| Metric | 11385555:btcusd:triple_med_gx:lsma95_80 | 11385555:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 11.25% | 61.52% |
| Max Drawdown | -4.77% | -29.51% |
| Sharpe | 0.62 | 0.59 |
| Sortino | 1.14 | 0.86 |
| Payoff Ratio | 1.34 | 1.29 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.98 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 99.87 | 2.54 |
| Outlier Loss Ratio | 3.51 | 2.32 |
| Volatility (ann.) | 4.36% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 2.29 | 2.02 |
| Skew | 5.59 | 0.21 |
| Kurtosis | 97.01 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.82% | 3.76% |
| Expected Yearly % | 5.48% | 27.09% |
| Kelly Criterion | 10.33% | 14.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11385555:BTCUSD | 11385555:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.56 | 0.30 | - |
| 2025 | 17.02 | -0.28 | -0.02 | - |
| Metric | 11385555:btcusd:triple_med_gx:lsma95_80 | 11385555:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.59% | 31.76% |
| 6M | -0.28% | 12.25% |
| YTD | -0.28% | 17.02% |
| 1Y | 11.25% | 57.19% |
| 3Y (ann.) | 10.94% | 59.47% |
| 5Y (ann.) | 10.94% | 59.47% |
| Metric | 11385555:btcusd:triple_med_gx:lsma95_80 | 11385555:BTCUSD |
|---|---|---|
| Max Drawdown | -4.77% | -29.51% |
| Longest DD Days | 178.0 | 144.0 |
| Avg. Drawdown | -1.69% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 2.36 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-06-11 | -4.77 | 85 |
| 2024-09-19 | 2025-03-17 | -3.48 | 178 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-07-15 | 2024-08-23 | -0.95 | 39 |
| 2024-08-25 | 2024-09-17 | -0.37 | 23 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11385555:btcusd:triple_med_gx:lsma95_80 | 11385555:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 7.77% | 18.93% |
| Worst Week | -3.36% | -12.33% |
| Best Month | 7.77% | 37.42% |
| Worst Month | -2.06% | -17.69% |
| Best Year | 11.56% | 38.02% |
| Worst Year | -0.28% | 17.02% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.68% | -0.72% |
| Avg. Up Week | 2.96% | 7.93% |
| Avg. Down Week | -0.82% | -5.24% |
| Avg. Up Month | 3.32% | 8.57% |
| Avg. Down Month | -0.0% | -2.09% |
| Win Days % | 48.65% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |