| Metric | 11385202:btcusd:triple_med_gx:lsma95_80 | 11385202:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 3.75% | 61.52% |
| Max Drawdown | -10.55% | -29.51% |
| Sharpe | 0.2 | 0.59 |
| Sortino | 0.32 | 0.86 |
| Payoff Ratio | 1.39 | 1.31 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.68 | 0.74 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 93.62 | 2.53 |
| Outlier Loss Ratio | 3.59 | 2.51 |
| Volatility (ann.) | 5.12% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.35 | 2.02 |
| Skew | 2.39 | 0.21 |
| Kurtosis | 91.01 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.28% | 3.76% |
| Expected Yearly % | 1.86% | 27.09% |
| Kelly Criterion | 2.29% | 15.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11385202:BTCUSD | 11385202:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.29 | 0.32 | - |
| 2025 | 17.02 | -7.61 | -0.45 | - |
| Metric | 11385202:btcusd:triple_med_gx:lsma95_80 | 11385202:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.25% | 31.76% |
| 6M | -5.8% | 12.25% |
| YTD | -7.61% | 17.02% |
| 1Y | 3.75% | 57.19% |
| 3Y (ann.) | 3.65% | 59.47% |
| 5Y (ann.) | 3.65% | 59.47% |
| Metric | 11385202:btcusd:triple_med_gx:lsma95_80 | 11385202:BTCUSD |
|---|---|---|
| Max Drawdown | -10.55% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.45% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.36 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -10.55 | 175 |
| 2024-08-20 | 2024-09-18 | -4.72 | 29 |
| 2024-10-18 | 2024-11-10 | -1.53 | 22 |
| 2024-07-10 | 2024-08-19 | -1.51 | 40 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-16 | 2024-12-16 | -0.18 | 0 |
| 2024-10-18 | 2024-10-18 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385202:btcusd:triple_med_gx:lsma95_80 | 11385202:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -7.98% | -12.33% |
| Best Month | 5.12% | 37.42% |
| Worst Month | -7.98% | -17.69% |
| Best Year | 12.29% | 38.02% |
| Worst Year | -7.61% | 17.02% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.66% | -0.72% |
| Avg. Up Week | 2.53% | 8.58% |
| Avg. Down Week | -4.24% | -3.11% |
| Avg. Up Month | 2.89% | 17.44% |
| Avg. Down Month | -1.74% | -2.09% |
| Win Days % | 43.18% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |