| Metric | 11378539:btcusd:triple_med_gx:lsma95_55 | 11378539:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 25.96% | 79.62% |
| Max Drawdown | -12.03% | -29.51% |
| Sharpe | 0.67 | 0.65 |
| Sortino | 1.02 | 0.96 |
| Payoff Ratio | 1.11 | 1.0 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 2.94 | 1.08 |
| CPC Index | 0.72 | 0.58 |
| Tail Ratio | 2.31 | 0.98 |
| Outlier Win Ratio | 34.06 | 3.06 |
| Outlier Loss Ratio | 3.78 | 2.84 |
| Volatility (ann.) | 8.16% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.91 | 2.33 |
| Skew | 0.42 | 0.2 |
| Kurtosis | 27.65 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.66% | 4.27% |
| Expected Yearly % | 12.23% | 34.02% |
| Kelly Criterion | 6.41% | 3.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11378539:BTCUSD | 11378539:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.12 | 0.56 | - |
| 2025 | 30.14 | 3.99 | 0.13 | - |
| Metric | 11378539:btcusd:triple_med_gx:lsma95_55 | 11378539:BTCUSD |
|---|---|---|
| MTD | -0.03% | 13.36% |
| 3M | 11.43% | 45.08% |
| 6M | 3.76% | 28.47% |
| YTD | 3.99% | 30.14% |
| 1Y | 27.26% | 105.13% |
| 3Y (ann.) | 22.93% | 68.87% |
| 5Y (ann.) | 22.93% | 68.87% |
| Metric | 11378539:btcusd:triple_med_gx:lsma95_55 | 11378539:BTCUSD |
|---|---|---|
| Max Drawdown | -12.03% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -2.14% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.16 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-04-22 | -12.03 | 86 |
| 2024-06-12 | 2024-08-29 | -8.53 | 77 |
| 2024-11-22 | 2025-01-06 | -5.37 | 44 |
| 2024-08-29 | 2024-10-24 | -3.96 | 56 |
| 2025-05-19 | 2025-07-14 | -3.57 | 56 |
| 2025-05-02 | 2025-05-18 | -1.91 | 16 |
| 2025-04-23 | 2025-05-01 | -1.41 | 7 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-17 | 2024-11-18 | -1.05 | 1 |
| Metric | 11378539:btcusd:triple_med_gx:lsma95_55 | 11378539:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 8.94% | 18.93% |
| Worst Week | -5.09% | -12.33% |
| Best Month | 16.19% | 37.42% |
| Worst Month | -7.18% | -17.69% |
| Best Year | 21.12% | 38.02% |
| Worst Year | 3.99% | 30.14% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.7% | -0.8% |
| Avg. Up Week | 3.24% | 7.84% |
| Avg. Down Week | -1.86% | -4.53% |
| Avg. Up Month | 4.07% | 12.34% |
| Avg. Down Month | -2.62% | -9.42% |
| Win Days % | 50.68% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 53.12% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |