| Metric | 11394498:btcusd:triple_med_gx:lsma85_110 | 11394498:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 10.75% | 61.16% |
| Max Drawdown | -7.7% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.69 | 0.85 |
| Payoff Ratio | 1.21 | 0.97 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.78 | 0.55 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 75.42 | 2.76 |
| Outlier Loss Ratio | 2.69 | 2.55 |
| Volatility (ann.) | 6.44% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.36 | 2.0 |
| Skew | 4.96 | 0.21 |
| Kurtosis | 133.05 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.79% | 3.74% |
| Expected Yearly % | 5.24% | 26.95% |
| Kelly Criterion | 7.65% | 2.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11394498:BTCUSD | 11394498:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.74 | 0.28 | - |
| 2025 | 16.76 | 0.01 | 0.00 | - |
| Metric | 11394498:btcusd:triple_med_gx:lsma85_110 | 11394498:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.78% | 31.46% |
| 6M | 0.01% | 12.77% |
| YTD | 0.01% | 16.76% |
| 1Y | 10.86% | 56.84% |
| 3Y (ann.) | 10.45% | 59.12% |
| 5Y (ann.) | 10.45% | 59.12% |
| Metric | 11394498:btcusd:triple_med_gx:lsma85_110 | 11394498:BTCUSD |
|---|---|---|
| Max Drawdown | -7.7% | -29.51% |
| Longest DD Days | 192.0 | 144.0 |
| Avg. Drawdown | -1.67% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-06-11 | -7.70 | 192 |
| 2024-06-10 | 2024-08-05 | -5.95 | 55 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| 2024-09-09 | 2024-09-09 | -0.39 | 0 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| Metric | 11394498:btcusd:triple_med_gx:lsma85_110 | 11394498:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -3.14% | -9.32% |
| Best Week | 7.43% | 18.93% |
| Worst Week | -2.7% | -12.33% |
| Best Month | 7.43% | 37.42% |
| Worst Month | -2.7% | -17.69% |
| Best Year | 10.74% | 38.02% |
| Worst Year | 0.01% | 16.76% |
| Avg. Up Day | 1.1% | 1.11% |
| Avg. Down Day | -0.91% | -1.14% |
| Avg. Up Week | 2.95% | 4.74% |
| Avg. Down Week | -2.66% | -5.31% |
| Avg. Up Month | 3.4% | 10.79% |
| Avg. Down Month | -2.27% | -9.42% |
| Win Days % | 49.43% | 51.86% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |