| Metric | 11397973:btcusd:triple_med_gx:lsma105_125 | 11397973:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 3.68% | 61.16% |
| Max Drawdown | -7.57% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.28 | 0.85 |
| Payoff Ratio | 1.08 | 0.98 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 122.94 | 2.49 |
| Outlier Loss Ratio | 3.64 | 2.2 |
| Volatility (ann.) | 4.63% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.47 | 2.0 |
| Skew | -9.75 | 0.21 |
| Kurtosis | 342.68 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.28% | 3.74% |
| Expected Yearly % | 1.82% | 26.95% |
| Kelly Criterion | -4.85% | 2.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.13% |
| Expected Shortfall (cVaR) | -0.4% | -2.13% |
| Year | 11397973:BTCUSD | 11397973:btcusd:triple_med_gx:lsma105_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.31 | 0.17 | - |
| 2025 | 16.76 | -2.48 | -0.15 | - |
| Metric | 11397973:btcusd:triple_med_gx:lsma105_125 | 11397973:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | -1.1% | 31.46% |
| 6M | -1.81% | 12.77% |
| YTD | -2.48% | 16.76% |
| 1Y | 2.51% | 56.84% |
| 3Y (ann.) | 3.58% | 59.12% |
| 5Y (ann.) | 3.58% | 59.12% |
| Metric | 11397973:btcusd:triple_med_gx:lsma105_125 | 11397973:BTCUSD |
|---|---|---|
| Max Drawdown | -7.57% | -29.51% |
| Longest DD Days | 93.0 | 144.0 |
| Avg. Drawdown | -1.4% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.49 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -7.57 | 93 |
| 2024-12-09 | 2025-03-05 | -4.29 | 86 |
| 2024-08-11 | 2024-10-14 | -1.72 | 64 |
| 2024-12-07 | 2024-12-08 | -0.51 | 1 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2025-03-09 | 2025-03-10 | -0.18 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| 2024-08-10 | 2024-08-11 | -0.18 | 0 |
| Metric | 11397973:btcusd:triple_med_gx:lsma105_125 | 11397973:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 3.02% | 18.93% |
| Worst Week | -5.2% | -12.33% |
| Best Month | 3.02% | 37.42% |
| Worst Month | -2.6% | -17.69% |
| Best Year | 6.31% | 38.02% |
| Worst Year | -2.48% | 16.76% |
| Avg. Up Day | 0.75% | 0.81% |
| Avg. Down Day | -0.69% | -0.83% |
| Avg. Up Week | 1.29% | 5.0% |
| Avg. Down Week | -1.72% | -2.84% |
| Avg. Up Month | 1.37% | 14.57% |
| Avg. Down Month | -1.96% | -4.68% |
| Win Days % | 45.45% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |