| Metric | 11383545:btcusd:triple_med_gx:lsma95_75 | 11383545:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 21.91% | 61.52% |
| Max Drawdown | -10.05% | -29.51% |
| Sharpe | 0.83 | 0.59 |
| Sortino | 1.42 | 0.86 |
| Payoff Ratio | 1.27 | 1.11 |
| Profit Factor | 1.41 | 1.1 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.88 | 0.63 |
| Tail Ratio | 1.21 | 0.97 |
| Outlier Win Ratio | 50.31 | 2.87 |
| Outlier Loss Ratio | 4.73 | 2.7 |
| Volatility (ann.) | 6.02% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.11 | 2.02 |
| Skew | 2.7 | 0.21 |
| Kurtosis | 41.25 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.54% | 3.76% |
| Expected Yearly % | 10.41% | 27.09% |
| Kelly Criterion | 9.36% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11383545:BTCUSD | 11383545:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.98 | 0.53 | - |
| 2025 | 17.02 | 1.61 | 0.09 | - |
| Metric | 11383545:btcusd:triple_med_gx:lsma95_75 | 11383545:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.08% | 31.76% |
| 6M | 4.49% | 12.25% |
| YTD | 1.61% | 17.02% |
| 1Y | 21.91% | 57.19% |
| 3Y (ann.) | 21.26% | 59.47% |
| 5Y (ann.) | 21.26% | 59.47% |
| Metric | 11383545:btcusd:triple_med_gx:lsma95_75 | 11383545:BTCUSD |
|---|---|---|
| Max Drawdown | -10.05% | -29.51% |
| Longest DD Days | 132.0 | 144.0 |
| Avg. Drawdown | -1.49% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.18 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-06-11 | -10.05 | 132 |
| 2024-06-11 | 2024-07-14 | -4.32 | 33 |
| 2025-01-10 | 2025-01-15 | -2.09 | 4 |
| 2024-09-25 | 2024-09-26 | -1.81 | 1 |
| 2024-11-23 | 2024-12-15 | -1.75 | 22 |
| 2024-07-27 | 2024-08-23 | -1.67 | 26 |
| 2025-01-28 | 2025-01-29 | -1.62 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-08-26 | 2024-09-02 | -1.16 | 7 |
| Metric | 11383545:btcusd:triple_med_gx:lsma95_75 | 11383545:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.34% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -2.93% | -12.33% |
| Best Month | 12.66% | 37.42% |
| Worst Month | -3.96% | -17.69% |
| Best Year | 19.98% | 38.02% |
| Worst Year | 1.61% | 17.02% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.57% | -0.67% |
| Avg. Up Week | 3.04% | 6.21% |
| Avg. Down Week | -1.27% | -5.33% |
| Avg. Up Month | 5.89% | 7.76% |
| Avg. Down Month | -2.47% | -9.04% |
| Win Days % | 49.25% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |