| Metric | 11392920:btcusd:triple_med_gx:lsma140_105 | 11392920:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 8.37% | 61.16% |
| Max Drawdown | -8.37% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.55 | 0.85 |
| Payoff Ratio | 0.81 | 0.78 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.45 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 85.09 | 2.64 |
| Outlier Loss Ratio | 2.71 | 2.46 |
| Volatility (ann.) | 4.95% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.97 | 2.0 |
| Skew | -3.87 | 0.21 |
| Kurtosis | 87.44 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.62% | 3.74% |
| Expected Yearly % | 4.1% | 26.95% |
| Kelly Criterion | 9.5% | -9.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11392920:BTCUSD | 11392920:btcusd:triple_med_gx:lsma140_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.62 | 0.10 | - |
| 2025 | 16.76 | 4.58 | 0.27 | - |
| Metric | 11392920:btcusd:triple_med_gx:lsma140_105 | 11392920:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.02% | 31.46% |
| 6M | 4.58% | 12.77% |
| YTD | 4.58% | 16.76% |
| 1Y | 8.37% | 56.84% |
| 3Y (ann.) | 8.14% | 59.12% |
| 5Y (ann.) | 8.14% | 59.12% |
| Metric | 11392920:btcusd:triple_med_gx:lsma140_105 | 11392920:BTCUSD |
|---|---|---|
| Max Drawdown | -8.37% | -29.51% |
| Longest DD Days | 79.0 | 144.0 |
| Avg. Drawdown | -2.66% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 1.0 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-10-29 | -8.37 | 64 |
| 2025-01-19 | 2025-03-24 | -4.91 | 64 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-03-24 | 2025-06-11 | -1.26 | 78 |
| 2024-10-30 | 2025-01-17 | -0.91 | 79 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11392920:btcusd:triple_med_gx:lsma140_105 | 11392920:BTCUSD |
|---|---|---|
| Best Day | 2.53% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.7% | 18.93% |
| Worst Week | -7.61% | -12.33% |
| Best Month | 6.68% | 37.42% |
| Worst Month | -7.62% | -17.69% |
| Best Year | 4.58% | 38.02% |
| Worst Year | 3.62% | 16.76% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.46% | 6.79% |
| Avg. Down Week | -3.16% | -6.41% |
| Avg. Up Month | 3.57% | 7.76% |
| Avg. Down Month | -7.62% | -8.73% |
| Win Days % | 59.6% | 51.86% |
| Win Month % | 83.33% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 100.0% |