| Metric | 11383378:btcusd:triple_med_gx:lsma95_75 | 11383378:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 6.3% | 61.52% |
| Max Drawdown | -15.48% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.38 | 0.86 |
| Payoff Ratio | 1.0 | 0.91 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.59 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 65.2 | 2.8 |
| Outlier Loss Ratio | 3.44 | 2.68 |
| Volatility (ann.) | 6.3% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.4 | 2.02 |
| Skew | -0.22 | 0.21 |
| Kurtosis | 58.22 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.47% | 3.76% |
| Expected Yearly % | 3.1% | 27.09% |
| Kelly Criterion | 2.14% | -0.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11383378:BTCUSD | 11383378:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.66 | 0.57 | - |
| 2025 | 17.02 | -12.62 | -0.74 | - |
| Metric | 11383378:btcusd:triple_med_gx:lsma95_75 | 11383378:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.43% | 31.76% |
| 6M | -10.56% | 12.25% |
| YTD | -12.62% | 17.02% |
| 1Y | 6.3% | 57.19% |
| 3Y (ann.) | 6.13% | 59.47% |
| 5Y (ann.) | 6.13% | 59.47% |
| Metric | 11383378:btcusd:triple_med_gx:lsma95_75 | 11383378:BTCUSD |
|---|---|---|
| Max Drawdown | -15.48% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -1.94% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-13 | 2025-06-11 | -15.48 | 149 |
| 2024-06-13 | 2024-07-26 | -3.36 | 42 |
| 2024-09-28 | 2024-11-21 | -2.99 | 53 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-23 | 2024-12-13 | -0.50 | 20 |
| 2024-07-27 | 2024-08-21 | -0.37 | 25 |
| 2024-08-25 | 2024-08-30 | -0.37 | 5 |
| Metric | 11383378:btcusd:triple_med_gx:lsma95_75 | 11383378:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -7.14% | -12.33% |
| Best Month | 8.22% | 37.42% |
| Worst Month | -7.14% | -17.69% |
| Best Year | 21.66% | 38.02% |
| Worst Year | -12.62% | 17.02% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.74% | -0.83% |
| Avg. Up Week | 3.14% | 6.31% |
| Avg. Down Week | -1.82% | -5.08% |
| Avg. Up Month | 3.21% | 14.62% |
| Avg. Down Month | -4.46% | -9.04% |
| Win Days % | 51.05% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 48.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |