| Metric | 11385487:btcusd:triple_med_gx:lsma95_80 | 11385487:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 6.07% | 61.52% |
| Max Drawdown | -6.24% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.55 | 0.86 |
| Payoff Ratio | 1.24 | 1.25 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.74 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 119.69 | 2.53 |
| Outlier Loss Ratio | 3.01 | 2.21 |
| Volatility (ann.) | 4.36% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.95 | 2.02 |
| Skew | 2.54 | 0.21 |
| Kurtosis | 121.12 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.45% | 3.76% |
| Expected Yearly % | 2.99% | 27.09% |
| Kelly Criterion | 2.28% | 13.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11385487:BTCUSD | 11385487:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.25 | 0.24 | - |
| 2025 | 17.02 | -2.91 | -0.17 | - |
| Metric | 11385487:btcusd:triple_med_gx:lsma95_80 | 11385487:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.91% | 31.76% |
| 6M | -2.91% | 12.25% |
| YTD | -2.91% | 17.02% |
| 1Y | 6.07% | 57.19% |
| 3Y (ann.) | 5.9% | 59.47% |
| 5Y (ann.) | 5.9% | 59.47% |
| Metric | 11385487:btcusd:triple_med_gx:lsma95_80 | 11385487:BTCUSD |
|---|---|---|
| Max Drawdown | -6.24% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -1.81% | -4.82% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | 0.97 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -6.24 | 233 |
| 2024-09-19 | 2024-10-20 | -1.23 | 30 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-23 | 2024-08-23 | -0.40 | 0 |
| 2024-08-24 | 2024-09-18 | -0.38 | 25 |
| Metric | 11385487:btcusd:triple_med_gx:lsma95_80 | 11385487:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 5.93% | 18.93% |
| Worst Week | -3.1% | -12.33% |
| Best Month | 5.93% | 37.42% |
| Worst Month | -2.43% | -17.69% |
| Best Year | 9.25% | 38.02% |
| Worst Year | -2.91% | 17.02% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.13% | 7.43% |
| Avg. Down Week | -1.07% | -5.24% |
| Avg. Up Month | 2.48% | 8.19% |
| Avg. Down Month | -1.7% | -2.09% |
| Win Days % | 45.9% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |