| Metric | 11383665:btcusd:triple_med_gx:lsma70_75 | 11383665:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 1.06% | 61.52% |
| Max Drawdown | -7.16% | -29.51% |
| Sharpe | 0.11 | 0.59 |
| Sortino | 0.16 | 0.86 |
| Payoff Ratio | 1.15 | 1.18 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.52 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 194.15 | 2.26 |
| Outlier Loss Ratio | 4.49 | 2.17 |
| Volatility (ann.) | 2.75% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.14 | 2.02 |
| Skew | 1.68 | 0.21 |
| Kurtosis | 113.44 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.08% | 3.76% |
| Expected Yearly % | 0.53% | 27.09% |
| Kelly Criterion | -8.38% | 11.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.13% |
| Expected Shortfall (cVaR) | -0.24% | -2.13% |
| Year | 11383665:BTCUSD | 11383665:btcusd:triple_med_gx:lsma70_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.82 | 0.05 | - |
| 2025 | 17.02 | -0.75 | -0.04 | - |
| Metric | 11383665:btcusd:triple_med_gx:lsma70_75 | 11383665:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -5.88% | 31.76% |
| 6M | 0.39% | 12.25% |
| YTD | -0.75% | 17.02% |
| 1Y | 1.06% | 57.19% |
| 3Y (ann.) | 1.03% | 59.47% |
| 5Y (ann.) | 1.03% | 59.47% |
| Metric | 11383665:btcusd:triple_med_gx:lsma70_75 | 11383665:BTCUSD |
|---|---|---|
| Max Drawdown | -7.16% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -1.36% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.15 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -7.16 | 116 |
| 2024-07-07 | 2024-07-14 | -1.33 | 7 |
| 2024-07-14 | 2024-10-28 | -1.04 | 106 |
| 2024-06-29 | 2024-06-30 | -1.02 | 1 |
| 2024-11-22 | 2024-12-21 | -0.93 | 28 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| 2025-01-16 | 2025-01-16 | -0.18 | 0 |
| 2025-01-28 | 2025-01-29 | -0.18 | 0 |
| 2025-02-14 | 2025-02-14 | -0.18 | 0 |
| Metric | 11383665:btcusd:triple_med_gx:lsma70_75 | 11383665:BTCUSD |
|---|---|---|
| Best Day | 2.03% | 9.33% |
| Worst Day | -2.1% | -9.32% |
| Best Week | 4.69% | 18.93% |
| Worst Week | -3.53% | -12.33% |
| Best Month | 5.28% | 37.42% |
| Worst Month | -3.34% | -17.69% |
| Best Year | 1.82% | 38.02% |
| Worst Year | -0.75% | 17.02% |
| Avg. Up Day | 0.63% | 0.69% |
| Avg. Down Day | -0.55% | -0.58% |
| Avg. Up Week | 1.56% | 7.35% |
| Avg. Down Week | -0.36% | -1.18% |
| Avg. Up Month | 2.23% | 7.9% |
| Avg. Down Month | -2.41% | -2.09% |
| Win Days % | 42.11% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |