| Metric | 11384076:btcusd:triple_med_gx:lsma105_75 | 11384076:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 10.84% | 61.52% |
| Max Drawdown | -9.04% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.73 | 0.86 |
| Payoff Ratio | 1.24 | 1.25 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.76 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 64.53 | 2.78 |
| Outlier Loss Ratio | 3.61 | 2.7 |
| Volatility (ann.) | 5.99% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.17 | 2.02 |
| Skew | 2.29 | 0.21 |
| Kurtosis | 56.24 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.8% | 3.76% |
| Expected Yearly % | 5.28% | 27.09% |
| Kelly Criterion | 7.45% | 13.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11384076:BTCUSD | 11384076:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.10 | 0.21 | - |
| 2025 | 17.02 | 2.54 | 0.15 | - |
| Metric | 11384076:btcusd:triple_med_gx:lsma105_75 | 11384076:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.39% | 31.76% |
| 6M | 2.54% | 12.25% |
| YTD | 2.54% | 17.02% |
| 1Y | 10.84% | 57.19% |
| 3Y (ann.) | 10.54% | 59.47% |
| 5Y (ann.) | 10.54% | 59.47% |
| Metric | 11384076:btcusd:triple_med_gx:lsma105_75 | 11384076:BTCUSD |
|---|---|---|
| Max Drawdown | -9.04% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -2.13% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 1.2 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -9.04 | 264 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-08-21 | -1.01 | 38 |
| 2024-08-24 | 2024-09-18 | -0.86 | 25 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11384076:btcusd:triple_med_gx:lsma105_75 | 11384076:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.71% | 18.93% |
| Worst Week | -4.38% | -12.33% |
| Best Month | 6.68% | 37.42% |
| Worst Month | -4.38% | -17.69% |
| Best Year | 8.1% | 38.02% |
| Worst Year | 2.54% | 17.02% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.69% | -0.69% |
| Avg. Up Week | 3.17% | 8.43% |
| Avg. Down Week | -2.21% | -5.24% |
| Avg. Up Month | 2.69% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 48.85% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |