| Metric | 11386949:btcusd:triple_med_gx:lsma115_85 | 11386949:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 2.61% | 61.52% |
| Max Drawdown | -7.13% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.24 | 0.86 |
| Payoff Ratio | 1.17 | 1.18 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 80.47 | 2.61 |
| Outlier Loss Ratio | 3.85 | 2.67 |
| Volatility (ann.) | 5.03% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.36 | 2.02 |
| Skew | 3.29 | 0.21 |
| Kurtosis | 62.93 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.2% | 3.76% |
| Expected Yearly % | 1.3% | 27.09% |
| Kelly Criterion | -0.91% | 11.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11386949:BTCUSD | 11386949:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.63 | 0.10 | - |
| 2025 | 17.02 | -0.98 | -0.06 | - |
| Metric | 11386949:btcusd:triple_med_gx:lsma115_85 | 11386949:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.8% | 31.76% |
| 6M | -0.98% | 12.25% |
| YTD | -0.98% | 17.02% |
| 1Y | 2.61% | 57.19% |
| 3Y (ann.) | 2.54% | 59.47% |
| 5Y (ann.) | 2.54% | 59.47% |
| Metric | 11386949:btcusd:triple_med_gx:lsma115_85 | 11386949:BTCUSD |
|---|---|---|
| Max Drawdown | -7.13% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -3.29% | -4.82% |
| Avg. Drawdown Days | 55.0 | 14.0 |
| Recovery Factor | 0.37 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-20 | 2025-06-11 | -7.13 | 83 |
| 2024-07-16 | 2024-09-19 | -5.63 | 65 |
| 2024-09-20 | 2025-03-19 | -4.96 | 180 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11386949:btcusd:triple_med_gx:lsma115_85 | 11386949:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 4.61% | 18.93% |
| Worst Week | -3.89% | -12.33% |
| Best Month | 5.03% | 37.42% |
| Worst Month | -2.88% | -17.69% |
| Best Year | 3.63% | 38.02% |
| Worst Year | -0.98% | 17.02% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.67% | -0.66% |
| Avg. Up Week | 1.66% | 5.49% |
| Avg. Down Week | -2.97% | -5.24% |
| Avg. Up Month | 3.38% | 6.72% |
| Avg. Down Month | -2.88% | -8.73% |
| Win Days % | 45.69% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |