| Metric | 11383268:btcusd:triple_med_gx:lsma95_75 | 11383268:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 11.29% | 61.52% |
| Max Drawdown | -12.45% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.71 | 0.86 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.68 | 0.57 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 64.65 | 2.71 |
| Outlier Loss Ratio | 3.5 | 2.68 |
| Volatility (ann.) | 6.05% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.88 | 2.02 |
| Skew | 1.5 | 0.21 |
| Kurtosis | 55.87 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 3.76% |
| Expected Yearly % | 5.49% | 27.09% |
| Kelly Criterion | 3.83% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11383268:BTCUSD | 11383268:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.32 | 0.61 | - |
| 2025 | 17.02 | -9.75 | -0.57 | - |
| Metric | 11383268:btcusd:triple_med_gx:lsma95_75 | 11383268:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.68% | 31.76% |
| 6M | -5.03% | 12.25% |
| YTD | -9.75% | 17.02% |
| 1Y | 11.29% | 57.19% |
| 3Y (ann.) | 10.97% | 59.47% |
| 5Y (ann.) | 10.97% | 59.47% |
| Metric | 11383268:btcusd:triple_med_gx:lsma95_75 | 11383268:BTCUSD |
|---|---|---|
| Max Drawdown | -12.45% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -1.78% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 0.91 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-06-11 | -12.45 | 144 |
| 2024-07-24 | 2024-08-20 | -3.95 | 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 |
| 2024-11-07 | 2024-11-20 | -1.71 | 13 |
| 2024-11-06 | 2024-11-07 | -1.33 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-14 | 2024-12-15 | -0.74 | 0 |
| 2025-01-11 | 2025-01-17 | -0.70 | 6 |
| Metric | 11383268:btcusd:triple_med_gx:lsma95_75 | 11383268:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 7.16% | 37.42% |
| Worst Month | -5.07% | -17.69% |
| Best Year | 23.32% | 38.02% |
| Worst Year | -9.75% | 17.02% |
| Avg. Up Day | 0.83% | 0.87% |
| Avg. Down Day | -0.78% | -0.86% |
| Avg. Up Week | 3.67% | 9.36% |
| Avg. Down Week | -2.23% | -5.73% |
| Avg. Up Month | 2.77% | 16.69% |
| Avg. Down Month | -3.24% | -9.89% |
| Win Days % | 50.39% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 47.62% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |