| Metric | 11382546:btcusd:triple_med_gx:lsma95_70 | 11382546:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 7.88% | 61.52% |
| Max Drawdown | -9.95% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.54 | 0.86 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 69.67 | 2.82 |
| Outlier Loss Ratio | 3.63 | 2.64 |
| Volatility (ann.) | 5.78% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.77 | 2.02 |
| Skew | 1.43 | 0.21 |
| Kurtosis | 54.4 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.76% |
| Expected Yearly % | 3.87% | 27.09% |
| Kelly Criterion | 3.8% | 11.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11382546:BTCUSD | 11382546:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.91 | 0.23 | - |
| 2025 | 17.02 | -0.94 | -0.06 | - |
| Metric | 11382546:btcusd:triple_med_gx:lsma95_70 | 11382546:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.51% | 31.76% |
| 6M | -2.21% | 12.25% |
| YTD | -0.94% | 17.02% |
| 1Y | 7.88% | 57.19% |
| 3Y (ann.) | 7.66% | 59.47% |
| 5Y (ann.) | 7.66% | 59.47% |
| Metric | 11382546:btcusd:triple_med_gx:lsma95_70 | 11382546:BTCUSD |
|---|---|---|
| Max Drawdown | -9.95% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.67% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.79 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -9.95 | 155 |
| 2024-08-20 | 2024-10-18 | -6.54 | 58 |
| 2024-07-10 | 2024-08-20 | -2.93 | 40 |
| 2024-12-17 | 2025-01-06 | -1.65 | 19 |
| 2024-10-18 | 2024-11-10 | -1.15 | 22 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382546:btcusd:triple_med_gx:lsma95_70 | 11382546:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -4.8% | -12.33% |
| Best Month | 5.87% | 37.42% |
| Worst Month | -4.8% | -17.69% |
| Best Year | 8.91% | 38.02% |
| Worst Year | -0.94% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.32% | 9.05% |
| Avg. Down Week | -2.2% | -3.28% |
| Avg. Up Month | 2.78% | 14.69% |
| Avg. Down Month | -1.17% | -5.98% |
| Win Days % | 46.88% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |