| Metric | 11396494:btcusd:triple_med_gx:lsma115_120 | 11396494:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 0.56% | 61.16% |
| Max Drawdown | -5.25% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.11 | 0.85 |
| Payoff Ratio | 1.86 | 2.13 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 1.21 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 277.93 | 2.14 |
| Outlier Loss Ratio | 4.25 | 2.17 |
| Volatility (ann.) | 2.98% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.1 | 2.0 |
| Skew | 11.79 | 0.21 |
| Kurtosis | 347.86 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.04% | 3.74% |
| Expected Yearly % | 0.28% | 26.95% |
| Kelly Criterion | -11.28% | 29.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.13% |
| Expected Shortfall (cVaR) | -0.26% | -2.13% |
| Year | 11396494:BTCUSD | 11396494:btcusd:triple_med_gx:lsma115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.64 | 0.12 | - |
| 2025 | 16.76 | -3.90 | -0.23 | - |
| Metric | 11396494:btcusd:triple_med_gx:lsma115_120 | 11396494:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.77% | 31.46% |
| 6M | -3.9% | 12.77% |
| YTD | -3.9% | 16.76% |
| 1Y | 0.56% | 56.84% |
| 3Y (ann.) | 0.54% | 59.12% |
| 5Y (ann.) | 0.54% | 59.12% |
| Metric | 11396494:btcusd:triple_med_gx:lsma115_120 | 11396494:BTCUSD |
|---|---|---|
| Max Drawdown | -5.25% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -1.47% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 0.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -5.25 | 116 |
| 2024-07-01 | 2024-08-13 | -2.45 | 43 |
| 2024-11-08 | 2025-02-14 | -0.61 | 97 |
| 2024-09-13 | 2024-09-13 | -0.18 | 0 |
| 2024-10-14 | 2024-10-14 | -0.18 | 0 |
| 2024-11-08 | 2024-11-08 | -0.18 | 0 |
| Metric | 11396494:btcusd:triple_med_gx:lsma115_120 | 11396494:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -2.07% | -9.32% |
| Best Week | 2.92% | 18.93% |
| Worst Week | -2.25% | -12.33% |
| Best Month | 2.92% | 37.42% |
| Worst Month | -3.92% | -17.69% |
| Best Year | 4.64% | 38.02% |
| Worst Year | -3.9% | 16.76% |
| Avg. Up Day | 1.26% | 1.33% |
| Avg. Down Day | -0.68% | -0.62% |
| Avg. Up Week | 1.01% | 8.23% |
| Avg. Down Week | -0.9% | -3.55% |
| Avg. Up Month | 1.1% | 18.55% |
| Avg. Down Month | -3.92% | -2.09% |
| Win Days % | 27.59% | 51.86% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |