| Metric | 11381077:btcusd:triple_med_gx:lsma55_65 | 11381077:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 8.45% | 79.62% |
| Max Drawdown | -5.48% | -29.51% |
| Sharpe | 0.42 | 0.65 |
| Sortino | 0.69 | 0.96 |
| Payoff Ratio | 1.44 | 1.18 |
| Profit Factor | 1.29 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.8 | 0.68 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 92.21 | 2.61 |
| Outlier Loss Ratio | 4.31 | 2.38 |
| Volatility (ann.) | 4.54% | 24.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.37 | 2.33 |
| Skew | 2.59 | 0.2 |
| Kurtosis | 81.71 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.58% | 4.27% |
| Expected Yearly % | 4.14% | 34.02% |
| Kelly Criterion | 4.02% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.07% |
| Expected Shortfall (cVaR) | -0.39% | -2.07% |
| Year | 11381077:BTCUSD | 11381077:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.13 | -0.00 | - |
| 2025 | 30.14 | 8.59 | 0.29 | - |
| Metric | 11381077:btcusd:triple_med_gx:lsma55_65 | 11381077:BTCUSD |
|---|---|---|
| MTD | -0.5% | 13.36% |
| 3M | 0.49% | 45.08% |
| 6M | 8.59% | 28.47% |
| YTD | 8.59% | 30.14% |
| 1Y | 11.03% | 105.13% |
| 3Y (ann.) | 7.53% | 68.87% |
| 5Y (ann.) | 7.53% | 68.87% |
| Metric | 11381077:btcusd:triple_med_gx:lsma55_65 | 11381077:BTCUSD |
|---|---|---|
| Max Drawdown | -5.48% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.41% | -4.58% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 1.54 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-13 | 2024-07-26 | -5.48 | 43 |
| 2024-08-22 | 2025-01-13 | -5.01 | 144 |
| 2025-03-14 | 2025-05-21 | -4.00 | 67 |
| 2025-05-21 | 2025-07-14 | -3.25 | 54 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2025-01-14 | 2025-01-27 | -0.33 | 13 |
| 2025-02-12 | 2025-02-12 | -0.18 | 0 |
| 2024-06-13 | 2024-06-13 | -0.18 | 0 |
| Metric | 11381077:btcusd:triple_med_gx:lsma55_65 | 11381077:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -2.61% | -9.32% |
| Best Week | 5.98% | 18.93% |
| Worst Week | -3.64% | -12.33% |
| Best Month | 9.18% | 37.42% |
| Worst Month | -4.56% | -17.69% |
| Best Year | 8.59% | 38.02% |
| Worst Year | -0.13% | 30.14% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.54% | -0.68% |
| Avg. Up Week | 2.94% | 4.54% |
| Avg. Down Week | -1.01% | -5.3% |
| Avg. Up Month | 4.86% | 15.33% |
| Avg. Down Month | -3.16% | -6.06% |
| Win Days % | 43.36% | 51.93% |
| Win Month % | 45.45% | 64.29% |
| Win Week % | 36.36% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |