| Metric | 11399457:btcusd:triple_med_gx:lsma95_125 | 11399457:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 20.52% | 61.16% |
| Max Drawdown | -7.04% | -29.51% |
| Sharpe | 0.69 | 0.59 |
| Sortino | 1.14 | 0.85 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.45 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.93 | 0.7 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 57.22 | 2.85 |
| Outlier Loss Ratio | 3.07 | 2.63 |
| Volatility (ann.) | 6.94% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.83 | 2.0 |
| Skew | 2.18 | 0.21 |
| Kurtosis | 59.05 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.45% | 3.74% |
| Expected Yearly % | 9.78% | 26.95% |
| Kelly Criterion | 12.23% | 12.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11399457:BTCUSD | 11399457:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.74 | 0.57 | - |
| 2025 | 16.76 | -1.00 | -0.06 | - |
| Metric | 11399457:btcusd:triple_med_gx:lsma95_125 | 11399457:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.47% | 31.46% |
| 6M | -1.0% | 12.77% |
| YTD | -1.0% | 16.76% |
| 1Y | 20.51% | 56.84% |
| 3Y (ann.) | 19.92% | 59.12% |
| 5Y (ann.) | 19.92% | 59.12% |
| Metric | 11399457:btcusd:triple_med_gx:lsma95_125 | 11399457:BTCUSD |
|---|---|---|
| Max Drawdown | -7.04% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -1.81% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 2.92 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -7.04 | 188 |
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2024-09-14 | 2024-10-11 | -4.10 | 27 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-13 | 2024-12-04 | -1.81 | 52 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11399457:btcusd:triple_med_gx:lsma95_125 | 11399457:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.56% | 18.93% |
| Worst Week | -2.65% | -12.33% |
| Best Month | 9.72% | 37.42% |
| Worst Month | -2.65% | -17.69% |
| Best Year | 21.74% | 38.02% |
| Worst Year | -1.0% | 16.76% |
| Avg. Up Day | 1.03% | 1.04% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 2.96% | 5.23% |
| Avg. Down Week | -2.29% | -5.31% |
| Avg. Up Month | 4.35% | 10.79% |
| Avg. Down Month | -2.54% | -12.52% |
| Win Days % | 51.24% | 51.86% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |