| Metric | 11386594:btcusd:triple_med_gx:lsma105_85 | 11386594:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 5.43% | 61.52% |
| Max Drawdown | -17.22% | -29.51% |
| Sharpe | 0.23 | 0.59 |
| Sortino | 0.35 | 0.86 |
| Payoff Ratio | 1.23 | 1.27 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.72 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 69.82 | 2.76 |
| Outlier Loss Ratio | 3.12 | 2.69 |
| Volatility (ann.) | 6.64% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.31 | 2.02 |
| Skew | 1.34 | 0.21 |
| Kurtosis | 75.42 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.41% | 3.76% |
| Expected Yearly % | 2.68% | 27.09% |
| Kelly Criterion | 0.12% | 13.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11386594:BTCUSD | 11386594:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.13 | 0.42 | - |
| 2025 | 17.02 | -9.22 | -0.54 | - |
| Metric | 11386594:btcusd:triple_med_gx:lsma105_85 | 11386594:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -7.02% | 31.76% |
| 6M | -16.68% | 12.25% |
| YTD | -9.22% | 17.02% |
| 1Y | 5.43% | 57.19% |
| 3Y (ann.) | 5.28% | 59.47% |
| 5Y (ann.) | 5.28% | 59.47% |
| Metric | 11386594:btcusd:triple_med_gx:lsma105_85 | 11386594:BTCUSD |
|---|---|---|
| Max Drawdown | -17.22% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.32 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -17.22 | 211 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-11-10 | -1.23 | 51 |
| 2024-08-22 | 2024-09-17 | -1.04 | 26 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386594:btcusd:triple_med_gx:lsma105_85 | 11386594:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.9% | 18.93% |
| Worst Week | -8.22% | -12.33% |
| Best Month | 14.9% | 37.42% |
| Worst Month | -8.22% | -17.69% |
| Best Year | 16.13% | 38.02% |
| Worst Year | -9.22% | 17.02% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -0.85% | -0.84% |
| Avg. Up Week | 8.35% | 10.72% |
| Avg. Down Week | -3.57% | -3.28% |
| Avg. Up Month | 11.25% | 22.39% |
| Avg. Down Month | -6.05% | -2.66% |
| Win Days % | 44.86% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 30.77% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |