| Metric | 11392890:btcusd:triple_med_gx:lsma155_105 | 11392890:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 7.95% | 61.16% |
| Max Drawdown | -12.8% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.45 | 0.85 |
| Payoff Ratio | 0.92 | 0.89 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.51 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 66.56 | 2.73 |
| Outlier Loss Ratio | 2.75 | 2.63 |
| Volatility (ann.) | 6.49% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.6 | 2.0 |
| Skew | -0.23 | 0.21 |
| Kurtosis | 112.44 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.74% |
| Expected Yearly % | 3.9% | 26.95% |
| Kelly Criterion | 6.81% | -1.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11392890:BTCUSD | 11392890:btcusd:triple_med_gx:lsma155_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.85 | -0.02 | - |
| 2025 | 16.76 | 8.87 | 0.53 | - |
| Metric | 11392890:btcusd:triple_med_gx:lsma155_105 | 11392890:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.31% | 31.46% |
| 6M | 8.87% | 12.77% |
| YTD | 8.87% | 16.76% |
| 1Y | 7.95% | 56.84% |
| 3Y (ann.) | 7.73% | 59.12% |
| 5Y (ann.) | 7.73% | 59.12% |
| Metric | 11392890:btcusd:triple_med_gx:lsma155_105 | 11392890:BTCUSD |
|---|---|---|
| Max Drawdown | -12.8% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -4.43% | -4.82% |
| Avg. Drawdown Days | 55.0 | 14.0 |
| Recovery Factor | 0.62 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-17 | -12.80 | 184 |
| 2025-01-20 | 2025-06-11 | -6.95 | 142 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11392890:btcusd:triple_med_gx:lsma155_105 | 11392890:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 8.37% | 18.93% |
| Worst Week | -8.16% | -12.33% |
| Best Month | 5.65% | 37.42% |
| Worst Month | -8.33% | -17.69% |
| Best Year | 8.87% | 38.02% |
| Worst Year | -0.85% | 16.76% |
| Avg. Up Day | 0.8% | 0.8% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 5.73% | 7.46% |
| Avg. Down Week | -3.62% | -6.41% |
| Avg. Up Month | 4.19% | 7.9% |
| Avg. Down Month | -8.33% | -8.73% |
| Win Days % | 55.46% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |