| Metric | 11381177:btcusd:triple_med_gx:lsma95_65 | 11381177:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 9.93% | 61.52% |
| Max Drawdown | -9.69% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.56 | 0.86 |
| Payoff Ratio | 0.99 | 0.88 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.62 | 0.5 |
| Tail Ratio | 1.02 | 0.97 |
| Outlier Win Ratio | 53.84 | 2.9 |
| Outlier Loss Ratio | 3.59 | 2.74 |
| Volatility (ann.) | 6.42% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.0 | 2.02 |
| Skew | -0.9 | 0.21 |
| Kurtosis | 40.57 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.73% | 3.76% |
| Expected Yearly % | 4.85% | 27.09% |
| Kelly Criterion | 4.68% | -2.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11381177:BTCUSD | 11381177:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.92 | 0.23 | - |
| 2025 | 17.02 | 0.93 | 0.05 | - |
| Metric | 11381177:btcusd:triple_med_gx:lsma95_65 | 11381177:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.53% | 31.76% |
| 6M | 2.54% | 12.25% |
| YTD | 0.93% | 17.02% |
| 1Y | 9.93% | 57.19% |
| 3Y (ann.) | 9.65% | 59.47% |
| 5Y (ann.) | 9.65% | 59.47% |
| Metric | 11381177:btcusd:triple_med_gx:lsma95_65 | 11381177:BTCUSD |
|---|---|---|
| Max Drawdown | -9.69% | -29.51% |
| Longest DD Days | 131.0 | 144.0 |
| Avg. Drawdown | -2.7% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 1.02 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-05-18 | -9.69 | 131 |
| 2024-07-10 | 2024-08-20 | -4.36 | 40 |
| 2024-08-30 | 2024-10-16 | -3.99 | 47 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2024-12-16 | 2025-01-06 | -2.03 | 21 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-11-09 | 2024-12-15 | -0.92 | 35 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| Metric | 11381177:btcusd:triple_med_gx:lsma95_65 | 11381177:BTCUSD |
|---|---|---|
| Best Day | 2.69% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.91% | 18.93% |
| Worst Week | -3.41% | -12.33% |
| Best Month | 7.37% | 37.42% |
| Worst Month | -3.41% | -17.69% |
| Best Year | 8.92% | 38.02% |
| Worst Year | 0.93% | 17.02% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.71% | -0.82% |
| Avg. Up Week | 1.2% | 5.77% |
| Avg. Down Week | -2.26% | -4.22% |
| Avg. Up Month | 1.78% | 16.38% |
| Avg. Down Month | -2.52% | -17.69% |
| Win Days % | 52.49% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 68.42% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |