | 12 |
| 2025-01-26 | 2025-01-28 | -3.93 | 1 |
| 2024-06-14 | 2024-06-30 | -3.02 | 16 |
| 2024-08-25 | 2024-09-26 | -2.54 | 32 |
| 2024-07-27 | 2024-08-22 | -2.02 | 25 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-11-23 | 2024-12-13 | -1.73 | 20 |
| 2025-01-28 | 2025-02-20 | -1.62 | 23 |
| Metric | 11382224:btcusd:triple_med_gx:lsma95_70 | 11382224:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 6.71% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 7.39% | 37.42% |
| Worst Month | -6.36% | -17.69% |
| Best Year | 15.36% | 38.02% |
| Worst Year | -0.93% | 17.02% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.63% | -0.76% |
| Avg. Up Week | 4.05% | 7.33% |
| Avg. Down Week | -1.63% | -5.72% |
| Avg. Up Month | 3.41% | 13.8% |
| Avg. Down Month | -4.13% | -7.67% |
| Win Days % | 47.49% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |