| Metric | 11377404:btcusd:triple_med_gx:lsma95_50 | 11377404:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 14.93% | 79.62% |
| Max Drawdown | -12.33% | -29.51% |
| Sharpe | 0.44 | 0.65 |
| Sortino | 0.66 | 0.96 |
| Payoff Ratio | 0.96 | 0.9 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 2.44 | 1.08 |
| CPC Index | 0.58 | 0.52 |
| Tail Ratio | 2.09 | 0.98 |
| Outlier Win Ratio | 36.69 | 3.06 |
| Outlier Loss Ratio | 4.11 | 3.06 |
| Volatility (ann.) | 7.66% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.08 | 2.33 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 23.08 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.0% | 4.27% |
| Expected Yearly % | 7.21% | 34.02% |
| Kelly Criterion | 2.22% | -1.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11377404:BTCUSD | 11377404:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.68 | 0.25 | - |
| 2025 | 30.14 | 4.79 | 0.16 | - |
| Metric | 11377404:btcusd:triple_med_gx:lsma95_50 | 11377404:BTCUSD |
|---|---|---|
| MTD | -1.25% | 13.36% |
| 3M | 7.42% | 45.08% |
| 6M | 5.04% | 28.47% |
| YTD | 4.79% | 30.14% |
| 1Y | 19.11% | 105.13% |
| 3Y (ann.) | 13.26% | 68.87% |
| 5Y (ann.) | 13.26% | 68.87% |
| Metric | 11377404:btcusd:triple_med_gx:lsma95_50 | 11377404:BTCUSD |
|---|---|---|
| Max Drawdown | -12.33% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -2.66% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.21 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-04-22 | -12.33 | 106 |
| 2024-06-10 | 2024-10-22 | -7.44 | 133 |
| 2025-05-01 | 2025-07-14 | -5.27 | 73 |
| 2024-12-09 | 2024-12-16 | -4.15 | 7 |
| 2024-10-22 | 2024-11-07 | -2.84 | 16 |
| 2024-11-09 | 2024-11-19 | -1.88 | 10 |
| 2025-04-30 | 2025-05-01 | -1.16 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-12-08 | 2024-12-08 | -0.39 | 0 |
| Metric | 11377404:btcusd:triple_med_gx:lsma95_50 | 11377404:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.99% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 9.73% | 37.42% |
| Worst Month | -6.73% | -17.69% |
| Best Year | 9.68% | 38.02% |
| Worst Year | 4.79% | 30.14% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 2.88% | 6.14% |
| Avg. Down Week | -2.01% | -4.43% |
| Avg. Up Month | 5.01% | 16.18% |
| Avg. Down Month | -2.92% | -11.25% |
| Win Days % | 52.13% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 41.67% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |