| Metric | 11429182:btcusd:triple_med_gx:lsma95_105 | 11429182:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 1.08% | 25.83% |
| Max Drawdown | -3.65% | -28.38% |
| Sharpe | 0.11 | 0.39 |
| Sortino | 0.17 | 0.57 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | NaN | 0.98 |
| CPC Index | 0.56 | 0.65 |
| Tail Ratio | NaN | 0.92 |
| Outlier Win Ratio | 191.82 | 2.18 |
| Outlier Loss Ratio | 3.09 | 2.12 |
| Volatility (ann.) | 3.45% | 26.02% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.36 | 1.12 |
| Skew | 4.05 | 0.13 |
| Kurtosis | 216.04 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.11% |
| Expected Yearly % | 0.54% | 12.18% |
| Kelly Criterion | -6.23% | 10.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.21% |
| Expected Shortfall (cVaR) | -0.3% | -2.21% |
| Year | 11429182:BTCUSD | 11429182:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.66 | 0.07 | - |
| 2025 | -8.83 | -1.54 | 0.17 | + |
| Metric | 11429182:btcusd:triple_med_gx:lsma95_105 | 11429182:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | -1.54% | -8.11% |
| 6M | -3.14% | 34.45% |
| YTD | -1.54% | -8.83% |
| 1Y | 1.08% | 25.83% |
| 3Y (ann.) | 1.3% | 31.77% |
| 5Y (ann.) | 1.3% | 31.77% |
| Metric | 11429182:btcusd:triple_med_gx:lsma95_105 | 11429182:BTCUSD |
|---|---|---|
| Max Drawdown | -3.65% | -28.38% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -1.39% | -4.56% |
| Avg. Drawdown Days | 49.0 | 12.0 |
| Recovery Factor | 0.3 | 0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-10 | 2025-04-01 | -3.65 | 173 |
| 2024-08-06 | 2024-09-09 | -2.06 | 34 |
| 2024-06-09 | 2024-08-06 | -1.82 | 57 |
| 2024-09-10 | 2024-10-10 | -0.45 | 29 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11429182:btcusd:triple_med_gx:lsma95_105 | 11429182:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 3.8% | 18.93% |
| Worst Week | -1.54% | -12.33% |
| Best Month | 3.8% | 37.42% |
| Worst Month | -1.54% | -17.69% |
| Best Year | 2.66% | 38.02% |
| Worst Year | -1.54% | -8.83% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.8% | 12.22% |
| Avg. Down Week | -1.54% | -5.74% |
| Avg. Up Month | 3.8% | 7.35% |
| Avg. Down Month | -0.92% | -10.46% |
| Win Days % | 41.94% | 51.4% |
| Win Month % | 50.0% | 54.55% |
| Win Week % | 50.0% | 53.33% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |