| Metric | 11384174:btcusd:triple_med_gx:lsma105_75 | 11384174:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 13.3% | 61.52% |
| Max Drawdown | -5.84% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 0.97 | 0.86 |
| Payoff Ratio | 1.36 | 1.35 |
| Profit Factor | 1.36 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.89 | 0.77 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 70.15 | 2.72 |
| Outlier Loss Ratio | 3.89 | 2.65 |
| Volatility (ann.) | 5.75% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.21 | 2.02 |
| Skew | 3.65 | 0.21 |
| Kurtosis | 68.65 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.96% | 3.76% |
| Expected Yearly % | 6.44% | 27.09% |
| Kelly Criterion | 9.43% | 16.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11384174:BTCUSD | 11384174:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.09 | 0.42 | - |
| 2025 | 17.02 | -2.41 | -0.14 | - |
| Metric | 11384174:btcusd:triple_med_gx:lsma105_75 | 11384174:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.23% | 31.76% |
| 6M | -2.41% | 12.25% |
| YTD | -2.41% | 17.02% |
| 1Y | 13.3% | 57.19% |
| 3Y (ann.) | 12.92% | 59.47% |
| 5Y (ann.) | 12.92% | 59.47% |
| Metric | 11384174:btcusd:triple_med_gx:lsma105_75 | 11384174:BTCUSD |
|---|---|---|
| Max Drawdown | -5.84% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -1.96% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 2.28 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -5.84 | 180 |
| 2025-03-20 | 2025-06-11 | -5.01 | 83 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-08-23 | -0.95 | 39 |
| 2024-08-25 | 2024-09-17 | -0.44 | 23 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11384174:btcusd:triple_med_gx:lsma105_75 | 11384174:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 6.78% | 18.93% |
| Worst Week | -1.78% | -12.33% |
| Best Month | 6.4% | 37.42% |
| Worst Month | -1.78% | -17.69% |
| Best Year | 16.09% | 38.02% |
| Worst Year | -2.41% | 17.02% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.65% | -0.66% |
| Avg. Up Week | 4.24% | 10.14% |
| Avg. Down Week | -0.57% | -2.72% |
| Avg. Up Month | 3.48% | 8.19% |
| Avg. Down Month | -0.8% | -2.09% |
| Win Days % | 47.86% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |