| Metric | 11381533:btcusd:triple_med_gx:lsma95_65 | 11381533:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 11.64% | 61.52% |
| Max Drawdown | -14.11% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.73 | 0.86 |
| Payoff Ratio | 1.37 | 1.22 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.85 | 0.7 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 72.48 | 2.87 |
| Outlier Loss Ratio | 3.26 | 2.46 |
| Volatility (ann.) | 6.04% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.8 | 2.02 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 67.29 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.85% | 3.76% |
| Expected Yearly % | 5.66% | 27.09% |
| Kelly Criterion | 9.7% | 12.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11381533:BTCUSD | 11381533:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.09 | 0.40 | - |
| 2025 | 17.02 | -3.00 | -0.18 | - |
| Metric | 11381533:btcusd:triple_med_gx:lsma95_65 | 11381533:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.27% | 31.76% |
| 6M | -3.0% | 12.25% |
| YTD | -3.0% | 17.02% |
| 1Y | 11.64% | 57.19% |
| 3Y (ann.) | 11.31% | 59.47% |
| 5Y (ann.) | 11.31% | 59.47% |
| Metric | 11381533:btcusd:triple_med_gx:lsma95_65 | 11381533:BTCUSD |
|---|---|---|
| Max Drawdown | -14.11% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -14.11 | 233 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-10-18 | -1.58 | 28 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-24 | 2024-09-17 | -0.59 | 24 |
| 2024-08-21 | 2024-08-21 | -0.18 | 0 |
| Metric | 11381533:btcusd:triple_med_gx:lsma95_65 | 11381533:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 7.87% | 37.42% |
| Worst Month | -7.85% | -17.69% |
| Best Year | 15.09% | 38.02% |
| Worst Year | -3.0% | 17.02% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 3.73% | 7.26% |
| Avg. Down Week | -3.39% | -4.66% |
| Avg. Up Month | 4.68% | 9.23% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.79% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |