| Metric | 11381089:btcusd:triple_med_gx:lsma55_65 | 11381089:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 7.37% | 61.52% |
| Max Drawdown | -6.35% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.56 | 0.86 |
| Payoff Ratio | 1.38 | 1.22 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.76 | 0.7 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 86.01 | 2.68 |
| Outlier Loss Ratio | 3.9 | 2.44 |
| Volatility (ann.) | 5.13% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.13 | 2.02 |
| Skew | 1.6 | 0.21 |
| Kurtosis | 81.47 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.55% | 3.76% |
| Expected Yearly % | 3.62% | 27.09% |
| Kelly Criterion | 4.12% | 12.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11381089:BTCUSD | 11381089:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.52 | 0.17 | - |
| 2025 | 17.02 | 0.80 | 0.05 | - |
| Metric | 11381089:btcusd:triple_med_gx:lsma55_65 | 11381089:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.51% | 31.76% |
| 6M | 0.8% | 12.25% |
| YTD | 0.8% | 17.02% |
| 1Y | 7.37% | 57.19% |
| 3Y (ann.) | 7.17% | 59.47% |
| 5Y (ann.) | 7.17% | 59.47% |
| Metric | 11381089:btcusd:triple_med_gx:lsma55_65 | 11381089:BTCUSD |
|---|---|---|
| Max Drawdown | -6.35% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -2.93% | -4.82% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 1.16 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-31 | 2025-01-15 | -6.35 | 136 |
| 2025-01-28 | 2025-06-11 | -5.22 | 134 |
| 2024-07-10 | 2024-08-23 | -3.66 | 44 |
| 2024-06-13 | 2024-06-30 | -2.82 | 17 |
| 2024-07-01 | 2024-07-09 | -1.57 | 7 |
| 2025-01-15 | 2025-01-27 | -0.70 | 12 |
| 2024-06-13 | 2024-06-13 | -0.18 | 0 |
| Metric | 11381089:btcusd:triple_med_gx:lsma55_65 | 11381089:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.13% | 18.93% |
| Worst Week | -2.38% | -12.33% |
| Best Month | 5.67% | 37.42% |
| Worst Month | -2.38% | -17.69% |
| Best Year | 6.52% | 38.02% |
| Worst Year | 0.8% | 17.02% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.61% | -0.7% |
| Avg. Up Week | 1.69% | 5.46% |
| Avg. Down Week | -1.34% | -5.06% |
| Avg. Up Month | 2.79% | 16.74% |
| Avg. Down Month | -2.38% | -2.09% |
| Win Days % | 44.34% | 51.9% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |