| Metric | 11383212:btcusd:triple_med_gx:lsma95_75 | 11383212:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 4.35% | 61.52% |
| Max Drawdown | -12.87% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.3 | 0.86 |
| Payoff Ratio | 0.99 | 1.0 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 75.79 | 2.71 |
| Outlier Loss Ratio | 3.3 | 2.66 |
| Volatility (ann.) | 5.68% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.33 | 2.02 |
| Skew | 0.46 | 0.21 |
| Kurtosis | 60.89 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.33% | 3.76% |
| Expected Yearly % | 2.15% | 27.09% |
| Kelly Criterion | -0.71% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11383212:BTCUSD | 11383212:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.76 | 0.44 | - |
| 2025 | 17.02 | -10.63 | -0.62 | - |
| Metric | 11383212:btcusd:triple_med_gx:lsma95_75 | 11383212:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.94% | 31.76% |
| 6M | -6.91% | 12.25% |
| YTD | -10.63% | 17.02% |
| 1Y | 4.35% | 57.19% |
| 3Y (ann.) | 4.23% | 59.47% |
| 5Y (ann.) | 4.23% | 59.47% |
| Metric | 11383212:btcusd:triple_med_gx:lsma95_75 | 11383212:BTCUSD |
|---|---|---|
| Max Drawdown | -12.87% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -2.06% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 0.34 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -12.87 | 151 |
| 2024-07-24 | 2024-08-20 | -3.78 | 26 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-10-23 | 2024-11-19 | -1.30 | 27 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-07-11 | 2024-07-24 | -0.74 | 12 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11383212:btcusd:triple_med_gx:lsma95_75 | 11383212:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -4.76% | -12.33% |
| Best Month | 7.32% | 37.42% |
| Worst Month | -5.28% | -17.69% |
| Best Year | 16.76% | 38.02% |
| Worst Year | -10.63% | 17.02% |
| Avg. Up Day | 0.79% | 0.83% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.25% | 7.54% |
| Avg. Down Week | -2.26% | -4.88% |
| Avg. Up Month | 3.21% | 19.63% |
| Avg. Down Month | -4.0% | -9.89% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |