| Metric | 11396082:btcusd:triple_med_gx:lsma85_115 | 11396082:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 6.57% | 61.16% |
| Max Drawdown | -14.71% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.32 | 0.85 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 62.39 | 2.78 |
| Outlier Loss Ratio | 2.23 | 2.57 |
| Volatility (ann.) | 8.9% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.43 | 2.0 |
| Skew | -0.32 | 0.21 |
| Kurtosis | 196.18 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.49% | 3.74% |
| Expected Yearly % | 3.23% | 26.95% |
| Kelly Criterion | 3.93% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11396082:BTCUSD | 11396082:btcusd:triple_med_gx:lsma85_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.57 | 0.02 | - |
| 2025 | 16.76 | 5.96 | 0.36 | - |
| Metric | 11396082:btcusd:triple_med_gx:lsma85_115 | 11396082:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.8% | 31.46% |
| 6M | 5.96% | 12.77% |
| YTD | 5.96% | 16.76% |
| 1Y | 6.4% | 56.84% |
| 3Y (ann.) | 6.39% | 59.12% |
| 5Y (ann.) | 6.39% | 59.12% |
| Metric | 11396082:btcusd:triple_med_gx:lsma85_115 | 11396082:BTCUSD |
|---|---|---|
| Max Drawdown | -14.71% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.35% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-10 | -14.71 | 92 |
| 2024-09-12 | 2025-04-09 | -6.93 | 208 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11396082:btcusd:triple_med_gx:lsma85_115 | 11396082:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.22% | 18.93% |
| Worst Week | -4.37% | -12.33% |
| Best Month | 10.8% | 37.42% |
| Worst Month | -4.37% | -17.69% |
| Best Year | 5.96% | 38.02% |
| Worst Year | 0.57% | 16.76% |
| Avg. Up Day | 1.12% | 1.14% |
| Avg. Down Day | -1.08% | -1.08% |
| Avg. Up Week | 3.0% | 4.74% |
| Avg. Down Week | -3.02% | -3.84% |
| Avg. Up Month | 6.12% | 10.79% |
| Avg. Down Month | -2.76% | -9.25% |
| Win Days % | 51.0% | 51.86% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |