| Metric | 11384176:btcusd:triple_med_gx:lsma115_75 | 11384176:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 17.4% | 61.52% |
| Max Drawdown | -5.58% | -29.51% |
| Sharpe | 0.68 | 0.59 |
| Sortino | 1.26 | 0.86 |
| Payoff Ratio | 1.33 | 1.34 |
| Profit Factor | 1.4 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.92 | 0.77 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 61.33 | 2.87 |
| Outlier Loss Ratio | 3.96 | 2.67 |
| Volatility (ann.) | 6.04% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.03 | 2.02 |
| Skew | 4.37 | 0.21 |
| Kurtosis | 55.04 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.24% | 3.76% |
| Expected Yearly % | 8.35% | 27.09% |
| Kelly Criterion | 11.85% | 16.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11384176:BTCUSD | 11384176:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.21 | 0.43 | - |
| 2025 | 17.02 | 1.02 | 0.06 | - |
| Metric | 11384176:btcusd:triple_med_gx:lsma115_75 | 11384176:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.33% | 31.76% |
| 6M | 1.02% | 12.25% |
| YTD | 1.02% | 17.02% |
| 1Y | 17.4% | 57.19% |
| 3Y (ann.) | 16.9% | 59.47% |
| 5Y (ann.) | 16.9% | 59.47% |
| Metric | 11384176:btcusd:triple_med_gx:lsma115_75 | 11384176:BTCUSD |
|---|---|---|
| Max Drawdown | -5.58% | -29.51% |
| Longest DD Days | 117.0 | 144.0 |
| Avg. Drawdown | -1.86% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 3.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-01-15 | -5.58 | 117 |
| 2025-01-16 | 2025-03-19 | -5.19 | 62 |
| 2025-03-20 | 2025-06-11 | -4.63 | 83 |
| 2024-08-26 | 2024-09-17 | -2.05 | 22 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-23 | 2024-08-23 | -0.22 | 0 |
| Metric | 11384176:btcusd:triple_med_gx:lsma115_75 | 11384176:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 7.49% | 18.93% |
| Worst Week | -2.72% | -12.33% |
| Best Month | 7.49% | 37.42% |
| Worst Month | -2.44% | -17.69% |
| Best Year | 16.21% | 38.02% |
| Worst Year | 1.02% | 17.02% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.63% | -0.63% |
| Avg. Up Week | 3.53% | 7.89% |
| Avg. Down Week | -2.17% | -5.24% |
| Avg. Up Month | 4.42% | 8.57% |
| Avg. Down Month | -0.52% | -2.09% |
| Win Days % | 49.65% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |