| Metric | 11401147:btcusd:triple_med_gx:lsma115_130 | 11401147:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 15.83% | 61.16% |
| Max Drawdown | -5.45% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 1.17 | 0.85 |
| Payoff Ratio | 1.51 | 1.39 |
| Profit Factor | 1.58 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.13 | 0.79 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 80.28 | 2.6 |
| Outlier Loss Ratio | 3.13 | 2.44 |
| Volatility (ann.) | 5.92% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.82 | 2.0 |
| Skew | 4.51 | 0.21 |
| Kurtosis | 102.85 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.14% | 3.74% |
| Expected Yearly % | 7.62% | 26.95% |
| Kelly Criterion | 12.37% | 17.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11401147:BTCUSD | 11401147:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.56 | 0.44 | - |
| 2025 | 16.76 | -0.63 | -0.04 | - |
| Metric | 11401147:btcusd:triple_med_gx:lsma115_130 | 11401147:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.63% | 31.46% |
| 6M | -0.63% | 12.77% |
| YTD | -0.63% | 16.76% |
| 1Y | 15.83% | 56.84% |
| 3Y (ann.) | 15.38% | 59.12% |
| 5Y (ann.) | 15.38% | 59.12% |
| Metric | 11401147:btcusd:triple_med_gx:lsma115_130 | 11401147:BTCUSD |
|---|---|---|
| Max Drawdown | -5.45% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.99% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 2.9 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -5.45 | 188 |
| 2024-08-07 | 2024-08-08 | -3.41 | 1 |
| 2024-09-14 | 2024-12-04 | -2.34 | 81 |
| 2024-08-09 | 2024-09-13 | -1.93 | 35 |
| 2024-06-11 | 2024-06-12 | -1.83 | 1 |
| Metric | 11401147:btcusd:triple_med_gx:lsma115_130 | 11401147:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.64% | 18.93% |
| Worst Week | -1.52% | -12.33% |
| Best Month | 6.64% | 37.42% |
| Worst Month | -1.36% | -17.69% |
| Best Year | 16.56% | 38.02% |
| Worst Year | -0.63% | 16.76% |
| Avg. Up Day | 1.2% | 1.2% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 2.43% | 6.96% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 1.05% | 9.78% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.3% | 51.86% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |