| Metric | 11378364:btcusd:triple_med_gx:lsma60_55 | 11378364:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 4.77% | 79.62% |
| Max Drawdown | -4.15% | -29.51% |
| Sharpe | 0.3 | 0.65 |
| Sortino | 0.47 | 0.96 |
| Payoff Ratio | 1.34 | 1.08 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 127.91 | 2.54 |
| Outlier Loss Ratio | 4.24 | 2.23 |
| Volatility (ann.) | 3.71% | 24.6% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.03 | 2.33 |
| Skew | 2.25 | 0.2 |
| Kurtosis | 96.61 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.33% | 4.27% |
| Expected Yearly % | 2.36% | 34.02% |
| Kelly Criterion | -5.23% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.07% |
| Expected Shortfall (cVaR) | -0.32% | -2.07% |
| Year | 11378364:BTCUSD | 11378364:btcusd:triple_med_gx:lsma60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.32 | 0.14 | - |
| 2025 | 30.14 | -0.51 | -0.02 | - |
| Metric | 11378364:btcusd:triple_med_gx:lsma60_55 | 11378364:BTCUSD |
|---|---|---|
| MTD | 0.43% | 13.36% |
| 3M | 0.74% | 45.08% |
| 6M | -1.56% | 28.47% |
| YTD | -0.51% | 30.14% |
| 1Y | 6.63% | 105.13% |
| 3Y (ann.) | 4.26% | 68.87% |
| 5Y (ann.) | 4.26% | 68.87% |
| Metric | 11378364:btcusd:triple_med_gx:lsma60_55 | 11378364:BTCUSD |
|---|---|---|
| Max Drawdown | -4.15% | -29.51% |
| Longest DD Days | 297.0 | 144.0 |
| Avg. Drawdown | -1.57% | -4.58% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | 1.15 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-07-14 | -4.15 | 297 |
| 2024-06-10 | 2024-09-09 | -3.58 | 91 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-09-18 | 2024-09-18 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11378364:btcusd:triple_med_gx:lsma60_55 | 11378364:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -2.22% | -9.32% |
| Best Week | 5.37% | 18.93% |
| Worst Week | -2.4% | -12.33% |
| Best Month | 9.67% | 37.42% |
| Worst Month | -3.12% | -17.69% |
| Best Year | 5.32% | 38.02% |
| Worst Year | -0.51% | 30.14% |
| Avg. Up Day | 0.82% | 0.88% |
| Avg. Down Day | -0.61% | -0.82% |
| Avg. Up Week | 1.88% | 5.23% |
| Avg. Down Week | -1.33% | -3.82% |
| Avg. Up Month | 2.03% | 9.79% |
| Avg. Down Month | -1.48% | -8.96% |
| Win Days % | 39.76% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |