| Metric | 11402288:btcusd:triple_med_gx:lsma185_135 | 11402288:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 21.13% | 61.16% |
| Max Drawdown | -12.12% | -29.51% |
| Sharpe | 0.5 | 0.59 |
| Sortino | 0.82 | 0.85 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 1.37 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.87 | 0.72 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 46.74 | 2.9 |
| Outlier Loss Ratio | 2.82 | 2.65 |
| Volatility (ann.) | 10.3% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.69 | 2.0 |
| Skew | 2.25 | 0.21 |
| Kurtosis | 143.58 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.49% | 3.74% |
| Expected Yearly % | 10.06% | 26.95% |
| Kelly Criterion | 10.33% | 14.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11402288:BTCUSD | 11402288:btcusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.28 | 0.38 | - |
| 2025 | 16.76 | 6.00 | 0.36 | - |
| Metric | 11402288:btcusd:triple_med_gx:lsma185_135 | 11402288:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.0% | 31.46% |
| 6M | 6.0% | 12.77% |
| YTD | 6.0% | 16.76% |
| 1Y | 21.06% | 56.84% |
| 3Y (ann.) | 20.52% | 59.12% |
| 5Y (ann.) | 20.52% | 59.12% |
| Metric | 11402288:btcusd:triple_med_gx:lsma185_135 | 11402288:BTCUSD |
|---|---|---|
| Max Drawdown | -12.12% | -29.51% |
| Longest DD Days | 150.0 | 144.0 |
| Avg. Drawdown | -2.64% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 1.74 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2024-11-06 | -12.12 | 150 |
| 2024-11-12 | 2025-04-09 | -5.02 | 148 |
| 2025-04-10 | 2025-06-11 | -4.04 | 62 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11402288:btcusd:triple_med_gx:lsma185_135 | 11402288:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -4.6% | -12.33% |
| Best Month | 26.15% | 37.42% |
| Worst Month | -4.23% | -17.69% |
| Best Year | 14.28% | 38.02% |
| Worst Year | 6.0% | 16.76% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.89% | -0.9% |
| Avg. Up Week | 6.23% | 9.12% |
| Avg. Down Week | -4.26% | -4.82% |
| Avg. Up Month | 8.09% | 17.5% |
| Avg. Down Month | -2.89% | -5.98% |
| Win Days % | 49.64% | 51.86% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |