| Metric | 11392722:btcusd:triple_med_gx:lsma115_105 | 11392722:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 0.65% | 75.42% |
| Max Drawdown | -10.01% | -29.51% |
| Sharpe | 0.05 | 0.63 |
| Sortino | 0.07 | 0.92 |
| Payoff Ratio | 0.92 | 0.9 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.48 | 0.52 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 137.29 | 2.35 |
| Outlier Loss Ratio | 2.15 | 2.23 |
| Volatility (ann.) | 4.86% | 24.55% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.06 | 2.19 |
| Skew | -3.99 | 0.2 |
| Kurtosis | 227.67 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.05% | 4.1% |
| Expected Yearly % | 0.33% | 32.45% |
| Kelly Criterion | -4.36% | -1.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.07% |
| Expected Shortfall (cVaR) | -0.42% | -2.07% |
| Year | 11392722:BTCUSD | 11392722:btcusd:triple_med_gx:lsma115_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.69 | -0.02 | - |
| 2025 | 27.10 | 1.36 | 0.05 | - |
| Metric | 11392722:btcusd:triple_med_gx:lsma115_105 | 11392722:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.26% | 41.88% |
| 6M | -3.3% | 22.91% |
| YTD | 1.36% | 27.1% |
| 1Y | 0.65% | 82.29% |
| 3Y (ann.) | 0.58% | 64.73% |
| 5Y (ann.) | 0.58% | 64.73% |
| Metric | 11392722:btcusd:triple_med_gx:lsma115_105 | 11392722:BTCUSD |
|---|---|---|
| Max Drawdown | -10.01% | -29.51% |
| Longest DD Days | 141.0 | 144.0 |
| Avg. Drawdown | -2.46% | -4.71% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 0.07 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-07-17 | -10.01 | 141 |
| 2024-09-22 | 2025-01-13 | -3.57 | 113 |
| 2024-09-21 | 2024-09-21 | -0.46 | 0 |
| 2024-08-25 | 2024-09-20 | -0.37 | 26 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11392722:btcusd:triple_med_gx:lsma115_105 | 11392722:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -5.18% | -12.33% |
| Best Month | 5.12% | 37.42% |
| Worst Month | -5.18% | -17.69% |
| Best Year | 1.36% | 38.02% |
| Worst Year | -0.69% | 27.1% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -1.0% | -1.04% |
| Avg. Up Week | 3.57% | 8.82% |
| Avg. Down Week | -1.97% | -7.61% |
| Avg. Up Month | 3.37% | 10.39% |
| Avg. Down Month | -2.6% | -9.5% |
| Win Days % | 50.0% | 51.89% |
| Win Month % | 37.5% | 64.29% |
| Win Week % | 33.33% | 58.33% |
| Win Quarter % | 25.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |