| Metric | 11394478:btcusd:triple_med_gx:lsma160_110 | 11394478:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 4.58% | 61.16% |
| Max Drawdown | -10.74% | -29.51% |
| Sharpe | 0.2 | 0.59 |
| Sortino | 0.28 | 0.85 |
| Payoff Ratio | 0.95 | 0.92 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.52 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 68.58 | 2.67 |
| Outlier Loss Ratio | 2.77 | 2.63 |
| Volatility (ann.) | 6.46% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.42 | 2.0 |
| Skew | -0.4 | 0.21 |
| Kurtosis | 114.16 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.35% | 3.74% |
| Expected Yearly % | 2.27% | 26.95% |
| Kelly Criterion | 3.5% | -0.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11394478:BTCUSD | 11394478:btcusd:triple_med_gx:lsma160_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.33 | -0.06 | - |
| 2025 | 16.76 | 7.08 | 0.42 | - |
| Metric | 11394478:btcusd:triple_med_gx:lsma160_110 | 11394478:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.21% | 31.46% |
| 6M | 7.08% | 12.77% |
| YTD | 7.08% | 16.76% |
| 1Y | 4.58% | 56.84% |
| 3Y (ann.) | 4.46% | 59.12% |
| 5Y (ann.) | 4.46% | 59.12% |
| Metric | 11394478:btcusd:triple_med_gx:lsma160_110 | 11394478:BTCUSD |
|---|---|---|
| Max Drawdown | -10.74% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -4.24% | -4.82% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | 0.43 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-20 | -10.74 | 187 |
| 2025-01-20 | 2025-03-24 | -6.33 | 63 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11394478:btcusd:triple_med_gx:lsma160_110 | 11394478:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 5.27% | 18.93% |
| Worst Week | -7.61% | -12.33% |
| Best Month | 4.77% | 37.42% |
| Worst Month | -8.0% | -17.69% |
| Best Year | 7.08% | 38.02% |
| Worst Year | -2.33% | 16.76% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 2.38% | 7.68% |
| Avg. Down Week | -2.84% | -6.41% |
| Avg. Up Month | 1.99% | 9.03% |
| Avg. Down Month | -8.0% | -8.73% |
| Win Days % | 53.04% | 51.86% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |