| Metric | 11399494:btcusd:triple_med_gx:lsma95_130 | 11399494:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 10.81% | 61.16% |
| Max Drawdown | -7.14% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.72 | 0.85 |
| Payoff Ratio | 1.52 | 1.26 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.82 | 0.72 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 71.02 | 2.84 |
| Outlier Loss Ratio | 4.04 | 2.51 |
| Volatility (ann.) | 6.01% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.47 | 2.0 |
| Skew | 1.44 | 0.21 |
| Kurtosis | 73.75 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.79% | 3.74% |
| Expected Yearly % | 5.27% | 26.95% |
| Kelly Criterion | 4.63% | 13.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11399494:BTCUSD | 11399494:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.94 | 0.02 | - |
| 2025 | 16.76 | 9.78 | 0.58 | - |
| Metric | 11399494:btcusd:triple_med_gx:lsma95_130 | 11399494:BTCUSD |
|---|---|---|
| MTD | 1.76% | 4.16% |
| 3M | 8.92% | 31.46% |
| 6M | 8.04% | 12.77% |
| YTD | 9.78% | 16.76% |
| 1Y | 11.77% | 56.84% |
| 3Y (ann.) | 10.51% | 59.12% |
| 5Y (ann.) | 10.51% | 59.12% |
| Metric | 11399494:btcusd:triple_med_gx:lsma95_130 | 11399494:BTCUSD |
|---|---|---|
| Max Drawdown | -7.14% | -29.51% |
| Longest DD Days | 119.0 | 144.0 |
| Avg. Drawdown | -2.35% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.51 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-05-21 | -7.14 | 76 |
| 2024-11-06 | 2025-03-06 | -6.80 | 119 |
| 2024-06-05 | 2024-06-30 | -3.13 | 25 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-08-09 | 2024-08-12 | -1.48 | 3 |
| 2024-10-12 | 2024-10-14 | -1.12 | 1 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2025-06-08 | 2025-06-09 | -0.84 | 0 |
| 2024-09-10 | 2024-09-10 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11399494:btcusd:triple_med_gx:lsma95_130 | 11399494:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 4.82% | 37.42% |
| Worst Month | -5.94% | -17.69% |
| Best Year | 9.78% | 38.02% |
| Worst Year | 0.94% | 16.76% |
| Avg. Up Day | 0.93% | 0.98% |
| Avg. Down Day | -0.62% | -0.78% |
| Avg. Up Week | 1.68% | 5.48% |
| Avg. Down Week | -2.08% | -3.72% |
| Avg. Up Month | 1.88% | 8.63% |
| Avg. Down Month | -3.62% | -2.66% |
| Win Days % | 42.52% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |