| Metric | 11386549:btcusd:triple_med_gx:lsma105_85 | 11386549:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 4.45% | 61.52% |
| Max Drawdown | -14.29% | -29.51% |
| Sharpe | 0.2 | 0.59 |
| Sortino | 0.3 | 0.86 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 69.96 | 2.75 |
| Outlier Loss Ratio | 3.34 | 2.68 |
| Volatility (ann.) | 6.27% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.3 | 2.02 |
| Skew | 0.42 | 0.21 |
| Kurtosis | 63.54 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.34% | 3.76% |
| Expected Yearly % | 2.2% | 27.09% |
| Kelly Criterion | -0.43% | 9.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11386549:BTCUSD | 11386549:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.59 | 0.23 | - |
| 2025 | 17.02 | -3.81 | -0.22 | - |
| Metric | 11386549:btcusd:triple_med_gx:lsma105_85 | 11386549:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.27% | 31.76% |
| 6M | -8.58% | 12.25% |
| YTD | -3.81% | 17.02% |
| 1Y | 4.45% | 57.19% |
| 3Y (ann.) | 4.33% | 59.47% |
| 5Y (ann.) | 4.33% | 59.47% |
| Metric | 11386549:btcusd:triple_med_gx:lsma105_85 | 11386549:BTCUSD |
|---|---|---|
| Max Drawdown | -14.29% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.21% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.31 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.29 | 175 |
| 2024-07-03 | 2024-08-20 | -5.45 | 47 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-10-18 | 2024-11-10 | -1.29 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-18 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386549:btcusd:triple_med_gx:lsma105_85 | 11386549:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -4.96% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -5.17% | -17.69% |
| Best Year | 8.59% | 38.02% |
| Worst Year | -3.81% | 17.02% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.79% | -0.9% |
| Avg. Up Week | 3.87% | 9.57% |
| Avg. Down Week | -3.02% | -3.31% |
| Avg. Up Month | 4.04% | 16.18% |
| Avg. Down Month | -5.06% | -2.66% |
| Win Days % | 44.35% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 38.89% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |