| Metric | 11384908:btcusd:triple_med_gx:lsma95_80 | 11384908:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 2.18% | 61.52% |
| Max Drawdown | -9.69% | -29.51% |
| Sharpe | 0.11 | 0.59 |
| Sortino | 0.16 | 0.86 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 0.18 | 1.07 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 0.18 | 0.97 |
| Outlier Win Ratio | 59.18 | 2.86 |
| Outlier Loss Ratio | 3.76 | 2.75 |
| Volatility (ann.) | 6.39% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.22 | 2.02 |
| Skew | -0.56 | 0.21 |
| Kurtosis | 50.98 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.17% | 3.76% |
| Expected Yearly % | 1.09% | 27.09% |
| Kelly Criterion | -4.58% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11384908:BTCUSD | 11384908:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.25 | 0.06 | - |
| 2025 | 17.02 | -0.07 | -0.00 | - |
| Metric | 11384908:btcusd:triple_med_gx:lsma95_80 | 11384908:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.07% | 31.76% |
| 6M | 3.62% | 12.25% |
| YTD | -0.07% | 17.02% |
| 1Y | 2.18% | 57.19% |
| 3Y (ann.) | 2.12% | 59.47% |
| 5Y (ann.) | 2.12% | 59.47% |
| Metric | 11384908:btcusd:triple_med_gx:lsma95_80 | 11384908:BTCUSD |
|---|---|---|
| Max Drawdown | -9.69% | -29.51% |
| Longest DD Days | 218.0 | 144.0 |
| Avg. Drawdown | -4.3% | -4.82% |
| Avg. Drawdown Days | 90.0 | 14.0 |
| Recovery Factor | 0.23 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-01-17 | -9.69 | 218 |
| 2025-01-19 | 2025-06-11 | -6.04 | 143 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-06-12 | 2024-06-12 | -0.18 | 0 |
| Metric | 11384908:btcusd:triple_med_gx:lsma95_80 | 11384908:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 6.01% | 18.93% |
| Worst Week | -6.6% | -12.33% |
| Best Month | 4.26% | 37.42% |
| Worst Month | -2.82% | -17.69% |
| Best Year | 2.25% | 38.02% |
| Worst Year | -0.07% | 17.02% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 2.57% | 7.02% |
| Avg. Down Week | -1.95% | -5.17% |
| Avg. Up Month | 2.34% | 11.57% |
| Avg. Down Month | -1.14% | -9.5% |
| Win Days % | 46.75% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 47.83% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |