| Metric | 11394465:btcusd:triple_med_gx:lsma95_110 | 11394465:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 11.09% | 61.16% |
| Max Drawdown | -3.17% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 1.0 | 0.85 |
| Payoff Ratio | 1.31 | 1.34 |
| Profit Factor | 1.62 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.1 | 0.76 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 119.04 | 2.6 |
| Outlier Loss Ratio | 2.68 | 2.17 |
| Volatility (ann.) | 4.33% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 3.4 | 2.0 |
| Skew | 2.48 | 0.21 |
| Kurtosis | 105.56 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.81% | 3.74% |
| Expected Yearly % | 5.4% | 26.95% |
| Kelly Criterion | 15.3% | 16.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11394465:BTCUSD | 11394465:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.19 | 0.22 | - |
| 2025 | 16.76 | 2.69 | 0.16 | - |
| Metric | 11394465:btcusd:triple_med_gx:lsma95_110 | 11394465:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.58% | 31.46% |
| 6M | 2.69% | 12.77% |
| YTD | 2.69% | 16.76% |
| 1Y | 10.34% | 56.84% |
| 3Y (ann.) | 10.78% | 59.12% |
| 5Y (ann.) | 10.78% | 59.12% |
| Metric | 11394465:btcusd:triple_med_gx:lsma95_110 | 11394465:BTCUSD |
|---|---|---|
| Max Drawdown | -3.17% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -1.24% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 3.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-02-06 | -3.17 | 147 |
| 2025-02-06 | 2025-04-11 | -2.56 | 63 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-08-05 | 2024-08-06 | -1.49 | 0 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-06 | 2024-09-09 | -1.19 | 33 |
| 2025-04-11 | 2025-06-11 | -0.72 | 60 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| Metric | 11394465:btcusd:triple_med_gx:lsma95_110 | 11394465:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 4.62% | 18.93% |
| Worst Week | -1.81% | -12.33% |
| Best Month | 4.58% | 37.42% |
| Worst Month | -1.81% | -17.69% |
| Best Year | 8.19% | 38.02% |
| Worst Year | 2.69% | 16.76% |
| Avg. Up Day | 1.06% | 1.08% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.1% | 7.34% |
| Avg. Down Week | -1.81% | -5.74% |
| Avg. Up Month | 4.56% | 10.73% |
| Avg. Down Month | -1.81% | -17.69% |
| Win Days % | 51.92% | 51.86% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |