| Metric | 11394499:btcusd:triple_med_gx:lsma95_110 | 11394499:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 11.66% | 61.16% |
| Max Drawdown | -3.44% | -29.51% |
| Sharpe | 0.6 | 0.59 |
| Sortino | 0.96 | 0.85 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.55 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.98 | 0.69 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 107.83 | 2.66 |
| Outlier Loss Ratio | 2.56 | 2.17 |
| Volatility (ann.) | 4.68% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 3.29 | 2.0 |
| Skew | 2.13 | 0.21 |
| Kurtosis | 93.13 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.85% | 3.74% |
| Expected Yearly % | 5.67% | 26.95% |
| Kelly Criterion | 11.2% | 12.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.13% |
| Expected Shortfall (cVaR) | -0.4% | -2.13% |
| Year | 11394499:BTCUSD | 11394499:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.65 | 0.28 | - |
| 2025 | 16.76 | 0.91 | 0.05 | - |
| Metric | 11394499:btcusd:triple_med_gx:lsma95_110 | 11394499:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.86% | 31.46% |
| 6M | 0.91% | 12.77% |
| YTD | 0.91% | 16.76% |
| 1Y | 11.65% | 56.84% |
| 3Y (ann.) | 11.33% | 59.12% |
| 5Y (ann.) | 11.33% | 59.12% |
| Metric | 11394499:btcusd:triple_med_gx:lsma95_110 | 11394499:BTCUSD |
|---|---|---|
| Max Drawdown | -3.44% | -29.51% |
| Longest DD Days | 65.0 | 144.0 |
| Avg. Drawdown | -1.24% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-06 | -3.44 | 56 |
| 2024-09-12 | 2024-10-11 | -3.15 | 29 |
| 2025-02-06 | 2025-04-12 | -2.56 | 65 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-12-04 | 2025-02-06 | -2.30 | 64 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2025-04-13 | 2025-06-11 | -0.90 | 59 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11394499:btcusd:triple_med_gx:lsma95_110 | 11394499:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 5.83% | 18.93% |
| Worst Week | -2.52% | -12.33% |
| Best Month | 5.83% | 37.42% |
| Worst Month | -2.52% | -17.69% |
| Best Year | 10.65% | 38.02% |
| Worst Year | 0.91% | 16.76% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 2.4% | 4.17% |
| Avg. Down Week | -2.21% | -5.31% |
| Avg. Up Month | 3.66% | 10.79% |
| Avg. Down Month | -2.21% | -12.52% |
| Win Days % | 50.88% | 51.86% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 75.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |