| Metric | 11396490:btcusd:triple_med_gx:lsma95_120 | 11396490:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 1.2% | 61.16% |
| Max Drawdown | -7.61% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.12 | 0.85 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.53 | 0.68 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 78.35 | 2.85 |
| Outlier Loss Ratio | 4.21 | 2.69 |
| Volatility (ann.) | 5.56% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.15 | 2.0 |
| Skew | 1.11 | 0.21 |
| Kurtosis | 56.26 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.09% | 3.74% |
| Expected Yearly % | 0.6% | 26.95% |
| Kelly Criterion | -5.29% | 11.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11396490:BTCUSD | 11396490:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.77 | 0.15 | - |
| 2025 | 16.76 | -4.33 | -0.26 | - |
| Metric | 11396490:btcusd:triple_med_gx:lsma95_120 | 11396490:BTCUSD |
|---|---|---|
| MTD | -1.76% | 4.16% |
| 3M | -2.69% | 31.46% |
| 6M | -1.1% | 12.77% |
| YTD | -4.33% | 16.76% |
| 1Y | 4.58% | 56.84% |
| 3Y (ann.) | 1.17% | 59.12% |
| 5Y (ann.) | 1.17% | 59.12% |
| Metric | 11396490:btcusd:triple_med_gx:lsma95_120 | 11396490:BTCUSD |
|---|---|---|
| Max Drawdown | -7.61% | -29.51% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -2.28% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.16 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -7.61 | 116 |
| 2024-06-07 | 2024-10-14 | -7.11 | 128 |
| 2024-12-09 | 2025-01-03 | -4.95 | 25 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2024-11-06 | 2024-11-07 | -1.33 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-12-08 | 2024-12-08 | -0.53 | 0 |
| 2025-01-04 | 2025-02-12 | -0.40 | 39 |
| 2024-11-08 | 2024-12-07 | -0.20 | 28 |
| 2024-11-03 | 2024-11-03 | -0.18 | 0 |
| Metric | 11396490:btcusd:triple_med_gx:lsma95_120 | 11396490:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -3.01% | -9.32% |
| Best Week | 4.62% | 18.93% |
| Worst Week | -3.77% | -12.33% |
| Best Month | 4.62% | 37.42% |
| Worst Month | -5.8% | -17.69% |
| Best Year | 5.77% | 38.02% |
| Worst Year | -4.33% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.65% | -0.67% |
| Avg. Up Week | 1.84% | 6.95% |
| Avg. Down Week | -0.82% | -3.82% |
| Avg. Up Month | 1.9% | 15.29% |
| Avg. Down Month | -4.85% | -4.72% |
| Win Days % | 42.75% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |