| Metric | 11377348:btcusd:triple_med_gx:lsma95_50 | 11377348:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 8.3% | 79.62% |
| Max Drawdown | -12.15% | -29.51% |
| Sharpe | 0.26 | 0.65 |
| Sortino | 0.37 | 0.96 |
| Payoff Ratio | 0.93 | 0.94 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 2.02 | 1.08 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 1.82 | 0.98 |
| Outlier Win Ratio | 40.2 | 3.03 |
| Outlier Loss Ratio | 3.83 | 3.05 |
| Volatility (ann.) | 7.97% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.61 | 2.33 |
| Skew | -1.32 | 0.2 |
| Kurtosis | 50.48 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.57% | 4.27% |
| Expected Yearly % | 4.07% | 34.02% |
| Kelly Criterion | -2.06% | 0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11377348:BTCUSD | 11377348:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.44 | 0.12 | - |
| 2025 | 30.14 | 3.70 | 0.12 | - |
| Metric | 11377348:btcusd:triple_med_gx:lsma95_50 | 11377348:BTCUSD |
|---|---|---|
| MTD | -0.48% | 13.36% |
| 3M | 6.5% | 45.08% |
| 6M | 1.19% | 28.47% |
| YTD | 3.7% | 30.14% |
| 1Y | 10.84% | 105.13% |
| 3Y (ann.) | 7.39% | 68.87% |
| 5Y (ann.) | 7.39% | 68.87% |
| Metric | 11377348:btcusd:triple_med_gx:lsma95_50 | 11377348:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -4.37% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.68 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-04-22 | -12.15 | 88 |
| 2024-06-10 | 2024-09-19 | -7.48 | 100 |
| 2024-12-09 | 2025-01-10 | -5.80 | 32 |
| 2024-10-15 | 2024-12-08 | -4.97 | 54 |
| 2025-06-16 | 2025-07-14 | -4.44 | 27 |
| 2024-09-20 | 2024-10-14 | -2.06 | 23 |
| 2025-04-23 | 2025-06-16 | -2.04 | 54 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-01-10 | 2025-01-23 | -1.56 | 12 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11377348:btcusd:triple_med_gx:lsma95_50 | 11377348:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 8.86% | 37.42% |
| Worst Month | -3.49% | -17.69% |
| Best Year | 4.44% | 38.02% |
| Worst Year | 3.7% | 30.14% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 3.17% | 6.88% |
| Avg. Down Week | -2.9% | -4.11% |
| Avg. Up Month | 3.81% | 15.9% |
| Avg. Down Month | -1.84% | -7.59% |
| Win Days % | 50.93% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 45.71% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |