| Metric | 11379320:btcusd:triple_med_gx:lsma55_60 | 11379320:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 8.64% | 79.62% |
| Max Drawdown | -9.8% | -29.51% |
| Sharpe | 0.38 | 0.65 |
| Sortino | 0.6 | 0.96 |
| Payoff Ratio | 1.39 | 1.19 |
| Profit Factor | 1.33 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.82 | 0.68 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 99.68 | 2.58 |
| Outlier Loss Ratio | 3.02 | 2.22 |
| Volatility (ann.) | 5.17% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.79 | 2.33 |
| Skew | 0.64 | 0.2 |
| Kurtosis | 136.45 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.59% | 4.27% |
| Expected Yearly % | 4.23% | 34.02% |
| Kelly Criterion | 3.94% | 11.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.07% |
| Expected Shortfall (cVaR) | -0.44% | -2.07% |
| Year | 11379320:BTCUSD | 11379320:btcusd:triple_med_gx:lsma55_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.18 | 0.48 | - |
| 2025 | 30.14 | -8.07 | -0.27 | - |
| Metric | 11379320:btcusd:triple_med_gx:lsma55_60 | 11379320:BTCUSD |
|---|---|---|
| MTD | 1.56% | 13.36% |
| 3M | 0.01% | 45.08% |
| 6M | -8.07% | 28.47% |
| YTD | -8.07% | 30.14% |
| 1Y | 8.91% | 105.13% |
| 3Y (ann.) | 7.7% | 68.87% |
| 5Y (ann.) | 7.7% | 68.87% |
| Metric | 11379320:btcusd:triple_med_gx:lsma55_60 | 11379320:BTCUSD |
|---|---|---|
| Max Drawdown | -9.8% | -29.51% |
| Longest DD Days | 164.0 | 144.0 |
| Avg. Drawdown | -1.89% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.88 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-14 | -9.80 | 164 |
| 2024-09-05 | 2024-10-28 | -2.72 | 53 |
| 2024-08-20 | 2024-08-21 | -2.71 | 1 |
| 2024-11-30 | 2024-12-04 | -2.50 | 4 |
| 2024-06-17 | 2024-07-29 | -1.98 | 41 |
| 2024-11-24 | 2024-11-24 | -0.18 | 0 |
| 2025-01-14 | 2025-01-15 | -0.18 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-08-08 | 2024-08-08 | -0.18 | 0 |
| 2024-09-04 | 2024-09-04 | -0.18 | 0 |
| Metric | 11379320:btcusd:triple_med_gx:lsma55_60 | 11379320:BTCUSD |
|---|---|---|
| Best Day | 3.67% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 4.69% | 18.93% |
| Worst Week | -5.09% | -12.33% |
| Best Month | 6.12% | 37.42% |
| Worst Month | -7.22% | -17.69% |
| Best Year | 18.18% | 38.02% |
| Worst Year | -8.07% | 30.14% |
| Avg. Up Day | 1.04% | 1.13% |
| Avg. Down Day | -0.75% | -0.95% |
| Avg. Up Week | 1.55% | 6.24% |
| Avg. Down Week | -1.87% | -3.48% |
| Avg. Up Month | 2.18% | 16.19% |
| Avg. Down Month | -0.72% | -12.52% |
| Win Days % | 44.16% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 56.52% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |