| Metric | 11395480:btcusd:triple_med_gx:lsma95_115 | 11395480:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 2.81% | 75.42% |
| Max Drawdown | -31.63% | -29.51% |
| Sharpe | 0.12 | 0.63 |
| Sortino | 0.18 | 0.92 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 0.99 | 0.96 |
| Outlier Win Ratio | 13.74 | 3.87 |
| Outlier Loss Ratio | 3.94 | 3.77 |
| Volatility (ann.) | 16.9% | 24.55% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.08 | 2.19 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 29.55 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.2% | 4.1% |
| Expected Yearly % | 1.4% | 32.45% |
| Kelly Criterion | -0.34% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.07% |
| Expected Shortfall (cVaR) | -1.45% | -2.07% |
| Year | 11395480:BTCUSD | 11395480:btcusd:triple_med_gx:lsma95_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.19 | -0.06 | - |
| 2025 | 27.10 | 5.11 | 0.19 | - |
| Metric | 11395480:btcusd:triple_med_gx:lsma95_115 | 11395480:BTCUSD |
|---|---|---|
| MTD | 2.1% | 10.71% |
| 3M | 1.87% | 41.88% |
| 6M | -2.5% | 22.91% |
| YTD | 5.11% | 27.1% |
| 1Y | 16.45% | 82.29% |
| 3Y (ann.) | 2.5% | 64.73% |
| 5Y (ann.) | 2.5% | 64.73% |
| Metric | 11395480:btcusd:triple_med_gx:lsma95_115 | 11395480:BTCUSD |
|---|---|---|
| Max Drawdown | -31.63% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -7.37% | -4.71% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | 0.09 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-24 | -31.63 | 200 |
| 2025-03-03 | 2025-07-17 | -19.55 | 136 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-01-07 | 2025-03-02 | -5.41 | 54 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395480:btcusd:triple_med_gx:lsma95_115 | 11395480:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.35% | -12.33% |
| Best Month | 11.68% | 37.42% |
| Worst Month | -12.82% | -17.69% |
| Best Year | 5.11% | 38.02% |
| Worst Year | -2.19% | 27.1% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.0% | 3.46% |
| Avg. Down Week | -3.11% | -4.05% |
| Avg. Up Month | 4.83% | 12.62% |
| Avg. Down Month | -7.25% | -8.96% |
| Win Days % | 48.55% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 54.55% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |