| Metric | 11392345:btcusd:triple_med_gx:lsma95_105 | 11392345:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 2.23% | 75.42% |
| Max Drawdown | -33.89% | -29.51% |
| Sharpe | 0.12 | 0.63 |
| Sortino | 0.17 | 0.92 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.04 | 1.06 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 1.01 | 0.96 |
| Outlier Win Ratio | 12.62 | 3.92 |
| Outlier Loss Ratio | 3.96 | 3.78 |
| Volatility (ann.) | 17.6% | 24.55% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.06 | 2.19 |
| Skew | 0.6 | 0.2 |
| Kurtosis | 26.17 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.16% | 4.1% |
| Expected Yearly % | 1.11% | 32.45% |
| Kelly Criterion | -0.22% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.07% |
| Expected Shortfall (cVaR) | -1.51% | -2.07% |
| Year | 11392345:BTCUSD | 11392345:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.08 | -0.08 | - |
| 2025 | 27.10 | 5.48 | 0.20 | - |
| Metric | 11392345:btcusd:triple_med_gx:lsma95_105 | 11392345:BTCUSD |
|---|---|---|
| MTD | 2.1% | 10.71% |
| 3M | -1.54% | 41.88% |
| 6M | -2.16% | 22.91% |
| YTD | 5.48% | 27.1% |
| 1Y | 16.49% | 82.29% |
| 3Y (ann.) | 1.98% | 64.73% |
| 5Y (ann.) | 1.98% | 64.73% |
| Metric | 11392345:btcusd:triple_med_gx:lsma95_105 | 11392345:BTCUSD |
|---|---|---|
| Max Drawdown | -33.89% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -7.65% | -4.71% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | 0.07 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-01-06 | -33.89 | 213 |
| 2025-03-03 | 2025-07-17 | -20.10 | 136 |
| 2025-02-04 | 2025-03-02 | -10.92 | 26 |
| 2025-01-07 | 2025-02-03 | -1.77 | 27 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392345:btcusd:triple_med_gx:lsma95_105 | 11392345:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 12.05% | 37.42% |
| Worst Month | -11.68% | -17.69% |
| Best Year | 5.48% | 38.02% |
| Worst Year | -3.08% | 27.1% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 3.22% | 3.51% |
| Avg. Down Week | -2.66% | -4.25% |
| Avg. Up Month | 5.7% | 13.08% |
| Avg. Down Month | -8.01% | -6.06% |
| Win Days % | 48.46% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 47.92% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |