| Metric | 11396493:btcusd:triple_med_gx:lsma105_120 | 11396493:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 8.14% | 61.16% |
| Max Drawdown | -5.07% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.77 | 0.85 |
| Payoff Ratio | 1.45 | 1.34 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.86 | 0.76 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 99.86 | 2.53 |
| Outlier Loss Ratio | 4.06 | 2.32 |
| Volatility (ann.) | 4.4% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.56 | 2.0 |
| Skew | 4.11 | 0.21 |
| Kurtosis | 94.73 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.6% | 3.74% |
| Expected Yearly % | 3.99% | 26.95% |
| Kelly Criterion | 5.96% | 15.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11396493:BTCUSD | 11396493:btcusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.84 | 0.31 | - |
| 2025 | 16.76 | -3.31 | -0.20 | - |
| Metric | 11396493:btcusd:triple_med_gx:lsma105_120 | 11396493:BTCUSD |
|---|---|---|
| MTD | -0.91% | 4.16% |
| 3M | -1.38% | 31.46% |
| 6M | 1.13% | 12.77% |
| YTD | -3.31% | 16.76% |
| 1Y | 8.04% | 56.84% |
| 3Y (ann.) | 7.92% | 59.12% |
| 5Y (ann.) | 7.92% | 59.12% |
| Metric | 11396493:btcusd:triple_med_gx:lsma105_120 | 11396493:BTCUSD |
|---|---|---|
| Max Drawdown | -5.07% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -1.48% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 1.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -5.07 | 94 |
| 2025-02-14 | 2025-06-11 | -4.88 | 116 |
| 2025-01-04 | 2025-02-14 | -2.60 | 41 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-08 | 2024-12-13 | -0.32 | 34 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-10-13 | 2024-10-13 | -0.24 | 0 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-11-07 | 2024-11-08 | -0.18 | 0 |
| 2025-01-03 | 2025-01-03 | -0.18 | 0 |
| Metric | 11396493:btcusd:triple_med_gx:lsma105_120 | 11396493:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -2.35% | -9.32% |
| Best Week | 5.26% | 18.93% |
| Worst Week | -3.22% | -12.33% |
| Best Month | 5.26% | 37.42% |
| Worst Month | -3.39% | -17.69% |
| Best Year | 11.84% | 38.02% |
| Worst Year | -3.31% | 16.76% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.58% | -0.65% |
| Avg. Up Week | 1.71% | 7.04% |
| Avg. Down Week | -0.9% | -3.97% |
| Avg. Up Month | 1.48% | 13.26% |
| Avg. Down Month | -1.97% | -9.04% |
| Win Days % | 44.32% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |