| Metric | 11392752:btcusd:triple_med_gx:lsma115_105 | 11392752:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 0.48% | 61.16% |
| Max Drawdown | -9.79% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.06 | 0.85 |
| Payoff Ratio | 0.91 | 0.87 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.47 | 0.49 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 163.57 | 2.3 |
| Outlier Loss Ratio | 2.59 | 2.17 |
| Volatility (ann.) | 4.25% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.05 | 2.0 |
| Skew | -8.71 | 0.21 |
| Kurtosis | 331.3 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.04% | 3.74% |
| Expected Yearly % | 0.24% | 26.95% |
| Kelly Criterion | -6.98% | -3.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11392752:BTCUSD | 11392752:btcusd:triple_med_gx:lsma115_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.08 | 0.00 | - |
| 2025 | 16.76 | 0.40 | 0.02 | - |
| Metric | 11392752:btcusd:triple_med_gx:lsma115_105 | 11392752:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.74% | 31.46% |
| 6M | 0.4% | 12.77% |
| YTD | 0.4% | 16.76% |
| 1Y | 0.48% | 56.84% |
| 3Y (ann.) | 0.47% | 59.12% |
| 5Y (ann.) | 0.47% | 59.12% |
| Metric | 11392752:btcusd:triple_med_gx:lsma115_105 | 11392752:BTCUSD |
|---|---|---|
| Max Drawdown | -9.79% | -29.51% |
| Longest DD Days | 104.0 | 144.0 |
| Avg. Drawdown | -2.33% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.05 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-27 | 2025-06-11 | -9.79 | 104 |
| 2024-07-14 | 2024-10-24 | -3.47 | 102 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2025-02-27 | 2025-02-27 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11392752:btcusd:triple_med_gx:lsma115_105 | 11392752:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 6.41% | 18.93% |
| Worst Week | -6.58% | -12.33% |
| Best Month | 6.41% | 37.42% |
| Worst Month | -6.58% | -17.69% |
| Best Year | 0.4% | 38.02% |
| Worst Year | 0.08% | 16.76% |
| Avg. Up Day | 0.8% | 0.84% |
| Avg. Down Day | -0.88% | -0.96% |
| Avg. Up Week | 5.01% | 11.03% |
| Avg. Down Week | -3.4% | -10.05% |
| Avg. Up Month | 4.11% | 11.57% |
| Avg. Down Month | -3.11% | -9.5% |
| Win Days % | 48.94% | 51.86% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |