| Metric | 11404203:btcusd:triple_med_gx:lsma145_140 | 11404203:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 9.25% | 61.16% |
| Max Drawdown | -8.52% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.7 | 0.85 |
| Payoff Ratio | 1.59 | 1.67 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.8 | 0.95 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 83.11 | 2.58 |
| Outlier Loss Ratio | 2.92 | 2.42 |
| Volatility (ann.) | 6.86% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.06 | 2.0 |
| Skew | 9.77 | 0.21 |
| Kurtosis | 214.08 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.68% | 3.74% |
| Expected Yearly % | 4.53% | 26.95% |
| Kelly Criterion | -0.65% | 23.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11404203:BTCUSD | 11404203:btcusd:triple_med_gx:lsma145_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.03 | 0.29 | - |
| 2025 | 16.76 | -1.60 | -0.10 | - |
| Metric | 11404203:btcusd:triple_med_gx:lsma145_140 | 11404203:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.13% | 31.46% |
| 6M | -1.65% | 12.77% |
| YTD | -1.6% | 16.76% |
| 1Y | 8.82% | 56.84% |
| 3Y (ann.) | 9.0% | 59.12% |
| 5Y (ann.) | 9.0% | 59.12% |
| Metric | 11404203:btcusd:triple_med_gx:lsma145_140 | 11404203:BTCUSD |
|---|---|---|
| Max Drawdown | -8.52% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.82% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | 1.09 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-11 | -8.52 | 153 |
| 2024-11-13 | 2025-06-11 | -7.84 | 209 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11404203:btcusd:triple_med_gx:lsma145_140 | 11404203:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 11.58% | 18.93% |
| Worst Week | -3.99% | -12.33% |
| Best Month | 18.84% | 37.42% |
| Worst Month | -4.04% | -17.69% |
| Best Year | 11.03% | 38.02% |
| Worst Year | -1.6% | 16.76% |
| Avg. Up Day | 1.54% | 1.58% |
| Avg. Down Day | -0.97% | -0.94% |
| Avg. Up Week | 3.97% | 7.16% |
| Avg. Down Week | -2.13% | -5.76% |
| Avg. Up Month | 7.72% | 20.88% |
| Avg. Down Month | -1.99% | -7.59% |
| Win Days % | 38.24% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |