| Metric | 11384852:btcusd:triple_med_gx:lsma95_80 | 11384852:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.6% | 61.52% |
| Max Drawdown | -9.3% | -29.51% |
| Sharpe | 0.69 | 0.59 |
| Sortino | 1.06 | 0.86 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.4 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.86 | 0.68 |
| Tail Ratio | 0.84 | 0.97 |
| Outlier Win Ratio | 60.42 | 2.87 |
| Outlier Loss Ratio | 4.12 | 2.56 |
| Volatility (ann.) | 6.0% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.84 | 2.02 |
| Skew | -0.19 | 0.21 |
| Kurtosis | 77.97 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.26% | 3.76% |
| Expected Yearly % | 8.45% | 27.09% |
| Kelly Criterion | 9.01% | 11.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11384852:BTCUSD | 11384852:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.47 | 0.56 | - |
| 2025 | 17.02 | -3.18 | -0.19 | - |
| Metric | 11384852:btcusd:triple_med_gx:lsma95_80 | 11384852:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.37% | 31.76% |
| 6M | 1.62% | 12.25% |
| YTD | -3.18% | 17.02% |
| 1Y | 17.6% | 57.19% |
| 3Y (ann.) | 17.1% | 59.47% |
| 5Y (ann.) | 17.1% | 59.47% |
| Metric | 11384852:btcusd:triple_med_gx:lsma95_80 | 11384852:BTCUSD |
|---|---|---|
| Max Drawdown | -9.3% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -1.62% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.89 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-06-11 | -9.30 | 142 |
| 2024-06-12 | 2024-06-30 | -2.99 | 18 |
| 2024-09-28 | 2024-12-15 | -2.12 | 78 |
| 2024-07-15 | 2024-08-23 | -1.68 | 39 |
| 2024-07-01 | 2024-07-13 | -1.57 | 12 |
| 2024-12-16 | 2025-01-15 | -1.49 | 29 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-08-26 | 2024-09-02 | -0.96 | 7 |
| Metric | 11384852:btcusd:triple_med_gx:lsma95_80 | 11384852:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -5.09% | -12.33% |
| Best Month | 6.87% | 37.42% |
| Worst Month | -3.33% | -17.69% |
| Best Year | 21.47% | 38.02% |
| Worst Year | -3.18% | 17.02% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.62% | -0.66% |
| Avg. Up Week | 5.0% | 9.51% |
| Avg. Down Week | -0.7% | -4.29% |
| Avg. Up Month | 5.07% | 6.72% |
| Avg. Down Month | -2.74% | -2.09% |
| Win Days % | 49.68% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |