| Metric | 11402935:btcusd:triple_med_gx:lsma95_135 | 11402935:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 31.25% | 61.16% |
| Max Drawdown | -6.31% | -29.51% |
| Sharpe | 0.87 | 0.59 |
| Sortino | 1.52 | 0.85 |
| Payoff Ratio | 1.29 | 1.28 |
| Profit Factor | 1.52 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 1.02 | 0.73 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 46.06 | 3.03 |
| Outlier Loss Ratio | 3.08 | 2.73 |
| Volatility (ann.) | 7.93% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 4.8 | 2.0 |
| Skew | 2.51 | 0.21 |
| Kurtosis | 44.19 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.11% | 3.74% |
| Expected Yearly % | 14.57% | 26.95% |
| Kelly Criterion | 14.85% | 14.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11402935:BTCUSD | 11402935:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.33 | 0.61 | - |
| 2025 | 16.76 | 6.42 | 0.38 | - |
| Metric | 11402935:btcusd:triple_med_gx:lsma95_135 | 11402935:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.78% | 31.46% |
| 6M | 6.42% | 12.77% |
| YTD | 6.42% | 16.76% |
| 1Y | 31.25% | 56.84% |
| 3Y (ann.) | 30.31% | 59.12% |
| 5Y (ann.) | 30.31% | 59.12% |
| Metric | 11402935:btcusd:triple_med_gx:lsma95_135 | 11402935:BTCUSD |
|---|---|---|
| Max Drawdown | -6.31% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -1.84% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 4.96 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-14 | 2024-10-14 | -6.31 | 30 |
| 2024-12-05 | 2025-05-21 | -5.45 | 167 |
| 2024-06-10 | 2024-08-07 | -4.83 | 57 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-08-09 | 2024-09-09 | -2.50 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11402935:btcusd:triple_med_gx:lsma95_135 | 11402935:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -3.93% | -12.33% |
| Best Month | 11.35% | 37.42% |
| Worst Month | -3.93% | -17.69% |
| Best Year | 23.33% | 38.02% |
| Worst Year | 6.42% | 16.76% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 4.1% | 4.97% |
| Avg. Down Week | -2.05% | -4.62% |
| Avg. Up Month | 4.59% | 10.87% |
| Avg. Down Month | -2.59% | -12.52% |
| Win Days % | 52.03% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 61.54% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |