| Metric | 11397771:btcusd:triple_med_gx:lsma95_120 | 11397771:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 20.87% | 61.16% |
| Max Drawdown | -4.69% | -29.51% |
| Sharpe | 0.78 | 0.59 |
| Sortino | 1.39 | 0.85 |
| Payoff Ratio | 1.36 | 1.35 |
| Profit Factor | 1.6 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.13 | 0.77 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 67.87 | 2.78 |
| Outlier Loss Ratio | 2.91 | 2.51 |
| Volatility (ann.) | 6.16% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 4.32 | 2.0 |
| Skew | 3.66 | 0.21 |
| Kurtosis | 64.21 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.47% | 3.74% |
| Expected Yearly % | 9.94% | 26.95% |
| Kelly Criterion | 16.18% | 16.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11397771:BTCUSD | 11397771:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.86 | 0.52 | - |
| 2025 | 16.76 | 0.84 | 0.05 | - |
| Metric | 11397771:btcusd:triple_med_gx:lsma95_120 | 11397771:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.01% | 31.46% |
| 6M | 0.84% | 12.77% |
| YTD | 0.84% | 16.76% |
| 1Y | 20.86% | 56.84% |
| 3Y (ann.) | 20.26% | 59.12% |
| 5Y (ann.) | 20.26% | 59.12% |
| Metric | 11397771:btcusd:triple_med_gx:lsma95_120 | 11397771:BTCUSD |
|---|---|---|
| Max Drawdown | -4.69% | -29.51% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -1.54% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 4.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2024-09-14 | 2024-10-11 | -4.28 | 27 |
| 2024-12-05 | 2025-04-12 | -3.66 | 128 |
| 2024-08-07 | 2024-09-09 | -3.24 | 32 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-04-13 | 2025-06-11 | -1.80 | 59 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| Metric | 11397771:btcusd:triple_med_gx:lsma95_120 | 11397771:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 10.56% | 18.93% |
| Worst Week | -3.31% | -12.33% |
| Best Month | 9.19% | 37.42% |
| Worst Month | -3.31% | -17.69% |
| Best Year | 19.86% | 38.02% |
| Worst Year | 0.84% | 16.76% |
| Avg. Up Day | 1.12% | 1.14% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.01% | 5.23% |
| Avg. Down Week | -2.71% | -5.31% |
| Avg. Up Month | 4.92% | 10.79% |
| Avg. Down Month | -2.71% | -12.52% |
| Win Days % | 51.65% | 51.86% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |