| Metric | 12418136:btcusd:triple_med_gx:lsma85_115 | 12418136:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 17.18% | 29.12% |
| Max Drawdown | -7.61% | -26.0% |
| Sharpe | 1.58 | 0.87 |
| Sortino | 2.97 | 1.34 |
| Payoff Ratio | 1.97 | 2.02 |
| Profit Factor | 2.23 | 1.13 |
| Common Sense Ratio | NaN | 1.2 |
| CPC Index | 2.11 | 1.14 |
| Tail Ratio | NaN | 1.06 |
| Outlier Win Ratio | 61.62 | 3.21 |
| Outlier Loss Ratio | 3.86 | 2.07 |
| Volatility (ann.) | 12.83% | 50.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.83 | 1.42 |
| Skew | 1.88 | 0.51 |
| Kurtosis | 31.83 | 2.47 |
| Expected Daily % | 0.05% | 0.09% |
| Expected Monthly % | 1.6% | 2.59% |
| Expected Yearly % | 8.25% | 13.63% |
| Kelly Criterion | 21.79% | 24.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -4.24% |
| Expected Shortfall (cVaR) | -1.05% | -4.24% |
| Year | 12418136:BTCUSD | 12418136:btcusd:triple_med_gx:lsma85_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 11.10 | 0.29 | - |
| 2025 | -6.34 | 5.47 | -0.86 | + |
| Metric | 12418136:btcusd:triple_med_gx:lsma85_115 | 12418136:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 5.47% | -8.05% |
| 6M | 6.43% | 37.53% |
| YTD | 5.47% | -6.34% |
| 1Y | 17.18% | 29.12% |
| 3Y (ann.) | 21.51% | 36.89% |
| 5Y (ann.) | 21.51% | 36.89% |
| Metric | 12418136:btcusd:triple_med_gx:lsma85_115 | 12418136:BTCUSD |
|---|---|---|
| Max Drawdown | -7.61% | -26.0% |
| Longest DD Days | 10.0 | 145.0 |
| Avg. Drawdown | -2.54% | -8.01% |
| Avg. Drawdown Days | 4.0 | 25.0 |
| Recovery Factor | 2.26 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-17 | -7.61 | 10 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2024-09-10 | 2024-09-12 | -0.68 | 2 |
| 2024-09-23 | 2024-09-24 | -0.38 | 1 |
| 2025-01-05 | 2025-01-06 | -0.18 | 1 |
| Metric | 12418136:btcusd:triple_med_gx:lsma85_115 | 12418136:BTCUSD |
|---|---|---|
| Best Day | 4.14% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 9.73% | 18.93% |
| Worst Week | -3.89% | -12.33% |
| Best Month | 11.1% | 37.42% |
| Worst Month | 0.0% | -17.69% |
| Best Year | 11.1% | 37.85% |
| Worst Year | 5.47% | -6.34% |
| Avg. Up Day | 2.3% | 2.33% |
| Avg. Down Day | -1.17% | -1.15% |
| Avg. Up Week | 5.12% | 7.66% |
| Avg. Down Week | -3.89% | -3.5% |
| Avg. Up Month | 8.28% | 8.53% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 48.15% | 49.83% |
| Win Month % | 100.0% | 60.0% |
| Win Week % | 80.0% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |