| Metric | 11377293:btcusd:triple_med_gx:lsma95_50 | 11377293:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 16.2% | 79.62% |
| Max Drawdown | -11.76% | -29.51% |
| Sharpe | 0.47 | 0.65 |
| Sortino | 0.68 | 0.96 |
| Payoff Ratio | 1.05 | 0.92 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | 2.04 | 1.08 |
| CPC Index | 0.66 | 0.53 |
| Tail Ratio | 1.69 | 0.98 |
| Outlier Win Ratio | 42.06 | 3.06 |
| Outlier Loss Ratio | 3.74 | 2.89 |
| Volatility (ann.) | 7.7% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.22 | 2.33 |
| Skew | -1.24 | 0.2 |
| Kurtosis | 56.26 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.08% | 4.27% |
| Expected Yearly % | 7.8% | 34.02% |
| Kelly Criterion | 6.67% | -0.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11377293:BTCUSD | 11377293:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.98 | 0.13 | - |
| 2025 | 30.14 | 10.68 | 0.35 | - |
| Metric | 11377293:btcusd:triple_med_gx:lsma95_50 | 11377293:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 16.32% | 45.08% |
| 6M | 8.51% | 28.47% |
| YTD | 10.68% | 30.14% |
| 1Y | 18.21% | 105.13% |
| 3Y (ann.) | 14.37% | 68.87% |
| 5Y (ann.) | 14.37% | 68.87% |
| Metric | 11377293:btcusd:triple_med_gx:lsma95_50 | 11377293:BTCUSD |
|---|---|---|
| Max Drawdown | -11.76% | -29.51% |
| Longest DD Days | 101.0 | 144.0 |
| Avg. Drawdown | -2.54% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.38 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-04-29 | -11.76 | 94 |
| 2024-06-10 | 2024-09-19 | -7.35 | 100 |
| 2024-10-15 | 2025-01-24 | -6.86 | 101 |
| 2024-09-20 | 2024-09-26 | -1.74 | 6 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-04-29 | 2025-05-15 | -1.04 | 15 |
| 2025-06-15 | 2025-06-16 | -1.02 | 0 |
| 2025-06-16 | 2025-07-02 | -0.95 | 15 |
| 2024-09-26 | 2024-10-14 | -0.88 | 17 |
| Metric | 11377293:btcusd:triple_med_gx:lsma95_50 | 11377293:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -5.7% | -12.33% |
| Best Month | 10.55% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | 10.68% | 38.02% |
| Worst Year | 4.98% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.68% | -0.81% |
| Avg. Up Week | 2.83% | 5.11% |
| Avg. Down Week | -3.56% | -4.84% |
| Avg. Up Month | 3.55% | 13.64% |
| Avg. Down Month | -3.24% | -9.04% |
| Win Days % | 52.17% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 61.29% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |