| Metric | 11384904:btcusd:triple_med_gx:lsma85_80 | 11384904:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 3.37% | 61.52% |
| Max Drawdown | -8.2% | -29.51% |
| Sharpe | 0.17 | 0.59 |
| Sortino | 0.3 | 0.86 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.68 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 86.71 | 2.63 |
| Outlier Loss Ratio | 3.83 | 2.58 |
| Volatility (ann.) | 5.87% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.4 | 2.02 |
| Skew | 9.94 | 0.21 |
| Kurtosis | 267.58 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.26% | 3.76% |
| Expected Yearly % | 1.67% | 27.09% |
| Kelly Criterion | -6.38% | 11.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11384904:BTCUSD | 11384904:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.35 | 0.14 | - |
| 2025 | 17.02 | -1.88 | -0.11 | - |
| Metric | 11384904:btcusd:triple_med_gx:lsma85_80 | 11384904:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -4.0% | 31.76% |
| 6M | -1.19% | 12.25% |
| YTD | -1.88% | 17.02% |
| 1Y | 3.37% | 57.19% |
| 3Y (ann.) | 3.28% | 59.47% |
| 5Y (ann.) | 3.28% | 59.47% |
| Metric | 11384904:btcusd:triple_med_gx:lsma85_80 | 11384904:BTCUSD |
|---|---|---|
| Max Drawdown | -8.2% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 0.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2024-11-06 | -8.20 | 125 |
| 2025-01-28 | 2025-06-11 | -4.61 | 133 |
| 2024-06-12 | 2024-07-01 | -3.53 | 18 |
| 2024-12-16 | 2025-01-17 | -3.29 | 32 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-11-22 | 2024-12-15 | -1.00 | 23 |
| 2024-06-12 | 2024-06-12 | -0.18 | 0 |
| Metric | 11384904:btcusd:triple_med_gx:lsma85_80 | 11384904:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -2.4% | -9.32% |
| Best Week | 7.4% | 18.93% |
| Worst Week | -3.41% | -12.33% |
| Best Month | 6.52% | 37.42% |
| Worst Month | -5.17% | -17.69% |
| Best Year | 5.35% | 38.02% |
| Worst Year | -1.88% | 17.02% |
| Avg. Up Day | 0.92% | 0.98% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 2.43% | 7.2% |
| Avg. Down Week | -0.98% | -4.94% |
| Avg. Up Month | 3.32% | 19.34% |
| Avg. Down Month | -0.22% | -8.73% |
| Win Days % | 41.58% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 52.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |