| Metric | 11385422:btcusd:triple_med_gx:lsma95_80 | 11385422:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 6.49% | 61.52% |
| Max Drawdown | -7.43% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.68 | 0.86 |
| Payoff Ratio | 1.45 | 1.31 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.84 | 0.75 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 114.91 | 2.53 |
| Outlier Loss Ratio | 3.94 | 2.29 |
| Volatility (ann.) | 4.1% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.85 | 2.02 |
| Skew | 5.23 | 0.21 |
| Kurtosis | 118.44 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.49% | 3.76% |
| Expected Yearly % | 3.2% | 27.09% |
| Kelly Criterion | 5.61% | 15.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.13% |
| Expected Shortfall (cVaR) | -0.35% | -2.13% |
| Year | 11385422:BTCUSD | 11385422:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.74 | 0.31 | - |
| 2025 | 17.02 | -4.69 | -0.28 | - |
| Metric | 11385422:btcusd:triple_med_gx:lsma95_80 | 11385422:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.78% | 31.76% |
| 6M | -4.69% | 12.25% |
| YTD | -4.69% | 17.02% |
| 1Y | 6.49% | 57.19% |
| 3Y (ann.) | 6.32% | 59.47% |
| 5Y (ann.) | 6.32% | 59.47% |
| Metric | 11385422:btcusd:triple_med_gx:lsma95_80 | 11385422:BTCUSD |
|---|---|---|
| Max Drawdown | -7.43% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.11% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | 0.87 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -7.43 | 233 |
| 2024-08-22 | 2024-08-23 | -2.10 | 1 |
| 2024-08-24 | 2024-09-18 | -0.44 | 25 |
| 2024-10-19 | 2024-10-20 | -0.42 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11385422:btcusd:triple_med_gx:lsma95_80 | 11385422:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 6.12% | 18.93% |
| Worst Week | -3.86% | -12.33% |
| Best Month | 6.12% | 37.42% |
| Worst Month | -3.75% | -17.69% |
| Best Year | 11.74% | 38.02% |
| Worst Year | -4.69% | 17.02% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.58% | -0.66% |
| Avg. Up Week | 2.85% | 8.37% |
| Avg. Down Week | -1.03% | -4.66% |
| Avg. Up Month | 3.33% | 8.19% |
| Avg. Down Month | -0.0% | -2.09% |
| Win Days % | 44.16% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |