| Metric | 11392909:btcusd:triple_med_gx:lsma70_105 | 11392909:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 3.44% | 61.16% |
| Max Drawdown | -18.59% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.19 | 0.85 |
| Payoff Ratio | 1.03 | 0.92 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.53 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 57.65 | 2.76 |
| Outlier Loss Ratio | 2.33 | 2.63 |
| Volatility (ann.) | 9.46% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.18 | 2.0 |
| Skew | -0.68 | 0.21 |
| Kurtosis | 164.31 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.26% | 3.74% |
| Expected Yearly % | 1.7% | 26.95% |
| Kelly Criterion | -0.16% | -0.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11392909:BTCUSD | 11392909:btcusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.21 | -0.29 | - |
| 2025 | 16.76 | 16.49 | 0.98 | - |
| Metric | 11392909:btcusd:triple_med_gx:lsma70_105 | 11392909:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 11.42% | 31.46% |
| 6M | 16.49% | 12.77% |
| YTD | 16.49% | 16.76% |
| 1Y | 6.78% | 56.84% |
| 3Y (ann.) | 3.34% | 59.12% |
| 5Y (ann.) | 3.34% | 59.12% |
| Metric | 11392909:btcusd:triple_med_gx:lsma70_105 | 11392909:BTCUSD |
|---|---|---|
| Max Drawdown | -18.59% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -6.11% | -4.82% |
| Avg. Drawdown Days | 77.0 | 14.0 |
| Recovery Factor | 0.18 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-04-09 | -18.59 | 306 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-06-05 | 2024-06-07 | -1.09 | 2 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| Metric | 11392909:btcusd:triple_med_gx:lsma70_105 | 11392909:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.15% | 18.93% |
| Worst Week | -7.49% | -12.33% |
| Best Month | 11.42% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 16.49% | 38.02% |
| Worst Year | -11.21% | 16.76% |
| Avg. Up Day | 1.11% | 1.12% |
| Avg. Down Day | -1.08% | -1.22% |
| Avg. Up Week | 3.07% | 6.77% |
| Avg. Down Week | -2.02% | -4.02% |
| Avg. Up Month | 7.72% | 10.73% |
| Avg. Down Month | -3.79% | -6.43% |
| Win Days % | 49.11% | 51.86% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |