| Metric | 11397096:btcusd:triple_med_gx:lsma95_120 | 11397096:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 2.2% | 61.16% |
| Max Drawdown | -32.82% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.85 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 13.86 | 3.82 |
| Outlier Loss Ratio | 3.83 | 3.68 |
| Volatility (ann.) | 17.38% | 25.19% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.07 | 2.0 |
| Skew | 0.74 | 0.21 |
| Kurtosis | 28.79 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.17% | 3.74% |
| Expected Yearly % | 1.09% | 26.95% |
| Kelly Criterion | -0.37% | 5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.13% |
| Expected Shortfall (cVaR) | -1.49% | -2.13% |
| Year | 11397096:BTCUSD | 11397096:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.89 | -0.10 | - |
| 2025 | 16.76 | 6.33 | 0.38 | - |
| Metric | 11397096:btcusd:triple_med_gx:lsma95_120 | 11397096:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.85% | 31.46% |
| 6M | 9.94% | 12.77% |
| YTD | 6.33% | 16.76% |
| 1Y | 4.6% | 56.84% |
| 3Y (ann.) | 2.14% | 59.12% |
| 5Y (ann.) | 2.14% | 59.12% |
| Metric | 11397096:btcusd:triple_med_gx:lsma95_120 | 11397096:BTCUSD |
|---|---|---|
| Max Drawdown | -32.82% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -8.24% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.07 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-24 | -32.82 | 200 |
| 2025-03-03 | 2025-06-11 | -17.87 | 100 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-01-07 | 2025-03-02 | -5.56 | 54 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11397096:btcusd:triple_med_gx:lsma95_120 | 11397096:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.13% | -12.33% |
| Best Month | 9.87% | 37.42% |
| Worst Month | -14.5% | -17.69% |
| Best Year | 6.33% | 38.02% |
| Worst Year | -3.89% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.87% | -0.87% |
| Avg. Up Week | 3.79% | 3.99% |
| Avg. Down Week | -3.28% | -4.16% |
| Avg. Up Month | 5.54% | 13.94% |
| Avg. Down Month | -7.21% | -8.96% |
| Win Days % | 48.53% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |