| Metric | 11389859:btcusd:triple_med_gx:lsma140_95 | 11389859:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 14.49% | 61.52% |
| Max Drawdown | -8.96% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 0.86 | 0.86 |
| Payoff Ratio | 0.91 | 0.9 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.71 | 0.51 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 63.39 | 2.73 |
| Outlier Loss Ratio | 3.04 | 2.65 |
| Volatility (ann.) | 5.66% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.57 | 2.02 |
| Skew | -1.64 | 0.21 |
| Kurtosis | 61.09 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.05% | 3.76% |
| Expected Yearly % | 7.0% | 27.09% |
| Kelly Criterion | 12.15% | -1.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11389859:BTCUSD | 11389859:btcusd:triple_med_gx:lsma140_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.14 | 0.14 | - |
| 2025 | 17.02 | 8.89 | 0.52 | - |
| Metric | 11389859:btcusd:triple_med_gx:lsma140_95 | 11389859:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.45% | 31.76% |
| 6M | 8.89% | 12.25% |
| YTD | 8.89% | 17.02% |
| 1Y | 14.49% | 57.19% |
| 3Y (ann.) | 14.08% | 59.47% |
| 5Y (ann.) | 14.08% | 59.47% |
| Metric | 11389859:btcusd:triple_med_gx:lsma140_95 | 11389859:BTCUSD |
|---|---|---|
| Max Drawdown | -8.96% | -29.51% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.51% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 1.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2024-10-29 | -8.96 | 65 |
| 2025-01-19 | 2025-03-19 | -3.61 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-03-24 | 2025-06-11 | -1.26 | 78 |
| 2024-10-30 | 2025-01-15 | -0.69 | 77 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11389859:btcusd:triple_med_gx:lsma140_95 | 11389859:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.7% | 18.93% |
| Worst Week | -8.05% | -12.33% |
| Best Month | 7.35% | 37.42% |
| Worst Month | -8.07% | -17.69% |
| Best Year | 8.89% | 38.02% |
| Worst Year | 5.14% | 17.02% |
| Avg. Up Day | 0.74% | 0.74% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.7% | 5.49% |
| Avg. Down Week | -3.1% | -6.41% |
| Avg. Up Month | 4.27% | 7.76% |
| Avg. Down Month | -8.07% | -8.73% |
| Win Days % | 58.14% | 51.9% |
| Win Month % | 83.33% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 100.0% |