| Metric | 11385521:btcusd:triple_med_gx:lsma95_80 | 11385521:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 12.78% | 61.52% |
| Max Drawdown | -5.25% | -29.51% |
| Sharpe | 0.69 | 0.59 |
| Sortino | 1.35 | 0.86 |
| Payoff Ratio | 1.61 | 1.29 |
| Profit Factor | 1.66 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.28 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 104.26 | 2.51 |
| Outlier Loss Ratio | 3.47 | 2.2 |
| Volatility (ann.) | 4.4% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 2.36 | 2.02 |
| Skew | 6.69 | 0.21 |
| Kurtosis | 116.62 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.93% | 3.76% |
| Expected Yearly % | 6.2% | 27.09% |
| Kelly Criterion | 15.26% | 14.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11385521:BTCUSD | 11385521:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.88 | 0.36 | - |
| 2025 | 17.02 | -0.96 | -0.06 | - |
| Metric | 11385521:btcusd:triple_med_gx:lsma95_80 | 11385521:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.08% | 31.76% |
| 6M | -0.96% | 12.25% |
| YTD | -0.96% | 17.02% |
| 1Y | 12.78% | 57.19% |
| 3Y (ann.) | 12.42% | 59.47% |
| 5Y (ann.) | 12.42% | 59.47% |
| Metric | 11385521:btcusd:triple_med_gx:lsma95_80 | 11385521:BTCUSD |
|---|---|---|
| Max Drawdown | -5.25% | -29.51% |
| Longest DD Days | 210.0 | 144.0 |
| Avg. Drawdown | -1.71% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 2.43 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-20 | 2025-06-11 | -5.25 | 22 |
| 2024-10-21 | 2025-05-19 | -3.89 | 210 |
| 2024-09-19 | 2024-10-19 | -1.23 | 30 |
| 2024-08-24 | 2024-09-18 | -0.86 | 25 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-10-20 | 2024-10-20 | -0.24 | 0 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| Metric | 11385521:btcusd:triple_med_gx:lsma95_80 | 11385521:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.1% | -9.32% |
| Best Week | 5.55% | 18.93% |
| Worst Week | -2.6% | -12.33% |
| Best Month | 5.55% | 37.42% |
| Worst Month | -2.6% | -17.69% |
| Best Year | 13.88% | 38.02% |
| Worst Year | -0.96% | 17.02% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.62% | -0.8% |
| Avg. Up Week | 3.34% | 7.93% |
| Avg. Down Week | -0.81% | -5.24% |
| Avg. Up Month | 2.84% | 8.57% |
| Avg. Down Month | -0.0% | -2.09% |
| Win Days % | 47.69% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |