| Metric | 11385226:btcusd:triple_med_gx:lsma95_80 | 11385226:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 3.74% | 61.52% |
| Max Drawdown | -9.73% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.32 | 0.86 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 102.01 | 2.52 |
| Outlier Loss Ratio | 3.39 | 2.35 |
| Volatility (ann.) | 4.85% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.37 | 2.02 |
| Skew | 1.45 | 0.21 |
| Kurtosis | 96.48 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.28% | 3.76% |
| Expected Yearly % | 1.85% | 27.09% |
| Kelly Criterion | 1.66% | 14.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11385226:BTCUSD | 11385226:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.78 | 0.34 | - |
| 2025 | 17.02 | -8.01 | -0.47 | - |
| Metric | 11385226:btcusd:triple_med_gx:lsma95_80 | 11385226:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.14% | 31.76% |
| 6M | -8.31% | 12.25% |
| YTD | -8.01% | 17.02% |
| 1Y | 3.74% | 57.19% |
| 3Y (ann.) | 3.64% | 59.47% |
| 5Y (ann.) | 3.64% | 59.47% |
| Metric | 11385226:btcusd:triple_med_gx:lsma95_80 | 11385226:BTCUSD |
|---|---|---|
| Max Drawdown | -9.73% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.13% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.38 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -9.73 | 175 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-18 | 2024-11-10 | -1.22 | 22 |
| 2024-11-10 | 2024-12-17 | -0.36 | 36 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| 2024-10-18 | 2024-10-18 | -0.18 | 0 |
| 2024-12-17 | 2024-12-17 | -0.01 | 0 |
| Metric | 11385226:btcusd:triple_med_gx:lsma95_80 | 11385226:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 5.97% | 37.42% |
| Worst Month | -6.09% | -17.69% |
| Best Year | 12.78% | 38.02% |
| Worst Year | -8.01% | 17.02% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 2.6% | 8.58% |
| Avg. Down Week | -2.2% | -3.28% |
| Avg. Up Month | 2.87% | 17.44% |
| Avg. Down Month | -0.7% | -2.66% |
| Win Days % | 43.9% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |