| Metric | 11378371:btcusd:triple_med_gx:lsma95_55 | 11378371:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 9.08% | 79.62% |
| Max Drawdown | -11.33% | -29.51% |
| Sharpe | 0.29 | 0.65 |
| Sortino | 0.4 | 0.96 |
| Payoff Ratio | 0.92 | 0.88 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 1.75 | 1.08 |
| CPC Index | 0.54 | 0.51 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 45.71 | 2.97 |
| Outlier Loss Ratio | 3.62 | 2.89 |
| Volatility (ann.) | 7.62% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.71 | 2.33 |
| Skew | -1.74 | 0.2 |
| Kurtosis | 61.61 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.62% | 4.27% |
| Expected Yearly % | 4.44% | 34.02% |
| Kelly Criterion | -0.93% | -2.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11378371:BTCUSD | 11378371:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.24 | -0.01 | - |
| 2025 | 30.14 | 9.35 | 0.31 | - |
| Metric | 11378371:btcusd:triple_med_gx:lsma95_55 | 11378371:BTCUSD |
|---|---|---|
| MTD | 1.09% | 13.36% |
| 3M | 12.03% | 45.08% |
| 6M | 7.8% | 28.47% |
| YTD | 9.35% | 30.14% |
| 1Y | 13.12% | 105.13% |
| 3Y (ann.) | 8.09% | 68.87% |
| 5Y (ann.) | 8.09% | 68.87% |
| Metric | 11378371:btcusd:triple_med_gx:lsma95_55 | 11378371:BTCUSD |
|---|---|---|
| Max Drawdown | -11.33% | -29.51% |
| Longest DD Days | 108.0 | 144.0 |
| Avg. Drawdown | -3.38% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.8 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-21 | 2025-04-22 | -11.33 | 60 |
| 2024-06-10 | 2024-09-26 | -8.60 | 108 |
| 2024-09-26 | 2025-01-10 | -4.98 | 105 |
| 2025-01-24 | 2025-02-20 | -4.07 | 27 |
| 2025-01-10 | 2025-01-23 | -2.00 | 12 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-23 | 2025-06-16 | -1.49 | 54 |
| 2025-06-16 | 2025-07-02 | -0.95 | 15 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| Metric | 11378371:btcusd:triple_med_gx:lsma95_55 | 11378371:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -4.92% | -12.33% |
| Best Month | 9.97% | 37.42% |
| Worst Month | -4.92% | -17.69% |
| Best Year | 9.35% | 38.02% |
| Worst Year | -0.24% | 30.14% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 3.64% | 5.01% |
| Avg. Down Week | -3.21% | -4.84% |
| Avg. Up Month | 3.65% | 14.06% |
| Avg. Down Month | -2.82% | -9.04% |
| Win Days % | 51.72% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |