| Metric | 11384684:btcusd:triple_med_gx:lsma95_80 | 11384684:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 15.14% | 61.52% |
| Max Drawdown | -7.27% | -29.51% |
| Sharpe | 0.7 | 0.59 |
| Sortino | 1.19 | 0.86 |
| Payoff Ratio | 1.28 | 1.15 |
| Profit Factor | 1.54 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.01 | 0.65 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 79.8 | 2.6 |
| Outlier Loss Ratio | 3.91 | 2.34 |
| Volatility (ann.) | 5.07% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.02 | 2.02 |
| Skew | 3.15 | 0.21 |
| Kurtosis | 87.62 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.09% | 3.76% |
| Expected Yearly % | 7.31% | 27.09% |
| Kelly Criterion | 13.43% | 9.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11384684:BTCUSD | 11384684:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.10 | 0.40 | - |
| 2025 | 17.02 | 0.04 | 0.00 | - |
| Metric | 11384684:btcusd:triple_med_gx:lsma95_80 | 11384684:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.32% | 31.76% |
| 6M | 1.44% | 12.25% |
| YTD | 0.04% | 17.02% |
| 1Y | 15.14% | 57.19% |
| 3Y (ann.) | 14.71% | 59.47% |
| 5Y (ann.) | 14.71% | 59.47% |
| Metric | 11384684:btcusd:triple_med_gx:lsma95_80 | 11384684:BTCUSD |
|---|---|---|
| Max Drawdown | -7.27% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -1.32% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 2.08 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -7.27 | 134 |
| 2024-06-13 | 2024-07-14 | -3.01 | 30 |
| 2024-08-25 | 2024-09-26 | -2.42 | 32 |
| 2024-10-25 | 2024-11-21 | -2.27 | 26 |
| 2024-07-27 | 2024-08-23 | -1.99 | 27 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-09-28 | 2024-10-25 | -0.52 | 27 |
| 2024-11-23 | 2024-12-15 | -0.50 | 22 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11384684:btcusd:triple_med_gx:lsma95_80 | 11384684:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.25% | -9.32% |
| Best Week | 5.1% | 18.93% |
| Worst Week | -3.43% | -12.33% |
| Best Month | 5.27% | 37.42% |
| Worst Month | -3.43% | -17.69% |
| Best Year | 15.1% | 38.02% |
| Worst Year | 0.04% | 17.02% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.59% | -0.68% |
| Avg. Up Week | 2.97% | 6.15% |
| Avg. Down Week | -1.0% | -5.36% |
| Avg. Up Month | 3.78% | 13.74% |
| Avg. Down Month | -2.65% | -9.04% |
| Win Days % | 51.4% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 47.62% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |