| Metric | 11383214:btcusd:triple_med_gx:lsma105_75 | 11383214:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 9.15% | 61.52% |
| Max Drawdown | -18.06% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.53 | 0.86 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 60.37 | 2.8 |
| Outlier Loss Ratio | 3.36 | 2.7 |
| Volatility (ann.) | 6.74% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.49 | 2.02 |
| Skew | 1.74 | 0.21 |
| Kurtosis | 61.46 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.68% | 3.76% |
| Expected Yearly % | 4.48% | 27.09% |
| Kelly Criterion | 1.1% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11383214:BTCUSD | 11383214:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.99 | 0.76 | - |
| 2025 | 17.02 | -15.38 | -0.90 | - |
| Metric | 11383214:btcusd:triple_med_gx:lsma105_75 | 11383214:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.49% | 31.76% |
| 6M | -9.79% | 12.25% |
| YTD | -15.38% | 17.02% |
| 1Y | 9.15% | 57.19% |
| 3Y (ann.) | 8.9% | 59.47% |
| 5Y (ann.) | 8.9% | 59.47% |
| Metric | 11383214:btcusd:triple_med_gx:lsma105_75 | 11383214:BTCUSD |
|---|---|---|
| Max Drawdown | -18.06% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -2.21% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 0.51 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -18.06 | 151 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-28 | 2024-10-24 | -2.02 | 25 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-08 | 2024-11-19 | -0.83 | 11 |
| 2024-07-11 | 2024-07-24 | -0.74 | 12 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11383214:btcusd:triple_med_gx:lsma105_75 | 11383214:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -9.85% | -12.33% |
| Best Month | 7.32% | 37.42% |
| Worst Month | -9.85% | -17.69% |
| Best Year | 28.99% | 38.02% |
| Worst Year | -15.38% | 17.02% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 3.69% | 6.84% |
| Avg. Down Week | -2.78% | -5.96% |
| Avg. Up Month | 3.43% | 14.57% |
| Avg. Down Month | -6.66% | -9.89% |
| Win Days % | 48.53% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |