| Metric | 11397736:btcusd:triple_med_gx:lsma95_120 | 11397736:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 21.66% | 61.16% |
| Max Drawdown | -6.28% | -29.51% |
| Sharpe | 0.83 | 0.59 |
| Sortino | 1.48 | 0.85 |
| Payoff Ratio | 1.46 | 1.35 |
| Profit Factor | 1.66 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.21 | 0.77 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 71.53 | 2.85 |
| Outlier Loss Ratio | 3.18 | 2.47 |
| Volatility (ann.) | 5.91% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 3.35 | 2.0 |
| Skew | 3.37 | 0.21 |
| Kurtosis | 66.26 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.52% | 3.74% |
| Expected Yearly % | 10.3% | 26.95% |
| Kelly Criterion | 15.73% | 16.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11397736:BTCUSD | 11397736:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.39 | 0.33 | - |
| 2025 | 16.76 | 8.24 | 0.49 | - |
| Metric | 11397736:btcusd:triple_med_gx:lsma95_120 | 11397736:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.44% | 31.46% |
| 6M | 8.24% | 12.77% |
| YTD | 8.24% | 16.76% |
| 1Y | 21.53% | 56.84% |
| 3Y (ann.) | 21.02% | 59.12% |
| 5Y (ann.) | 21.02% | 59.12% |
| Metric | 11397736:btcusd:triple_med_gx:lsma95_120 | 11397736:BTCUSD |
|---|---|---|
| Max Drawdown | -6.28% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -1.66% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 3.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-10 | -6.28 | 92 |
| 2024-09-12 | 2024-10-11 | -3.42 | 28 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-02-06 | 2025-04-11 | -2.39 | 63 |
| 2024-12-05 | 2025-02-06 | -1.84 | 63 |
| 2025-04-13 | 2025-04-17 | -1.25 | 4 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-10-11 | 2024-12-02 | -1.01 | 52 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| Metric | 11397736:btcusd:triple_med_gx:lsma95_120 | 11397736:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 8.08% | 18.93% |
| Worst Week | -4.04% | -12.33% |
| Best Month | 8.08% | 37.42% |
| Worst Month | -4.04% | -17.69% |
| Best Year | 12.39% | 38.02% |
| Worst Year | 8.24% | 16.76% |
| Avg. Up Day | 1.12% | 1.12% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 4.09% | 4.08% |
| Avg. Down Week | -2.56% | -5.31% |
| Avg. Up Month | 4.28% | 10.87% |
| Avg. Down Month | -2.56% | -12.52% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 77.78% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |