| Metric | 11382596:btcusd:triple_med_gx:lsma95_70 | 11382596:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 2.26% | 61.52% |
| Max Drawdown | -10.49% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.18 | 0.86 |
| Payoff Ratio | 1.05 | 1.07 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 76.76 | 2.62 |
| Outlier Loss Ratio | 3.27 | 2.64 |
| Volatility (ann.) | 5.62% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.21 | 2.02 |
| Skew | 0.74 | 0.21 |
| Kurtosis | 63.43 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.17% | 3.76% |
| Expected Yearly % | 1.13% | 27.09% |
| Kelly Criterion | 0.73% | 6.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11382596:BTCUSD | 11382596:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.64 | 0.12 | - |
| 2025 | 17.02 | -2.27 | -0.13 | - |
| Metric | 11382596:btcusd:triple_med_gx:lsma95_70 | 11382596:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.01% | 31.76% |
| 6M | -5.58% | 12.25% |
| YTD | -2.27% | 17.02% |
| 1Y | 2.26% | 57.19% |
| 3Y (ann.) | 2.2% | 59.47% |
| 5Y (ann.) | 2.2% | 59.47% |
| Metric | 11382596:btcusd:triple_med_gx:lsma95_70 | 11382596:BTCUSD |
|---|---|---|
| Max Drawdown | -10.49% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.59% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 0.22 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -10.49 | 175 |
| 2024-07-10 | 2024-09-18 | -5.26 | 70 |
| 2024-10-18 | 2024-11-08 | -0.94 | 21 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-10 | 2024-12-17 | -0.36 | 36 |
| 2024-10-17 | 2024-10-17 | -0.18 | 0 |
| Metric | 11382596:btcusd:triple_med_gx:lsma95_70 | 11382596:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 5.38% | 37.42% |
| Worst Month | -4.57% | -17.69% |
| Best Year | 4.64% | 38.02% |
| Worst Year | -2.27% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 1.48% | 8.17% |
| Avg. Down Week | -2.14% | -2.8% |
| Avg. Up Month | 2.86% | 17.44% |
| Avg. Down Month | -1.98% | -10.46% |
| Win Days % | 49.12% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 64.29% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |