| Metric | 11386571:btcusd:triple_med_gx:lsma105_85 | 11386571:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 14.04% | 61.52% |
| Max Drawdown | -9.71% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.79 | 0.86 |
| Payoff Ratio | 1.24 | 1.14 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 63.37 | 2.76 |
| Outlier Loss Ratio | 3.22 | 2.64 |
| Volatility (ann.) | 6.71% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.41 | 2.02 |
| Skew | 1.33 | 0.21 |
| Kurtosis | 75.09 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.02% | 3.76% |
| Expected Yearly % | 6.79% | 27.09% |
| Kelly Criterion | 7.15% | 9.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11386571:BTCUSD | 11386571:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.45 | 0.43 | - |
| 2025 | 17.02 | -2.07 | -0.12 | - |
| Metric | 11386571:btcusd:triple_med_gx:lsma105_85 | 11386571:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.35% | 31.76% |
| 6M | -3.69% | 12.25% |
| YTD | -2.07% | 17.02% |
| 1Y | 14.04% | 57.19% |
| 3Y (ann.) | 13.64% | 59.47% |
| 5Y (ann.) | 13.64% | 59.47% |
| Metric | 11386571:btcusd:triple_med_gx:lsma105_85 | 11386571:BTCUSD |
|---|---|---|
| Max Drawdown | -9.71% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.63% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | 1.45 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -9.71 | 175 |
| 2024-07-04 | 2024-08-20 | -6.04 | 46 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-19 | 2024-11-11 | -2.68 | 52 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-12 | 2024-12-16 | -0.69 | 34 |
| Metric | 11386571:btcusd:triple_med_gx:lsma105_85 | 11386571:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 11.46% | 18.93% |
| Worst Week | -2.87% | -12.33% |
| Best Month | 11.46% | 37.42% |
| Worst Month | -3.51% | -17.69% |
| Best Year | 16.45% | 38.02% |
| Worst Year | -2.07% | 17.02% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.82% | -0.9% |
| Avg. Up Week | 3.99% | 9.04% |
| Avg. Down Week | -1.95% | -3.98% |
| Avg. Up Month | 4.87% | 17.5% |
| Avg. Down Month | -1.66% | -2.66% |
| Win Days % | 48.67% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |