| Metric | 11392911:btcusd:triple_med_gx:lsma85_105 | 11392911:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 5.87% | 75.42% |
| Max Drawdown | -11.02% | -29.51% |
| Sharpe | 0.25 | 0.63 |
| Sortino | 0.43 | 0.92 |
| Payoff Ratio | 1.45 | 1.12 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 98.47 | 2.59 |
| Outlier Loss Ratio | 2.89 | 2.44 |
| Volatility (ann.) | 5.58% | 24.55% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.47 | 2.19 |
| Skew | 6.85 | 0.2 |
| Kurtosis | 205.69 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.41% | 4.1% |
| Expected Yearly % | 2.89% | 32.45% |
| Kelly Criterion | 3.97% | 8.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.07% |
| Expected Shortfall (cVaR) | -0.48% | -2.07% |
| Year | 11392911:BTCUSD | 11392911:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.67 | 0.12 | - |
| 2025 | 27.10 | 1.14 | 0.04 | - |
| Metric | 11392911:btcusd:triple_med_gx:lsma85_105 | 11392911:BTCUSD |
|---|---|---|
| MTD | -1.54% | 10.71% |
| 3M | -1.72% | 41.88% |
| 6M | 1.14% | 22.91% |
| YTD | 1.14% | 27.1% |
| 1Y | 6.24% | 82.29% |
| 3Y (ann.) | 5.19% | 64.73% |
| 5Y (ann.) | 5.19% | 64.73% |
| Metric | 11392911:btcusd:triple_med_gx:lsma85_105 | 11392911:BTCUSD |
|---|---|---|
| Max Drawdown | -11.02% | -29.51% |
| Longest DD Days | 309.0 | 144.0 |
| Avg. Drawdown | -1.82% | -4.71% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.53 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-07-17 | -11.02 | 309 |
| 2024-06-09 | 2024-08-05 | -3.25 | 56 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2024-09-09 | 2024-09-09 | -0.39 | 0 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-09-08 | 2024-09-08 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| 2024-09-08 | 2024-09-08 | -0.08 | 0 |
| Metric | 11392911:btcusd:triple_med_gx:lsma85_105 | 11392911:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -3.14% | -9.32% |
| Best Week | 6.83% | 18.93% |
| Worst Week | -2.88% | -12.33% |
| Best Month | 6.83% | 37.42% |
| Worst Month | -2.88% | -17.69% |
| Best Year | 4.67% | 38.02% |
| Worst Year | 1.14% | 27.1% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -0.78% | -1.03% |
| Avg. Up Week | 2.61% | 6.77% |
| Avg. Down Week | -0.42% | -5.31% |
| Avg. Up Month | 3.28% | 10.73% |
| Avg. Down Month | -0.9% | -9.42% |
| Win Days % | 43.24% | 51.89% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |