| Metric | 11396491:btcusd:triple_med_gx:lsma110_120 | 11396491:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 1.35% | 61.16% |
| Max Drawdown | -6.56% | -29.51% |
| Sharpe | 0.11 | 0.59 |
| Sortino | 0.18 | 0.85 |
| Payoff Ratio | 1.41 | 1.27 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.72 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 157.27 | 2.33 |
| Outlier Loss Ratio | 3.97 | 2.18 |
| Volatility (ann.) | 3.61% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.2 | 2.0 |
| Skew | 6.69 | 0.21 |
| Kurtosis | 174.22 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.1% | 3.74% |
| Expected Yearly % | 0.67% | 26.95% |
| Kelly Criterion | -8.99% | 13.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11396491:BTCUSD | 11396491:btcusd:triple_med_gx:lsma110_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.80 | 0.18 | - |
| 2025 | 16.76 | -5.11 | -0.30 | - |
| Metric | 11396491:btcusd:triple_med_gx:lsma110_120 | 11396491:BTCUSD |
|---|---|---|
| MTD | -1.1% | 4.16% |
| 3M | -3.12% | 31.46% |
| 6M | -2.46% | 12.77% |
| YTD | -5.11% | 16.76% |
| 1Y | 1.35% | 56.84% |
| 3Y (ann.) | 1.31% | 59.12% |
| 5Y (ann.) | 1.31% | 59.12% |
| Metric | 11396491:btcusd:triple_med_gx:lsma110_120 | 11396491:BTCUSD |
|---|---|---|
| Max Drawdown | -6.56% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -2.24% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | 0.21 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -6.56 | 116 |
| 2024-06-11 | 2024-09-13 | -4.07 | 94 |
| 2025-01-03 | 2025-02-14 | -1.41 | 42 |
| 2024-11-08 | 2024-12-15 | -0.98 | 36 |
| 2024-11-08 | 2024-11-08 | -0.22 | 0 |
| 2024-10-14 | 2024-10-14 | -0.18 | 0 |
| Metric | 11396491:btcusd:triple_med_gx:lsma110_120 | 11396491:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -2.07% | -9.32% |
| Best Week | 3.33% | 18.93% |
| Worst Week | -2.25% | -12.33% |
| Best Month | 2.79% | 37.42% |
| Worst Month | -2.71% | -17.69% |
| Best Year | 6.8% | 38.02% |
| Worst Year | -5.11% | 16.76% |
| Avg. Up Day | 0.92% | 0.96% |
| Avg. Down Day | -0.65% | -0.76% |
| Avg. Up Week | 1.24% | 8.23% |
| Avg. Down Week | -0.77% | -3.82% |
| Avg. Up Month | 1.43% | 18.55% |
| Avg. Down Month | -2.3% | -4.72% |
| Win Days % | 36.21% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |