| Metric | 11379194:btcusd:triple_med_gx:lsma50_55 | 11379194:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 2.31% | 79.62% |
| Max Drawdown | -2.46% | -29.51% |
| Sharpe | 0.25 | 0.65 |
| Sortino | 0.41 | 0.96 |
| Payoff Ratio | 1.41 | 0.8 |
| Profit Factor | 1.36 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.82 | 0.46 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 340.57 | 2.18 |
| Outlier Loss Ratio | 4.36 | 2.12 |
| Volatility (ann.) | 2.12% | 24.6% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.84 | 2.33 |
| Skew | 4.94 | 0.2 |
| Kurtosis | 243.53 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.16% | 4.27% |
| Expected Yearly % | 1.15% | 34.02% |
| Kelly Criterion | 2.25% | -8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -2.07% |
| Expected Shortfall (cVaR) | -0.18% | -2.07% |
| Year | 11379194:BTCUSD | 11379194:btcusd:triple_med_gx:lsma50_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.04 | -0.00 | - |
| 2025 | 30.14 | 2.35 | 0.08 | - |
| Metric | 11379194:btcusd:triple_med_gx:lsma50_55 | 11379194:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 1.93% | 45.08% |
| 6M | 2.22% | 28.47% |
| YTD | 2.35% | 30.14% |
| 1Y | 1.95% | 105.13% |
| 3Y (ann.) | 2.06% | 68.87% |
| 5Y (ann.) | 2.06% | 68.87% |
| Metric | 11379194:btcusd:triple_med_gx:lsma50_55 | 11379194:BTCUSD |
|---|---|---|
| Max Drawdown | -2.46% | -29.51% |
| Longest DD Days | 189.0 | 144.0 |
| Avg. Drawdown | -1.43% | -4.58% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | 0.94 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-03-11 | -2.46 | 189 |
| 2025-03-12 | 2025-05-19 | -1.82 | 68 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| Metric | 11379194:btcusd:triple_med_gx:lsma50_55 | 11379194:BTCUSD |
|---|---|---|
| Best Day | 2.18% | 9.33% |
| Worst Day | -1.77% | -9.32% |
| Best Week | 1.93% | 18.93% |
| Worst Week | -2.29% | -12.33% |
| Best Month | 1.93% | 37.42% |
| Worst Month | -2.29% | -17.69% |
| Best Year | 2.35% | 38.02% |
| Worst Year | -0.04% | 30.14% |
| Avg. Up Day | 0.74% | 0.83% |
| Avg. Down Day | -0.53% | -1.05% |
| Avg. Up Week | 0.86% | 5.15% |
| Avg. Down Week | -2.29% | -8.73% |
| Avg. Up Month | 1.0% | 17.28% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 42.86% | 51.93% |
| Win Month % | 85.71% | 64.29% |
| Win Week % | 87.5% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |