| Metric | 11397808:btcusd:triple_med_gx:lsma95_125 | 11397808:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 1.83% | 61.16% |
| Max Drawdown | -9.54% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.16 | 0.85 |
| Payoff Ratio | 1.52 | 1.31 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.6 | 0.74 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 80.36 | 2.72 |
| Outlier Loss Ratio | 4.02 | 2.51 |
| Volatility (ann.) | 5.76% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.19 | 2.0 |
| Skew | 0.91 | 0.21 |
| Kurtosis | 82.15 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.14% | 3.74% |
| Expected Yearly % | 0.91% | 26.95% |
| Kelly Criterion | -3.85% | 15.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11397808:BTCUSD | 11397808:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.70 | -0.07 | - |
| 2025 | 16.76 | 4.65 | 0.28 | - |
| Metric | 11397808:btcusd:triple_med_gx:lsma95_125 | 11397808:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.16% |
| 3M | 5.92% | 31.46% |
| 6M | 2.48% | 12.77% |
| YTD | 4.65% | 16.76% |
| 1Y | 2.7% | 56.84% |
| 3Y (ann.) | 1.78% | 59.12% |
| 5Y (ann.) | 1.78% | 59.12% |
| Metric | 11397808:btcusd:triple_med_gx:lsma95_125 | 11397808:BTCUSD |
|---|---|---|
| Max Drawdown | -9.54% | -29.51% |
| Longest DD Days | 242.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.82% |
| Avg. Drawdown Days | 55.0 | 14.0 |
| Recovery Factor | 0.19 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-12 | 2025-06-11 | -9.54 | 242 |
| 2024-06-05 | 2024-06-30 | -3.13 | 25 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-07-09 | 2024-08-12 | -1.66 | 34 |
| 2024-08-13 | 2024-09-10 | -0.97 | 28 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| Metric | 11397808:btcusd:triple_med_gx:lsma95_125 | 11397808:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.49% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 5.49% | 37.42% |
| Worst Month | -6.41% | -17.69% |
| Best Year | 4.65% | 38.02% |
| Worst Year | -2.7% | 16.76% |
| Avg. Up Day | 0.97% | 1.01% |
| Avg. Down Day | -0.64% | -0.77% |
| Avg. Up Week | 1.25% | 4.57% |
| Avg. Down Week | -2.08% | -3.72% |
| Avg. Up Month | 1.99% | 7.69% |
| Avg. Down Month | -3.12% | -7.67% |
| Win Days % | 37.29% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |