| Metric | 11400988:btcusd:triple_med_gx:lsma115_130 | 11400988:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 3.66% | 61.16% |
| Max Drawdown | -9.09% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.31 | 0.85 |
| Payoff Ratio | 1.47 | 1.38 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.71 | 0.78 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 103.0 | 2.54 |
| Outlier Loss Ratio | 2.85 | 2.47 |
| Volatility (ann.) | 5.26% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.39 | 2.0 |
| Skew | 3.1 | 0.21 |
| Kurtosis | 94.6 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.28% | 3.74% |
| Expected Yearly % | 1.81% | 26.95% |
| Kelly Criterion | 2.74% | 16.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11400988:BTCUSD | 11400988:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.30 | 0.19 | - |
| 2025 | 16.76 | -3.40 | -0.20 | - |
| Metric | 11400988:btcusd:triple_med_gx:lsma115_130 | 11400988:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.08% | 31.46% |
| 6M | -3.4% | 12.77% |
| YTD | -3.4% | 16.76% |
| 1Y | 3.8% | 56.84% |
| 3Y (ann.) | 3.56% | 59.12% |
| 5Y (ann.) | 3.56% | 59.12% |
| Metric | 11400988:btcusd:triple_med_gx:lsma115_130 | 11400988:BTCUSD |
|---|---|---|
| Max Drawdown | -9.09% | -29.51% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -2.19% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-11 | -9.09 | 97 |
| 2024-10-09 | 2024-12-05 | -4.91 | 57 |
| 2024-08-07 | 2024-09-08 | -3.24 | 32 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2024-06-09 | 2024-08-06 | -0.66 | 57 |
| 2024-09-09 | 2024-09-09 | -0.39 | 0 |
| 2024-12-05 | 2025-03-05 | -0.28 | 90 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| Metric | 11400988:btcusd:triple_med_gx:lsma115_130 | 11400988:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.01% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -3.88% | -12.33% |
| Best Month | 7.65% | 37.42% |
| Worst Month | -3.88% | -17.69% |
| Best Year | 7.3% | 38.02% |
| Worst Year | -3.4% | 16.76% |
| Avg. Up Day | 1.18% | 1.2% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 4.34% | 7.34% |
| Avg. Down Week | -0.45% | -4.05% |
| Avg. Up Month | 1.03% | 7.35% |
| Avg. Down Month | -0.74% | -4.72% |
| Win Days % | 42.19% | 51.86% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 30.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |