| Metric | 11392693:btcusd:triple_med_gx:lsma115_105 | 11392693:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 2.42% | 61.16% |
| Max Drawdown | -9.12% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.18 | 0.85 |
| Payoff Ratio | 0.87 | 0.8 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.49 | 0.45 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 113.2 | 2.55 |
| Outlier Loss Ratio | 1.94 | 2.17 |
| Volatility (ann.) | 5.7% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.26 | 2.0 |
| Skew | -3.31 | 0.21 |
| Kurtosis | 152.29 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.18% | 3.74% |
| Expected Yearly % | 1.2% | 26.95% |
| Kelly Criterion | -5.66% | -8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11392693:BTCUSD | 11392693:btcusd:triple_med_gx:lsma115_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.11 | 0.03 | - |
| 2025 | 16.76 | 1.30 | 0.08 | - |
| Metric | 11392693:btcusd:triple_med_gx:lsma115_105 | 11392693:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.51% | 31.46% |
| 6M | 1.3% | 12.77% |
| YTD | 1.3% | 16.76% |
| 1Y | 2.42% | 56.84% |
| 3Y (ann.) | 2.35% | 59.12% |
| 5Y (ann.) | 2.35% | 59.12% |
| Metric | 11392693:btcusd:triple_med_gx:lsma115_105 | 11392693:BTCUSD |
|---|---|---|
| Max Drawdown | -9.12% | -29.51% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.27 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-06-11 | -9.12 | 106 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2024-09-22 | 2024-11-11 | -3.46 | 50 |
| 2024-09-21 | 2024-09-21 | -0.46 | 0 |
| 2024-08-23 | 2024-09-20 | -0.41 | 28 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11392693:btcusd:triple_med_gx:lsma115_105 | 11392693:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 4.81% | 18.93% |
| Worst Week | -4.07% | -12.33% |
| Best Month | 4.81% | 37.42% |
| Worst Month | -4.07% | -17.69% |
| Best Year | 1.3% | 38.02% |
| Worst Year | 1.11% | 16.76% |
| Avg. Up Day | 1.05% | 1.09% |
| Avg. Down Day | -1.21% | -1.37% |
| Avg. Up Week | 2.43% | 9.66% |
| Avg. Down Week | -1.82% | -7.61% |
| Avg. Up Month | 2.56% | 17.15% |
| Avg. Down Month | -2.06% | -9.5% |
| Win Days % | 50.91% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |