| Metric | 11386909:btcusd:triple_med_gx:lsma95_85 | 11386909:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 9.85% | 75.42% |
| Max Drawdown | -4.8% | -29.51% |
| Sharpe | 0.73 | 0.63 |
| Sortino | 1.55 | 0.92 |
| Payoff Ratio | 1.86 | 1.46 |
| Profit Factor | 1.94 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.65 | 0.84 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 165.12 | 2.34 |
| Outlier Loss Ratio | 4.6 | 2.23 |
| Volatility (ann.) | 2.93% | 24.55% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.81 | 2.19 |
| Skew | 8.92 | 0.2 |
| Kurtosis | 178.82 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.67% | 4.1% |
| Expected Yearly % | 4.81% | 32.45% |
| Kelly Criterion | 16.4% | 18.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.07% |
| Expected Shortfall (cVaR) | -0.25% | -2.07% |
| Year | 11386909:BTCUSD | 11386909:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.65 | 0.12 | - |
| 2025 | 27.10 | 4.97 | 0.18 | - |
| Metric | 11386909:btcusd:triple_med_gx:lsma95_85 | 11386909:BTCUSD |
|---|---|---|
| MTD | 2.39% | 10.71% |
| 3M | 5.86% | 41.88% |
| 6M | 4.97% | 22.91% |
| YTD | 4.97% | 27.1% |
| 1Y | 5.31% | 82.29% |
| 3Y (ann.) | 8.7% | 64.73% |
| 5Y (ann.) | 8.7% | 64.73% |
| Metric | 11386909:btcusd:triple_med_gx:lsma95_85 | 11386909:BTCUSD |
|---|---|---|
| Max Drawdown | -4.8% | -29.51% |
| Longest DD Days | 254.0 | 144.0 |
| Avg. Drawdown | -1.65% | -4.71% |
| Avg. Drawdown Days | 78.0 | 14.0 |
| Recovery Factor | 2.05 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-02 | -4.80 | 254 |
| 2024-09-19 | 2024-10-20 | -1.23 | 31 |
| 2024-08-23 | 2024-09-19 | -0.41 | 26 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386909:btcusd:triple_med_gx:lsma95_85 | 11386909:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -1.39% | -9.32% |
| Best Week | 4.31% | 18.93% |
| Worst Week | -2.2% | -12.33% |
| Best Month | 4.31% | 37.42% |
| Worst Month | -2.2% | -17.69% |
| Best Year | 4.97% | 38.02% |
| Worst Year | 4.65% | 27.1% |
| Avg. Up Day | 0.94% | 0.98% |
| Avg. Down Day | -0.51% | -0.67% |
| Avg. Up Week | 2.57% | 5.09% |
| Avg. Down Week | -1.11% | -5.24% |
| Avg. Up Month | 2.57% | 9.28% |
| Avg. Down Month | -0.53% | -5.41% |
| Win Days % | 45.65% | 51.89% |
| Win Month % | 62.5% | 64.29% |
| Win Week % | 55.56% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |