| Metric | 11392921:btcusd:triple_med_gx:lsma130_105 | 11392921:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 6.28% | 61.16% |
| Max Drawdown | -8.82% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.5 | 0.85 |
| Payoff Ratio | 0.86 | 0.83 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.47 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 111.64 | 2.56 |
| Outlier Loss Ratio | 2.76 | 2.24 |
| Volatility (ann.) | 4.21% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.69 | 2.0 |
| Skew | -3.86 | 0.21 |
| Kurtosis | 116.52 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.47% | 3.74% |
| Expected Yearly % | 3.09% | 26.95% |
| Kelly Criterion | 10.56% | -6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.13% |
| Expected Shortfall (cVaR) | -0.36% | -2.13% |
| Year | 11392921:BTCUSD | 11392921:btcusd:triple_med_gx:lsma130_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.06 | -0.00 | - |
| 2025 | 16.76 | 6.35 | 0.38 | - |
| Metric | 11392921:btcusd:triple_med_gx:lsma130_105 | 11392921:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.23% | 31.46% |
| 6M | 6.35% | 12.77% |
| YTD | 6.35% | 16.76% |
| 1Y | 6.28% | 56.84% |
| 3Y (ann.) | 6.11% | 59.12% |
| 5Y (ann.) | 6.11% | 59.12% |
| Metric | 11392921:btcusd:triple_med_gx:lsma130_105 | 11392921:BTCUSD |
|---|---|---|
| Max Drawdown | -8.82% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -3.91% | -4.82% |
| Avg. Drawdown Days | 83.0 | 14.0 |
| Recovery Factor | 0.71 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-17 | -8.82 | 185 |
| 2025-01-17 | 2025-03-24 | -2.73 | 65 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11392921:btcusd:triple_med_gx:lsma130_105 | 11392921:BTCUSD |
|---|---|---|
| Best Day | 2.53% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.09% | 18.93% |
| Worst Week | -7.35% | -12.33% |
| Best Month | 5.11% | 37.42% |
| Worst Month | -7.35% | -17.69% |
| Best Year | 6.35% | 38.02% |
| Worst Year | -0.06% | 16.76% |
| Avg. Up Day | 0.63% | 0.65% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.69% | 6.79% |
| Avg. Down Week | -4.6% | -5.24% |
| Avg. Up Month | 2.94% | 7.76% |
| Avg. Down Month | -7.35% | -8.73% |
| Win Days % | 58.75% | 51.86% |
| Win Month % | 83.33% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |