| Metric | 11397263:btcusd:triple_med_gx:lsma95_120 | 11397263:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 4.65% | 61.16% |
| Max Drawdown | -27.04% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.21 | 0.85 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.12 | 1.07 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 14.13 | 3.79 |
| Outlier Loss Ratio | 3.85 | 3.74 |
| Volatility (ann.) | 16.43% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.17 | 2.0 |
| Skew | -0.5 | 0.21 |
| Kurtosis | 22.88 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.35% | 3.74% |
| Expected Yearly % | 2.3% | 26.95% |
| Kelly Criterion | 0.58% | 3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.13% |
| Expected Shortfall (cVaR) | -1.41% | -2.13% |
| Year | 11397263:BTCUSD | 11397263:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.61 | 0.12 | - |
| 2025 | 16.76 | 0.04 | 0.00 | - |
| Metric | 11397263:btcusd:triple_med_gx:lsma95_120 | 11397263:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.52% | 31.46% |
| 6M | 3.6% | 12.77% |
| YTD | 0.04% | 16.76% |
| 1Y | 6.76% | 56.84% |
| 3Y (ann.) | 4.52% | 59.12% |
| 5Y (ann.) | 4.52% | 59.12% |
| Metric | 11397263:btcusd:triple_med_gx:lsma95_120 | 11397263:BTCUSD |
|---|---|---|
| Max Drawdown | -27.04% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -10.18% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | 0.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-01 | -27.04 | 176 |
| 2025-01-07 | 2025-06-11 | -24.61 | 155 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-06 | -7.45 | 20 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11397263:btcusd:triple_med_gx:lsma95_120 | 11397263:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 8.01% | 37.42% |
| Worst Month | -11.17% | -17.69% |
| Best Year | 4.61% | 38.02% |
| Worst Year | 0.04% | 16.76% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 3.14% | 5.36% |
| Avg. Down Week | -3.71% | -3.69% |
| Avg. Up Month | 4.46% | 13.54% |
| Avg. Down Month | -7.02% | -8.96% |
| Win Days % | 50.23% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 54.05% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |