| Metric | 11386755:btcusd:triple_med_gx:lsma115_85 | 11386755:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 6.23% | 61.52% |
| Max Drawdown | -13.61% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.36 | 0.86 |
| Payoff Ratio | 1.07 | 1.0 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 59.04 | 2.87 |
| Outlier Loss Ratio | 3.02 | 2.75 |
| Volatility (ann.) | 6.88% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.44 | 2.02 |
| Skew | 0.33 | 0.21 |
| Kurtosis | 47.55 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.47% | 3.76% |
| Expected Yearly % | 3.07% | 27.09% |
| Kelly Criterion | 5.86% | 3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11386755:BTCUSD | 11386755:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.59 | 0.23 | - |
| 2025 | 17.02 | -2.18 | -0.13 | - |
| Metric | 11386755:btcusd:triple_med_gx:lsma115_85 | 11386755:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.75% | 31.76% |
| 6M | -2.18% | 12.25% |
| YTD | -2.18% | 17.02% |
| 1Y | 6.23% | 57.19% |
| 3Y (ann.) | 6.06% | 59.47% |
| 5Y (ann.) | 6.06% | 59.47% |
| Metric | 11386755:btcusd:triple_med_gx:lsma115_85 | 11386755:BTCUSD |
|---|---|---|
| Max Drawdown | -13.61% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -2.82% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.46 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-24 | 2025-06-11 | -13.61 | 107 |
| 2024-09-20 | 2025-01-15 | -6.22 | 116 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-25 | 2024-09-18 | -1.14 | 24 |
| 2025-02-23 | 2025-02-23 | -0.65 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-22 | 2024-08-22 | -0.18 | 0 |
| 2024-07-12 | 2024-07-13 | -0.18 | 0 |
| Metric | 11386755:btcusd:triple_med_gx:lsma115_85 | 11386755:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -12.26% | -12.33% |
| Best Month | 7.57% | 37.42% |
| Worst Month | -12.26% | -17.69% |
| Best Year | 8.59% | 38.02% |
| Worst Year | -2.18% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 3.81% | 8.43% |
| Avg. Down Week | -4.7% | -7.61% |
| Avg. Up Month | 4.01% | 8.57% |
| Avg. Down Month | -12.26% | -17.69% |
| Win Days % | 51.41% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |