| Metric | 11381435:btcusd:triple_med_gx:lsma70_65 | 11381435:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 3.32% | 61.52% |
| Max Drawdown | -6.25% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.42 | 0.86 |
| Payoff Ratio | 2.67 | 2.99 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.96 | 1.7 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 173.01 | 2.14 |
| Outlier Loss Ratio | 3.19 | 2.17 |
| Volatility (ann.) | 4.79% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.52 | 2.02 |
| Skew | 19.18 | 0.21 |
| Kurtosis | 660.26 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.25% | 3.76% |
| Expected Yearly % | 1.65% | 27.09% |
| Kelly Criterion | 0.43% | 35.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11381435:BTCUSD | 11381435:btcusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.84 | 0.23 | - |
| 2025 | 17.02 | -5.07 | -0.30 | - |
| Metric | 11381435:btcusd:triple_med_gx:lsma70_65 | 11381435:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.46% | 31.76% |
| 6M | -5.07% | 12.25% |
| YTD | -5.07% | 17.02% |
| 1Y | 3.32% | 57.19% |
| 3Y (ann.) | 3.23% | 59.47% |
| 5Y (ann.) | 3.23% | 59.47% |
| Metric | 11381435:btcusd:triple_med_gx:lsma70_65 | 11381435:BTCUSD |
|---|---|---|
| Max Drawdown | -6.25% | -29.51% |
| Longest DD Days | 217.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.82% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | 0.53 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-06 | 2025-06-11 | -6.25 | 217 |
| 2024-08-20 | 2024-11-06 | -2.60 | 77 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11381435:btcusd:triple_med_gx:lsma70_65 | 11381435:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 7.8% | 18.93% |
| Worst Week | -3.42% | -12.33% |
| Best Month | 7.8% | 37.42% |
| Worst Month | -3.42% | -17.69% |
| Best Year | 8.84% | 38.02% |
| Worst Year | -5.07% | 17.02% |
| Avg. Up Day | 2.02% | 2.07% |
| Avg. Down Day | -0.76% | -0.69% |
| Avg. Up Week | 2.62% | 7.45% |
| Avg. Down Week | -1.7% | -6.35% |
| Avg. Up Month | 2.76% | 20.81% |
| Avg. Down Month | -1.92% | -9.89% |
| Win Days % | 27.59% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |