| Metric | 11379976:btcusd:triple_med_gx:lsma95_60 | 11379976:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 11.52% | 79.62% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.36 | 0.65 |
| Sortino | 0.5 | 0.96 |
| Payoff Ratio | 1.03 | 0.96 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 1.67 | 1.08 |
| CPC Index | 0.61 | 0.55 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 44.68 | 2.97 |
| Outlier Loss Ratio | 3.59 | 2.8 |
| Volatility (ann.) | 7.53% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.73 | 2.33 |
| Skew | -2.15 | 0.2 |
| Kurtosis | 63.0 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.78% | 4.27% |
| Expected Yearly % | 5.6% | 34.02% |
| Kelly Criterion | 3.97% | 1.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11379976:BTCUSD | 11379976:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.31 | 0.38 | - |
| 2025 | 30.14 | -2.44 | -0.08 | - |
| Metric | 11379976:btcusd:triple_med_gx:lsma95_60 | 11379976:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | 1.09% | 45.08% |
| 6M | 1.1% | 28.47% |
| YTD | -2.44% | 30.14% |
| 1Y | 11.74% | 105.13% |
| 3Y (ann.) | 10.25% | 68.87% |
| 5Y (ann.) | 10.25% | 68.87% |
| Metric | 11379976:btcusd:triple_med_gx:lsma95_60 | 11379976:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.69% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.82 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -14.00 | 188 |
| 2024-08-18 | 2024-10-15 | -4.77 | 58 |
| 2024-07-01 | 2024-08-16 | -2.32 | 45 |
| 2024-12-16 | 2025-01-06 | -1.83 | 20 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-08-16 | 2024-08-17 | -0.58 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-12-14 | 2024-12-14 | -0.18 | 0 |
| 2024-08-18 | 2024-08-18 | -0.02 | 0 |
| Metric | 11379976:btcusd:triple_med_gx:lsma95_60 | 11379976:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.69% | 18.93% |
| Worst Week | -3.33% | -12.33% |
| Best Month | 4.85% | 37.42% |
| Worst Month | -3.51% | -17.69% |
| Best Year | 14.31% | 38.02% |
| Worst Year | -2.44% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 1.24% | 5.49% |
| Avg. Down Week | -1.7% | -4.93% |
| Avg. Up Month | 1.91% | 15.71% |
| Avg. Down Month | -2.43% | -17.69% |
| Win Days % | 51.28% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 68.18% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |