| Metric | 11383433:btcusd:triple_med_gx:lsma95_75 | 11383433:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 9.82% | 75.42% |
| Max Drawdown | -15.17% | -29.51% |
| Sharpe | 0.37 | 0.63 |
| Sortino | 0.54 | 0.92 |
| Payoff Ratio | 1.18 | 1.08 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 0.22 | 1.06 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 0.18 | 0.96 |
| Outlier Win Ratio | 61.87 | 2.84 |
| Outlier Loss Ratio | 4.08 | 2.63 |
| Volatility (ann.) | 6.13% | 24.55% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.57 | 2.19 |
| Skew | 0.22 | 0.2 |
| Kurtosis | 60.81 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.67% | 4.1% |
| Expected Yearly % | 4.79% | 32.45% |
| Kelly Criterion | 2.45% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.07% |
| Expected Shortfall (cVaR) | -0.52% | -2.07% |
| Year | 11383433:BTCUSD | 11383433:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.91 | 0.44 | - |
| 2025 | 27.10 | -6.06 | -0.22 | - |
| Metric | 11383433:btcusd:triple_med_gx:lsma95_75 | 11383433:BTCUSD |
|---|---|---|
| MTD | 0.1% | 10.71% |
| 3M | 1.3% | 41.88% |
| 6M | -8.65% | 22.91% |
| YTD | -6.06% | 27.1% |
| 1Y | 9.85% | 82.29% |
| 3Y (ann.) | 8.67% | 64.73% |
| 5Y (ann.) | 8.67% | 64.73% |
| Metric | 11383433:btcusd:triple_med_gx:lsma95_75 | 11383433:BTCUSD |
|---|---|---|
| Max Drawdown | -15.17% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -1.99% | -4.71% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.65 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-07-17 | -15.17 | 169 |
| 2024-07-01 | 2024-07-26 | -4.62 | 24 |
| 2024-12-19 | 2025-01-27 | -4.13 | 39 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-23 | 2024-12-13 | -1.31 | 20 |
| 2024-08-25 | 2024-09-24 | -1.14 | 30 |
| 2024-06-28 | 2024-07-01 | -0.84 | 3 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11383433:btcusd:triple_med_gx:lsma95_75 | 11383433:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 6.71% | 18.93% |
| Worst Week | -6.08% | -12.33% |
| Best Month | 5.84% | 37.42% |
| Worst Month | -7.44% | -17.69% |
| Best Year | 16.91% | 38.02% |
| Worst Year | -6.06% | 27.1% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.62% | -0.7% |
| Avg. Up Week | 2.23% | 6.17% |
| Avg. Down Week | -1.61% | -5.43% |
| Avg. Up Month | 2.47% | 11.96% |
| Avg. Down Month | -3.61% | -7.59% |
| Win Days % | 47.19% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 56.25% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |