| Metric | 11398857:btcusd:triple_med_gx:lsma95_125 | 11398857:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 11.28% | 61.16% |
| Max Drawdown | -25.91% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.34 | 0.85 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 14.37 | 3.75 |
| Outlier Loss Ratio | 3.92 | 3.74 |
| Volatility (ann.) | 16.62% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.42 | 2.0 |
| Skew | 0.01 | 0.21 |
| Kurtosis | 26.21 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 3.74% |
| Expected Yearly % | 5.49% | 26.95% |
| Kelly Criterion | 1.71% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.13% |
| Expected Shortfall (cVaR) | -1.42% | -2.13% |
| Year | 11398857:BTCUSD | 11398857:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.91 | 0.37 | - |
| 2025 | 16.76 | -2.30 | -0.14 | - |
| Metric | 11398857:btcusd:triple_med_gx:lsma95_125 | 11398857:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.8% | 31.46% |
| 6M | 3.48% | 12.77% |
| YTD | -2.3% | 16.76% |
| 1Y | 14.37% | 56.84% |
| 3Y (ann.) | 10.96% | 59.12% |
| 5Y (ann.) | 10.96% | 59.12% |
| Metric | 11398857:btcusd:triple_med_gx:lsma95_125 | 11398857:BTCUSD |
|---|---|---|
| Max Drawdown | -25.91% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -5.7% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.44 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -25.91 | 155 |
| 2024-06-07 | 2024-11-06 | -24.73 | 151 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2024-12-16 | 2024-12-24 | -1.56 | 8 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11398857:btcusd:triple_med_gx:lsma95_125 | 11398857:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 9.09% | 37.42% |
| Worst Month | -11.96% | -17.69% |
| Best Year | 13.91% | 38.02% |
| Worst Year | -2.3% | 16.76% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.45% | 5.14% |
| Avg. Down Week | -3.05% | -3.93% |
| Avg. Up Month | 4.15% | 12.23% |
| Avg. Down Month | -8.87% | -9.04% |
| Win Days % | 49.68% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |