| Metric | 11381888:btcusd:triple_med_gx:lsma85_70 | 11381888:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 6.73% | 61.52% |
| Max Drawdown | -7.41% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.51 | 0.86 |
| Payoff Ratio | 1.28 | 1.13 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 85.55 | 2.72 |
| Outlier Loss Ratio | 3.75 | 2.41 |
| Volatility (ann.) | 5.23% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.88 | 2.02 |
| Skew | 1.15 | 0.21 |
| Kurtosis | 65.32 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.5% | 3.76% |
| Expected Yearly % | 3.31% | 27.09% |
| Kelly Criterion | -1.72% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11381888:BTCUSD | 11381888:btcusd:triple_med_gx:lsma85_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.25 | 0.09 | - |
| 2025 | 17.02 | 3.37 | 0.20 | - |
| Metric | 11381888:btcusd:triple_med_gx:lsma85_70 | 11381888:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.16% | 31.76% |
| 6M | 5.47% | 12.25% |
| YTD | 3.37% | 17.02% |
| 1Y | 6.73% | 57.19% |
| 3Y (ann.) | 6.54% | 59.47% |
| 5Y (ann.) | 6.54% | 59.47% |
| Metric | 11381888:btcusd:triple_med_gx:lsma85_70 | 11381888:BTCUSD |
|---|---|---|
| Max Drawdown | -7.41% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -2.43% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.91 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-04-22 | -7.41 | 130 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-11 | 2024-08-20 | -3.29 | 39 |
| 2024-09-25 | 2024-12-11 | -3.10 | 77 |
| 2024-08-22 | 2024-08-29 | -1.92 | 7 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-06-11 | 2024-07-11 | -0.66 | 30 |
| 2025-04-30 | 2025-06-11 | -0.46 | 42 |
| Metric | 11381888:btcusd:triple_med_gx:lsma85_70 | 11381888:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.7% | 18.93% |
| Worst Week | -4.38% | -12.33% |
| Best Month | 10.63% | 37.42% |
| Worst Month | -4.22% | -17.69% |
| Best Year | 3.37% | 38.02% |
| Worst Year | 3.25% | 17.02% |
| Avg. Up Day | 0.9% | 0.95% |
| Avg. Down Day | -0.7% | -0.84% |
| Avg. Up Week | 4.29% | 7.81% |
| Avg. Down Week | -1.23% | -4.58% |
| Avg. Up Month | 5.53% | 25.77% |
| Avg. Down Month | -1.91% | -9.04% |
| Win Days % | 42.86% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 38.1% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |