| Metric | 11381066:btcusd:triple_med_gx:lsma55_65 | 11381066:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 2.35% | 79.62% |
| Max Drawdown | -9.39% | -29.51% |
| Sharpe | 0.13 | 0.65 |
| Sortino | 0.17 | 0.96 |
| Payoff Ratio | 1.02 | 0.97 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 88.66 | 2.76 |
| Outlier Loss Ratio | 3.23 | 2.52 |
| Volatility (ann.) | 5.21% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.22 | 2.33 |
| Skew | -1.56 | 0.2 |
| Kurtosis | 69.42 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.17% | 4.27% |
| Expected Yearly % | 1.17% | 34.02% |
| Kelly Criterion | -2.42% | 2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.07% |
| Expected Shortfall (cVaR) | -0.45% | -2.07% |
| Year | 11381066:BTCUSD | 11381066:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.73 | 0.23 | - |
| 2025 | 30.14 | -5.86 | -0.19 | - |
| Metric | 11381066:btcusd:triple_med_gx:lsma55_65 | 11381066:BTCUSD |
|---|---|---|
| MTD | -0.56% | 13.36% |
| 3M | 0.78% | 45.08% |
| 6M | -5.86% | 28.47% |
| YTD | -5.86% | 30.14% |
| 1Y | -1.72% | 105.13% |
| 3Y (ann.) | 2.1% | 68.87% |
| 5Y (ann.) | 2.1% | 68.87% |
| Metric | 11381066:btcusd:triple_med_gx:lsma55_65 | 11381066:BTCUSD |
|---|---|---|
| Max Drawdown | -9.39% | -29.51% |
| Longest DD Days | 317.0 | 144.0 |
| Avg. Drawdown | -1.86% | -4.58% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.25 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-31 | 2025-07-14 | -9.39 | 317 |
| 2024-07-10 | 2024-07-25 | -2.31 | 15 |
| 2024-07-01 | 2024-07-09 | -1.57 | 8 |
| 2024-06-13 | 2024-06-27 | -1.51 | 14 |
| 2024-06-27 | 2024-06-30 | -0.77 | 3 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-06-13 | 2024-06-13 | -0.18 | 0 |
| 2024-08-21 | 2024-08-21 | -0.18 | 0 |
| 2024-08-30 | 2024-08-30 | -0.18 | 0 |
| Metric | 11381066:btcusd:triple_med_gx:lsma55_65 | 11381066:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.0% | 18.93% |
| Worst Week | -4.19% | -12.33% |
| Best Month | 5.0% | 37.42% |
| Worst Month | -5.32% | -17.69% |
| Best Year | 8.73% | 38.02% |
| Worst Year | -5.86% | 30.14% |
| Avg. Up Day | 0.76% | 0.81% |
| Avg. Down Day | -0.74% | -0.83% |
| Avg. Up Week | 1.78% | 5.23% |
| Avg. Down Week | -2.66% | -5.67% |
| Avg. Up Month | 2.71% | 16.44% |
| Avg. Down Month | -5.32% | -17.69% |
| Win Days % | 48.28% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 57.69% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |