| Metric | 11381143:btcusd:triple_med_gx:lsma95_65 | 11381143:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 1.95% | 61.52% |
| Max Drawdown | -8.82% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.14 | 0.86 |
| Payoff Ratio | 1.01 | 0.94 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.51 | 0.53 |
| Tail Ratio | 1.07 | 0.97 |
| Outlier Win Ratio | 44.99 | 3.0 |
| Outlier Loss Ratio | 3.64 | 2.78 |
| Volatility (ann.) | 7.68% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.22 | 2.02 |
| Skew | -1.83 | 0.21 |
| Kurtosis | 56.06 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.15% | 3.76% |
| Expected Yearly % | 0.97% | 27.09% |
| Kelly Criterion | -3.22% | 0.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11381143:BTCUSD | 11381143:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.15 | -0.06 | - |
| 2025 | 17.02 | 4.20 | 0.25 | - |
| Metric | 11381143:btcusd:triple_med_gx:lsma95_65 | 11381143:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.31% | 31.76% |
| 6M | 6.7% | 12.25% |
| YTD | 4.2% | 17.02% |
| 1Y | 2.92% | 57.19% |
| 3Y (ann.) | 1.9% | 59.47% |
| 5Y (ann.) | 1.9% | 59.47% |
| Metric | 11381143:btcusd:triple_med_gx:lsma95_65 | 11381143:BTCUSD |
|---|---|---|
| Max Drawdown | -8.82% | -29.51% |
| Longest DD Days | 210.0 | 144.0 |
| Avg. Drawdown | -5.3% | -4.82% |
| Avg. Drawdown Days | 70.0 | 14.0 |
| Recovery Factor | 0.22 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-03-23 | -8.82 | 58 |
| 2024-06-10 | 2025-01-06 | -8.62 | 210 |
| 2025-03-24 | 2025-06-11 | -7.09 | 78 |
| 2025-01-07 | 2025-01-13 | -1.77 | 6 |
| 2025-01-23 | 2025-01-24 | -0.18 | 0 |
| Metric | 11381143:btcusd:triple_med_gx:lsma95_65 | 11381143:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.3% | 18.93% |
| Worst Week | -4.62% | -12.33% |
| Best Month | 6.03% | 37.42% |
| Worst Month | -5.36% | -17.69% |
| Best Year | 4.2% | 38.02% |
| Worst Year | -2.15% | 17.02% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.74% | -0.82% |
| Avg. Up Week | 1.96% | 5.57% |
| Avg. Down Week | -1.53% | -5.35% |
| Avg. Up Month | 2.33% | 16.34% |
| Avg. Down Month | -3.37% | -11.25% |
| Win Days % | 48.02% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |