| Metric | 11392877:btcusd:triple_med_gx:lsma95_105 | 11392877:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 12.9% | 75.42% |
| Max Drawdown | -2.91% | -29.51% |
| Sharpe | 0.76 | 0.63 |
| Sortino | 1.45 | 0.92 |
| Payoff Ratio | 2.08 | 2.13 |
| Profit Factor | 1.96 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.87 | 1.22 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 138.12 | 2.52 |
| Outlier Loss Ratio | 3.77 | 2.23 |
| Volatility (ann.) | 3.64% | 24.55% |
| R^2 | 0.02 | 0.02 |
| Calmar | 3.92 | 2.19 |
| Skew | 5.53 | 0.2 |
| Kurtosis | 153.93 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.87% | 4.1% |
| Expected Yearly % | 6.26% | 32.45% |
| Kelly Criterion | 19.77% | 29.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.07% |
| Expected Shortfall (cVaR) | -0.31% | -2.07% |
| Year | 11392877:BTCUSD | 11392877:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.66 | 0.20 | - |
| 2025 | 27.10 | 4.88 | 0.18 | - |
| Metric | 11392877:btcusd:triple_med_gx:lsma95_105 | 11392877:BTCUSD |
|---|---|---|
| MTD | 1.72% | 10.71% |
| 3M | 0.47% | 41.88% |
| 6M | 4.88% | 22.91% |
| YTD | 4.88% | 27.1% |
| 1Y | 12.9% | 82.29% |
| 3Y (ann.) | 11.38% | 64.73% |
| 5Y (ann.) | 11.38% | 64.73% |
| Metric | 11392877:btcusd:triple_med_gx:lsma95_105 | 11392877:BTCUSD |
|---|---|---|
| Max Drawdown | -2.91% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -1.05% | -4.71% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 4.44 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-10 | 2025-04-11 | -2.91 | 182 |
| 2025-06-30 | 2025-07-02 | -2.59 | 2 |
| 2024-06-09 | 2024-08-06 | -1.82 | 57 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-10-10 | 2024-10-10 | -0.18 | 0 |
| 2024-09-09 | 2024-09-09 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11392877:btcusd:triple_med_gx:lsma95_105 | 11392877:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 5.1% | 18.93% |
| Worst Week | -1.33% | -12.33% |
| Best Month | 5.1% | 37.42% |
| Worst Month | -1.33% | -17.69% |
| Best Year | 7.66% | 38.02% |
| Worst Year | 4.88% | 27.1% |
| Avg. Up Day | 1.15% | 1.21% |
| Avg. Down Day | -0.55% | -0.57% |
| Avg. Up Week | 2.16% | 5.18% |
| Avg. Down Week | -0.68% | -5.74% |
| Avg. Up Month | 3.97% | 10.72% |
| Avg. Down Month | -0.68% | -17.69% |
| Win Days % | 45.83% | 51.89% |
| Win Month % | 66.67% | 64.29% |
| Win Week % | 75.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |