| Metric | 11386811:btcusd:triple_med_gx:lsma95_85 | 11386811:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 8.14% | 61.52% |
| Max Drawdown | -5.34% | -29.51% |
| Sharpe | 0.55 | 0.59 |
| Sortino | 1.13 | 0.86 |
| Payoff Ratio | 1.99 | 1.86 |
| Profit Factor | 1.6 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.28 | 1.06 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 140.05 | 2.33 |
| Outlier Loss Ratio | 4.64 | 2.18 |
| Volatility (ann.) | 3.56% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.48 | 2.02 |
| Skew | 8.94 | 0.21 |
| Kurtosis | 187.16 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.6% | 3.76% |
| Expected Yearly % | 3.99% | 27.09% |
| Kelly Criterion | 9.91% | 26.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11386811:BTCUSD | 11386811:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.60 | 0.31 | - |
| 2025 | 17.02 | -3.10 | -0.18 | - |
| Metric | 11386811:btcusd:triple_med_gx:lsma95_85 | 11386811:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.85% | 31.76% |
| 6M | -3.1% | 12.25% |
| YTD | -3.1% | 17.02% |
| 1Y | 8.14% | 57.19% |
| 3Y (ann.) | 7.92% | 59.47% |
| 5Y (ann.) | 7.92% | 59.47% |
| Metric | 11386811:btcusd:triple_med_gx:lsma95_85 | 11386811:BTCUSD |
|---|---|---|
| Max Drawdown | -5.34% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -1.09% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 1.52 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -5.34 | 233 |
| 2024-08-24 | 2024-09-18 | -0.44 | 25 |
| 2024-08-23 | 2024-08-23 | -0.22 | 0 |
| 2024-07-13 | 2024-07-14 | -0.18 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| 2024-08-22 | 2024-08-23 | -0.18 | 0 |
| Metric | 11386811:btcusd:triple_med_gx:lsma95_85 | 11386811:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 5.94% | 18.93% |
| Worst Week | -1.82% | -12.33% |
| Best Month | 5.81% | 37.42% |
| Worst Month | -2.12% | -17.69% |
| Best Year | 11.6% | 38.02% |
| Worst Year | -3.1% | 17.02% |
| Avg. Up Day | 0.98% | 1.02% |
| Avg. Down Day | -0.49% | -0.55% |
| Avg. Up Week | 3.52% | 10.14% |
| Avg. Down Week | -0.73% | -4.52% |
| Avg. Up Month | 2.68% | 8.19% |
| Avg. Down Month | -1.32% | -2.09% |
| Win Days % | 40.0% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |