| Metric | 11403251:btcusd:triple_med_gx:lsma115_140 | 11403251:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 2.6% | 61.16% |
| Max Drawdown | -6.32% | -29.51% |
| Sharpe | 0.17 | 0.59 |
| Sortino | 0.31 | 0.85 |
| Payoff Ratio | 1.27 | 1.34 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.76 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 120.72 | 2.29 |
| Outlier Loss Ratio | 3.98 | 2.42 |
| Volatility (ann.) | 4.1% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.4 | 2.0 |
| Skew | 6.81 | 0.21 |
| Kurtosis | 142.98 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.2% | 3.74% |
| Expected Yearly % | 1.29% | 26.95% |
| Kelly Criterion | -1.93% | 15.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.13% |
| Expected Shortfall (cVaR) | -0.35% | -2.13% |
| Year | 11403251:BTCUSD | 11403251:btcusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.20 | 0.22 | - |
| 2025 | 16.76 | -5.18 | -0.31 | - |
| Metric | 11403251:btcusd:triple_med_gx:lsma115_140 | 11403251:BTCUSD |
|---|---|---|
| MTD | -0.42% | 4.16% |
| 3M | -4.3% | 31.46% |
| 6M | -1.6% | 12.77% |
| YTD | -5.18% | 16.76% |
| 1Y | 2.6% | 56.84% |
| 3Y (ann.) | 2.53% | 59.12% |
| 5Y (ann.) | 2.53% | 59.12% |
| Metric | 11403251:btcusd:triple_med_gx:lsma115_140 | 11403251:BTCUSD |
|---|---|---|
| Max Drawdown | -6.32% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -1.61% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.41 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -6.32 | 116 |
| 2024-08-13 | 2024-11-08 | -2.47 | 86 |
| 2024-07-01 | 2024-07-05 | -1.75 | 3 |
| 2024-07-06 | 2024-08-13 | -1.63 | 38 |
| 2025-01-12 | 2025-02-14 | -1.39 | 32 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-01-04 | 2025-01-12 | -0.75 | 8 |
| 2024-12-20 | 2024-12-20 | -0.18 | 0 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| Metric | 11403251:btcusd:triple_med_gx:lsma115_140 | 11403251:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -2.51% | -9.32% |
| Best Week | 3.77% | 18.93% |
| Worst Week | -2.66% | -12.33% |
| Best Month | 3.77% | 37.42% |
| Worst Month | -1.61% | -17.69% |
| Best Year | 8.2% | 38.02% |
| Worst Year | -5.18% | 16.76% |
| Avg. Up Day | 0.79% | 0.84% |
| Avg. Down Day | -0.63% | -0.63% |
| Avg. Up Week | 0.67% | 6.89% |
| Avg. Down Week | -1.25% | -2.44% |
| Avg. Up Month | 0.82% | 17.14% |
| Avg. Down Month | -1.28% | -9.89% |
| Win Days % | 43.06% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |