| Metric | 11380951:btcusd:triple_med_gx:lsma95_65 | 11380951:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 8.42% | 79.62% |
| Max Drawdown | -17.36% | -29.51% |
| Sharpe | 0.27 | 0.65 |
| Sortino | 0.38 | 0.96 |
| Payoff Ratio | 1.06 | 0.99 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.92 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.72 | 0.98 |
| Outlier Win Ratio | 41.92 | 2.97 |
| Outlier Loss Ratio | 4.0 | 3.07 |
| Volatility (ann.) | 7.77% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.43 | 2.33 |
| Skew | -0.82 | 0.2 |
| Kurtosis | 38.47 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.58% | 4.27% |
| Expected Yearly % | 4.13% | 34.02% |
| Kelly Criterion | 0.08% | 3.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11380951:BTCUSD | 11380951:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.14 | 0.53 | - |
| 2025 | 30.14 | -9.75 | -0.32 | - |
| Metric | 11380951:btcusd:triple_med_gx:lsma95_65 | 11380951:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 0.04% | 45.08% |
| 6M | -9.38% | 28.47% |
| YTD | -9.75% | 30.14% |
| 1Y | 10.08% | 105.13% |
| 3Y (ann.) | 7.5% | 68.87% |
| 5Y (ann.) | 7.5% | 68.87% |
| Metric | 11380951:btcusd:triple_med_gx:lsma95_65 | 11380951:BTCUSD |
|---|---|---|
| Max Drawdown | -17.36% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -2.08% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-07-14 | -17.36 | 212 |
| 2024-07-10 | 2024-07-15 | -4.61 | 4 |
| 2024-09-28 | 2024-11-20 | -2.27 | 53 |
| 2024-09-25 | 2024-09-26 | -2.13 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-06-08 | 2024-07-09 | -1.78 | 31 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-23 | 2024-12-11 | -1.31 | 18 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| Metric | 11380951:btcusd:triple_med_gx:lsma95_65 | 11380951:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 8.34% | 18.93% |
| Worst Week | -7.08% | -12.33% |
| Best Month | 10.02% | 37.42% |
| Worst Month | -6.64% | -17.69% |
| Best Year | 20.14% | 38.02% |
| Worst Year | -9.75% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.28% | 7.32% |
| Avg. Down Week | -2.08% | -4.41% |
| Avg. Up Month | 5.73% | 15.5% |
| Avg. Down Month | -3.9% | -7.59% |
| Win Days % | 48.59% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |