| Metric | 11391332:btcusd:triple_med_gx:lsma140_100 | 11391332:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 8.5% | 61.52% |
| Max Drawdown | -8.77% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.55 | 0.86 |
| Payoff Ratio | 0.91 | 0.89 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.5 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 77.88 | 2.67 |
| Outlier Loss Ratio | 3.01 | 2.49 |
| Volatility (ann.) | 5.2% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.94 | 2.02 |
| Skew | -3.14 | 0.21 |
| Kurtosis | 79.04 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.63% | 3.76% |
| Expected Yearly % | 4.16% | 27.09% |
| Kelly Criterion | 8.11% | -2.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11391332:BTCUSD | 11391332:btcusd:triple_med_gx:lsma140_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.66 | 0.10 | - |
| 2025 | 17.02 | 4.66 | 0.27 | - |
| Metric | 11391332:btcusd:triple_med_gx:lsma140_100 | 11391332:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.32% | 31.76% |
| 6M | 4.66% | 12.25% |
| YTD | 4.66% | 17.02% |
| 1Y | 8.5% | 57.19% |
| 3Y (ann.) | 8.26% | 59.47% |
| 5Y (ann.) | 8.26% | 59.47% |
| Metric | 11391332:btcusd:triple_med_gx:lsma140_100 | 11391332:BTCUSD |
|---|---|---|
| Max Drawdown | -8.77% | -29.51% |
| Longest DD Days | 143.0 | 144.0 |
| Avg. Drawdown | -3.22% | -4.82% |
| Avg. Drawdown Days | 54.0 | 14.0 |
| Recovery Factor | 0.97 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-10-29 | -8.77 | 105 |
| 2025-01-19 | 2025-06-11 | -7.35 | 143 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-10-29 | 2025-01-15 | -0.33 | 77 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391332:btcusd:triple_med_gx:lsma140_100 | 11391332:BTCUSD |
|---|---|---|
| Best Day | 2.53% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -7.38% | -12.33% |
| Best Month | 7.69% | 37.42% |
| Worst Month | -7.38% | -17.69% |
| Best Year | 4.66% | 38.02% |
| Worst Year | 3.66% | 17.02% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.07% | 6.39% |
| Avg. Down Week | -4.31% | -5.24% |
| Avg. Up Month | 3.98% | 7.76% |
| Avg. Down Month | -7.38% | -8.73% |
| Win Days % | 56.25% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |