| Metric | 11381173:btcusd:triple_med_gx:lsma75_65 | 11381173:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 8.15% | 61.52% |
| Max Drawdown | -4.45% | -29.51% |
| Sharpe | 0.53 | 0.59 |
| Sortino | 0.9 | 0.86 |
| Payoff Ratio | 1.45 | 0.99 |
| Profit Factor | 1.47 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.99 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 121.95 | 2.41 |
| Outlier Loss Ratio | 4.09 | 2.27 |
| Volatility (ann.) | 3.74% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.78 | 2.02 |
| Skew | 2.51 | 0.21 |
| Kurtosis | 88.98 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.6% | 3.76% |
| Expected Yearly % | 3.99% | 27.09% |
| Kelly Criterion | 9.31% | 3.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.13% |
| Expected Shortfall (cVaR) | -0.32% | -2.13% |
| Year | 11381173:BTCUSD | 11381173:btcusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.19 | 0.08 | - |
| 2025 | 17.02 | 4.80 | 0.28 | - |
| Metric | 11381173:btcusd:triple_med_gx:lsma75_65 | 11381173:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.99% | 31.76% |
| 6M | 4.8% | 12.25% |
| YTD | 4.8% | 17.02% |
| 1Y | 8.15% | 57.19% |
| 3Y (ann.) | 7.92% | 59.47% |
| 5Y (ann.) | 7.92% | 59.47% |
| Metric | 11381173:btcusd:triple_med_gx:lsma75_65 | 11381173:BTCUSD |
|---|---|---|
| Max Drawdown | -4.45% | -29.51% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -1.3% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.83 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2024-10-15 | -4.45 | 100 |
| 2024-11-07 | 2025-03-11 | -3.42 | 123 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2025-05-15 | 2025-06-11 | -0.77 | 26 |
| 2025-04-14 | 2025-05-15 | -0.71 | 31 |
| 2025-03-11 | 2025-03-11 | -0.52 | 0 |
| 2024-11-07 | 2024-11-07 | -0.18 | 0 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| 2025-04-13 | 2025-04-14 | -0.18 | 0 |
| Metric | 11381173:btcusd:triple_med_gx:lsma75_65 | 11381173:BTCUSD |
|---|---|---|
| Best Day | 2.13% | 9.33% |
| Worst Day | -2.57% | -9.32% |
| Best Week | 6.33% | 18.93% |
| Worst Week | -1.94% | -12.33% |
| Best Month | 6.33% | 37.42% |
| Worst Month | -1.94% | -17.69% |
| Best Year | 4.8% | 38.02% |
| Worst Year | 3.19% | 17.02% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.57% | -0.87% |
| Avg. Up Week | 1.55% | 5.37% |
| Avg. Down Week | -1.34% | -2.44% |
| Avg. Up Month | 1.47% | 18.38% |
| Avg. Down Month | -1.94% | -17.69% |
| Win Days % | 46.27% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |