| Metric | 11383324:btcusd:triple_med_gx:lsma95_75 | 11383324:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 5.61% | 61.52% |
| Max Drawdown | -15.74% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.33 | 0.86 |
| Payoff Ratio | 0.89 | 0.81 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.46 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 68.22 | 2.79 |
| Outlier Loss Ratio | 2.84 | 2.68 |
| Volatility (ann.) | 6.34% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.35 | 2.02 |
| Skew | -1.15 | 0.21 |
| Kurtosis | 59.27 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.42% | 3.76% |
| Expected Yearly % | 2.76% | 27.09% |
| Kelly Criterion | 1.95% | -7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11383324:BTCUSD | 11383324:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.33 | 0.67 | - |
| 2025 | 17.02 | -15.74 | -0.92 | - |
| Metric | 11383324:btcusd:triple_med_gx:lsma95_75 | 11383324:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.67% | 31.76% |
| 6M | -13.84% | 12.25% |
| YTD | -15.74% | 17.02% |
| 1Y | 5.61% | 57.19% |
| 3Y (ann.) | 5.45% | 59.47% |
| 5Y (ann.) | 5.45% | 59.47% |
| Metric | 11383324:btcusd:triple_med_gx:lsma95_75 | 11383324:BTCUSD |
|---|---|---|
| Max Drawdown | -15.74% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.61% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.36 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-06-11 | -15.74 | 144 |
| 2024-06-12 | 2024-07-25 | -2.52 | 43 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-10-25 | 2024-11-20 | -1.59 | 26 |
| 2024-11-22 | 2024-12-15 | -1.08 | 22 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-24 | 2024-09-24 | -0.38 | 31 |
| 2024-08-20 | 2024-08-21 | -0.23 | 0 |
| 2024-10-24 | 2024-10-24 | -0.18 | 0 |
| Metric | 11383324:btcusd:triple_med_gx:lsma95_75 | 11383324:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 8.34% | 18.93% |
| Worst Week | -6.08% | -12.33% |
| Best Month | 8.13% | 37.42% |
| Worst Month | -6.08% | -17.69% |
| Best Year | 25.33% | 38.02% |
| Worst Year | -15.74% | 17.02% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.9% | -1.02% |
| Avg. Up Week | 4.65% | 7.73% |
| Avg. Down Week | -2.31% | -5.19% |
| Avg. Up Month | 3.82% | 14.69% |
| Avg. Down Month | -4.07% | -9.04% |
| Win Days % | 53.72% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 35.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |