| Metric | 11391336:btcusd:triple_med_gx:lsma155_100 | 11391336:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 7.06% | 61.52% |
| Max Drawdown | -10.63% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.4 | 0.86 |
| Payoff Ratio | 0.91 | 0.9 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.59 | 0.51 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 62.65 | 2.73 |
| Outlier Loss Ratio | 2.82 | 2.67 |
| Volatility (ann.) | 6.61% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.65 | 2.02 |
| Skew | -0.29 | 0.21 |
| Kurtosis | 104.6 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.53% | 3.76% |
| Expected Yearly % | 3.47% | 27.09% |
| Kelly Criterion | 6.37% | -1.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11391336:BTCUSD | 11391336:btcusd:triple_med_gx:lsma155_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.63 | 0.04 | - |
| 2025 | 17.02 | 5.35 | 0.31 | - |
| Metric | 11391336:btcusd:triple_med_gx:lsma155_100 | 11391336:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.93% | 31.76% |
| 6M | 5.35% | 12.25% |
| YTD | 5.35% | 17.02% |
| 1Y | 7.06% | 57.19% |
| 3Y (ann.) | 6.87% | 59.47% |
| 5Y (ann.) | 6.87% | 59.47% |
| Metric | 11391336:btcusd:triple_med_gx:lsma155_100 | 11391336:BTCUSD |
|---|---|---|
| Max Drawdown | -10.63% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -4.11% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 0.66 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-15 | -10.63 | 182 |
| 2025-01-20 | 2025-06-11 | -9.96 | 141 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 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 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391336:btcusd:triple_med_gx:lsma155_100 | 11391336:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 8.37% | 18.93% |
| Worst Week | -7.66% | -12.33% |
| Best Month | 7.01% | 37.42% |
| Worst Month | -7.82% | -17.69% |
| Best Year | 5.35% | 38.02% |
| Worst Year | 1.63% | 17.02% |
| Avg. Up Day | 0.77% | 0.77% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 4.71% | 6.85% |
| Avg. Down Week | -3.03% | -6.41% |
| Avg. Up Month | 3.6% | 7.76% |
| Avg. Down Month | -7.82% | -8.73% |
| Win Days % | 55.38% | 51.9% |
| Win Month % | 83.33% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 100.0% |