| Metric | 11399828:btcusd:triple_med_gx:lsma95_130 | 11399828:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 10.59% | 61.16% |
| Max Drawdown | -7.23% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.67 | 0.85 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 0.11 | 1.07 |
| CPC Index | 0.7 | 0.68 |
| Tail Ratio | 0.09 | 0.98 |
| Outlier Win Ratio | 60.13 | 2.91 |
| Outlier Loss Ratio | 4.13 | 2.74 |
| Volatility (ann.) | 6.27% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.42 | 2.0 |
| Skew | 1.75 | 0.21 |
| Kurtosis | 46.18 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.78% | 3.74% |
| Expected Yearly % | 5.16% | 26.95% |
| Kelly Criterion | 3.6% | 11.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11399828:BTCUSD | 11399828:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.88 | 0.26 | - |
| 2025 | 16.76 | 0.65 | 0.04 | - |
| Metric | 11399828:btcusd:triple_med_gx:lsma95_130 | 11399828:BTCUSD |
|---|---|---|
| MTD | -0.36% | 4.16% |
| 3M | -0.58% | 31.46% |
| 6M | 6.16% | 12.77% |
| YTD | 0.65% | 16.76% |
| 1Y | 14.28% | 56.84% |
| 3Y (ann.) | 10.3% | 59.12% |
| 5Y (ann.) | 10.3% | 59.12% |
| Metric | 11399828:btcusd:triple_med_gx:lsma95_130 | 11399828:BTCUSD |
|---|---|---|
| Max Drawdown | -7.23% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -1.66% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.47 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-09-13 | -7.23 | 98 |
| 2024-12-09 | 2024-12-16 | -4.95 | 7 |
| 2025-02-14 | 2025-06-11 | -4.73 | 116 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2024-11-06 | 2024-11-07 | -1.33 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-11-07 | 2024-12-07 | -0.59 | 29 |
| 2024-12-08 | 2024-12-08 | -0.53 | 0 |
| 2025-01-04 | 2025-02-12 | -0.29 | 39 |
| Metric | 11399828:btcusd:triple_med_gx:lsma95_130 | 11399828:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.01% | -9.32% |
| Best Week | 5.79% | 18.93% |
| Worst Week | -3.37% | -12.33% |
| Best Month | 5.79% | 37.42% |
| Worst Month | -5.8% | -17.69% |
| Best Year | 9.88% | 38.02% |
| Worst Year | 0.65% | 16.76% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.65% | -0.69% |
| Avg. Up Week | 2.27% | 6.95% |
| Avg. Down Week | -1.01% | -3.97% |
| Avg. Up Month | 2.44% | 15.29% |
| Avg. Down Month | -3.59% | -4.72% |
| Win Days % | 47.24% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |