| Metric | 11399420:btcusd:triple_med_gx:lsma85_125 | 11399420:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 9.77% | 61.16% |
| Max Drawdown | -15.5% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.41 | 0.85 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 47.17 | 2.93 |
| Outlier Loss Ratio | 2.52 | 2.83 |
| Volatility (ann.) | 10.0% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.61 | 2.0 |
| Skew | 0.03 | 0.21 |
| Kurtosis | 129.96 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.72% | 3.74% |
| Expected Yearly % | 4.77% | 26.95% |
| Kelly Criterion | 4.57% | 6.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11399420:BTCUSD | 11399420:btcusd:triple_med_gx:lsma85_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.54 | 0.15 | - |
| 2025 | 16.76 | 4.01 | 0.24 | - |
| Metric | 11399420:btcusd:triple_med_gx:lsma85_125 | 11399420:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.71% | 31.46% |
| 6M | 4.01% | 12.77% |
| YTD | 4.01% | 16.76% |
| 1Y | 9.6% | 56.84% |
| 3Y (ann.) | 9.5% | 59.12% |
| 5Y (ann.) | 9.5% | 59.12% |
| Metric | 11399420:btcusd:triple_med_gx:lsma85_125 | 11399420:BTCUSD |
|---|---|---|
| Max Drawdown | -15.5% | -29.51% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -2.96% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.63 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-10 | -15.50 | 92 |
| 2024-12-05 | 2025-04-12 | -9.88 | 128 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-04-13 | 2025-06-11 | -2.54 | 59 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| 2024-10-08 | 2024-10-09 | -0.53 | 0 |
| Metric | 11399420:btcusd:triple_med_gx:lsma85_125 | 11399420:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.67% | 18.93% |
| Worst Week | -5.19% | -12.33% |
| Best Month | 9.99% | 37.42% |
| Worst Month | -5.19% | -17.69% |
| Best Year | 5.54% | 38.02% |
| Worst Year | 4.01% | 16.76% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -1.04% | -1.06% |
| Avg. Up Week | 2.32% | 5.23% |
| Avg. Down Week | -3.4% | -3.84% |
| Avg. Up Month | 6.84% | 10.79% |
| Avg. Down Month | -3.4% | -11.25% |
| Win Days % | 50.71% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |