| Metric | 11381196:btcusd:triple_med_gx:lsma95_65 | 11381196:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 8.43% | 61.52% |
| Max Drawdown | -11.52% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.5 | 0.86 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 58.18 | 2.86 |
| Outlier Loss Ratio | 3.68 | 2.72 |
| Volatility (ann.) | 6.38% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.71 | 2.02 |
| Skew | 0.07 | 0.21 |
| Kurtosis | 49.58 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.62% | 3.76% |
| Expected Yearly % | 4.13% | 27.09% |
| Kelly Criterion | 2.99% | 3.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11381196:BTCUSD | 11381196:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.76 | 0.26 | - |
| 2025 | 17.02 | -1.21 | -0.07 | - |
| Metric | 11381196:btcusd:triple_med_gx:lsma95_65 | 11381196:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.25% | 31.76% |
| 6M | 3.0% | 12.25% |
| YTD | -1.21% | 17.02% |
| 1Y | 8.43% | 57.19% |
| 3Y (ann.) | 8.2% | 59.47% |
| 5Y (ann.) | 8.2% | 59.47% |
| Metric | 11381196:btcusd:triple_med_gx:lsma95_65 | 11381196:BTCUSD |
|---|---|---|
| Max Drawdown | -11.52% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.77% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.73 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -11.52 | 155 |
| 2024-07-10 | 2024-10-16 | -5.06 | 98 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2024-12-16 | 2025-01-06 | -1.55 | 20 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-07-01 | 2024-07-10 | -0.69 | 8 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-12-14 | 2024-12-15 | -0.18 | 0 |
| Metric | 11381196:btcusd:triple_med_gx:lsma95_65 | 11381196:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.26% | 18.93% |
| Worst Week | -3.23% | -12.33% |
| Best Month | 4.85% | 37.42% |
| Worst Month | -3.23% | -17.69% |
| Best Year | 9.76% | 38.02% |
| Worst Year | -1.21% | 17.02% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 1.13% | 6.92% |
| Avg. Down Week | -1.41% | -4.59% |
| Avg. Up Month | 2.06% | 16.69% |
| Avg. Down Month | -1.26% | -13.21% |
| Win Days % | 50.9% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |