| Metric | 11391321:btcusd:triple_med_gx:lsma95_100 | 11391321:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 4.45% | 61.52% |
| Max Drawdown | -3.26% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.64 | 0.86 |
| Payoff Ratio | 1.49 | 1.53 |
| Profit Factor | 1.69 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.08 | 0.87 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 252.86 | 2.14 |
| Outlier Loss Ratio | 3.27 | 2.07 |
| Volatility (ann.) | 2.91% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.33 | 2.02 |
| Skew | 4.85 | 0.21 |
| Kurtosis | 324.3 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.34% | 3.76% |
| Expected Yearly % | 2.2% | 27.09% |
| Kelly Criterion | 4.51% | 20.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -2.13% |
| Expected Shortfall (cVaR) | -0.25% | -2.13% |
| Year | 11391321:BTCUSD | 11391321:btcusd:triple_med_gx:lsma95_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.24 | 0.11 | - |
| 2025 | 17.02 | 0.20 | 0.01 | - |
| Metric | 11391321:btcusd:triple_med_gx:lsma95_100 | 11391321:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.16% | 31.76% |
| 6M | 0.2% | 12.25% |
| YTD | 0.2% | 17.02% |
| 1Y | 4.73% | 57.19% |
| 3Y (ann.) | 4.33% | 59.47% |
| 5Y (ann.) | 4.33% | 59.47% |
| Metric | 11391321:btcusd:triple_med_gx:lsma95_100 | 11391321:BTCUSD |
|---|---|---|
| Max Drawdown | -3.26% | -29.51% |
| Longest DD Days | 243.0 | 144.0 |
| Avg. Drawdown | -1.34% | -4.82% |
| Avg. Drawdown Days | 75.0 | 14.0 |
| Recovery Factor | 1.37 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-10 | 2025-06-11 | -3.26 | 243 |
| 2024-06-08 | 2024-08-06 | -1.76 | 58 |
| 2024-09-09 | 2024-09-09 | -0.18 | 0 |
| 2024-10-10 | 2024-10-10 | -0.18 | 0 |
| Metric | 11391321:btcusd:triple_med_gx:lsma95_100 | 11391321:BTCUSD |
|---|---|---|
| Best Day | 3.41% | 9.33% |
| Worst Day | -3.08% | -9.32% |
| Best Week | 4.0% | 18.93% |
| Worst Week | -2.57% | -12.33% |
| Best Month | 4.0% | 37.42% |
| Worst Month | -2.57% | -17.69% |
| Best Year | 4.24% | 38.02% |
| Worst Year | 0.2% | 17.02% |
| Avg. Up Day | 1.24% | 1.32% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 2.63% | 7.34% |
| Avg. Down Week | -0.61% | -5.31% |
| Avg. Up Month | 2.58% | 10.73% |
| Avg. Down Month | -0.61% | -12.52% |
| Win Days % | 42.86% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |