| Metric | 11385137:btcusd:triple_med_gx:lsma95_80 | 11385137:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 0.8% | 61.52% |
| Max Drawdown | -11.27% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.09 | 0.86 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 95.69 | 2.61 |
| Outlier Loss Ratio | 3.1 | 2.55 |
| Volatility (ann.) | 5.07% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.07 | 2.02 |
| Skew | 1.24 | 0.21 |
| Kurtosis | 84.08 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.06% | 3.76% |
| Expected Yearly % | 0.4% | 27.09% |
| Kelly Criterion | -2.21% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11385137:BTCUSD | 11385137:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.53 | 0.30 | - |
| 2025 | 17.02 | -9.62 | -0.56 | - |
| Metric | 11385137:btcusd:triple_med_gx:lsma95_80 | 11385137:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.08% | 31.76% |
| 6M | -5.8% | 12.25% |
| YTD | -9.62% | 17.02% |
| 1Y | 0.8% | 57.19% |
| 3Y (ann.) | 0.78% | 59.47% |
| 5Y (ann.) | 0.78% | 59.47% |
| Metric | 11385137:btcusd:triple_med_gx:lsma95_80 | 11385137:BTCUSD |
|---|---|---|
| Max Drawdown | -11.27% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -2.88% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.07 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -11.27 | 176 |
| 2024-07-02 | 2024-08-20 | -4.04 | 48 |
| 2024-08-31 | 2024-09-17 | -3.83 | 16 |
| 2024-09-17 | 2024-10-18 | -1.55 | 30 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-09 | 2024-11-09 | -0.52 | 0 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| Metric | 11385137:btcusd:triple_med_gx:lsma95_80 | 11385137:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.71% | 18.93% |
| Worst Week | -8.63% | -12.33% |
| Best Month | 4.71% | 37.42% |
| Worst Month | -8.63% | -17.69% |
| Best Year | 11.53% | 38.02% |
| Worst Year | -9.62% | 17.02% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 2.13% | 7.77% |
| Avg. Down Week | -4.23% | -6.11% |
| Avg. Up Month | 2.82% | 20.81% |
| Avg. Down Month | -1.36% | -2.09% |
| Win Days % | 45.98% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |