| Metric | 11388006:btcusd:triple_med_gx:lsma105_90 | 11388006:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 9.94% | 61.52% |
| Max Drawdown | -7.62% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.7 | 0.86 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 85.2 | 2.6 |
| Outlier Loss Ratio | 3.24 | 2.36 |
| Volatility (ann.) | 5.49% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.27 | 2.02 |
| Skew | 1.91 | 0.21 |
| Kurtosis | 116.16 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.73% | 3.76% |
| Expected Yearly % | 4.85% | 27.09% |
| Kelly Criterion | 5.75% | 13.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11388006:BTCUSD | 11388006:btcusd:triple_med_gx:lsma105_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.69 | 0.23 | - |
| 2025 | 17.02 | 1.15 | 0.07 | - |
| Metric | 11388006:btcusd:triple_med_gx:lsma105_90 | 11388006:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.91% | 31.76% |
| 6M | -2.75% | 12.25% |
| YTD | 1.15% | 17.02% |
| 1Y | 9.94% | 57.19% |
| 3Y (ann.) | 9.66% | 59.47% |
| 5Y (ann.) | 9.66% | 59.47% |
| Metric | 11388006:btcusd:triple_med_gx:lsma105_90 | 11388006:BTCUSD |
|---|---|---|
| Max Drawdown | -7.62% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.82% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | 1.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -7.62 | 175 |
| 2024-07-06 | 2024-09-18 | -3.68 | 74 |
| 2024-09-19 | 2024-11-11 | -2.19 | 52 |
| 2024-11-12 | 2024-12-17 | -0.69 | 35 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| Metric | 11388006:btcusd:triple_med_gx:lsma105_90 | 11388006:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 9.61% | 18.93% |
| Worst Week | -3.85% | -12.33% |
| Best Month | 9.61% | 37.42% |
| Worst Month | -3.85% | -17.69% |
| Best Year | 8.69% | 38.02% |
| Worst Year | 1.15% | 17.02% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.46% | 9.08% |
| Avg. Down Week | -1.67% | -3.28% |
| Avg. Up Month | 4.22% | 14.74% |
| Avg. Down Month | -2.06% | -4.68% |
| Win Days % | 47.13% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |