| Metric | 11381945:btcusd:triple_med_gx:lsma95_70 | 11381945:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 9.89% | 61.52% |
| Max Drawdown | -10.87% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.61 | 0.86 |
| Payoff Ratio | 1.04 | 0.99 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.65 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 63.75 | 2.79 |
| Outlier Loss Ratio | 3.64 | 2.66 |
| Volatility (ann.) | 6.0% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.88 | 2.02 |
| Skew | 0.67 | 0.21 |
| Kurtosis | 52.54 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.73% | 3.76% |
| Expected Yearly % | 4.83% | 27.09% |
| Kelly Criterion | 3.73% | 3.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11381945:BTCUSD | 11381945:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.42 | 0.38 | - |
| 2025 | 17.02 | -3.96 | -0.23 | - |
| Metric | 11381945:btcusd:triple_med_gx:lsma95_70 | 11381945:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.21% | 31.76% |
| 6M | -1.24% | 12.25% |
| YTD | -3.96% | 17.02% |
| 1Y | 9.89% | 57.19% |
| 3Y (ann.) | 9.61% | 59.47% |
| 5Y (ann.) | 9.61% | 59.47% |
| Metric | 11381945:btcusd:triple_med_gx:lsma95_70 | 11381945:BTCUSD |
|---|---|---|
| Max Drawdown | -10.87% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -1.75% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 0.91 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-06-11 | -10.87 | 136 |
| 2024-07-05 | 2024-08-23 | -5.14 | 48 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-08 | 2024-11-19 | -1.42 | 10 |
| 2024-10-23 | 2024-11-08 | -1.30 | 16 |
| 2024-09-23 | 2024-09-24 | -1.03 | 1 |
| 2024-12-11 | 2024-12-12 | -0.99 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-24 | 2025-01-26 | -0.67 | 1 |
| 2025-01-10 | 2025-01-17 | -0.65 | 6 |
| Metric | 11381945:btcusd:triple_med_gx:lsma95_70 | 11381945:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.24% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 7.24% | 37.42% |
| Worst Month | -4.2% | -17.69% |
| Best Year | 14.42% | 38.02% |
| Worst Year | -3.96% | 17.02% |
| Avg. Up Day | 0.75% | 0.79% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 2.51% | 7.23% |
| Avg. Down Week | -2.21% | -4.3% |
| Avg. Up Month | 3.76% | 19.63% |
| Avg. Down Month | -2.83% | -9.89% |
| Win Days % | 51.03% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 52.17% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |