| Metric | 11402502:btcusd:triple_med_gx:lsma145_135 | 11402502:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 7.08% | 61.16% |
| Max Drawdown | -10.63% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.48 | 0.85 |
| Payoff Ratio | 1.47 | 1.32 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.75 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 69.75 | 2.83 |
| Outlier Loss Ratio | 3.16 | 2.6 |
| Volatility (ann.) | 7.48% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.65 | 2.0 |
| Skew | 7.64 | 0.21 |
| Kurtosis | 155.14 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.53% | 3.74% |
| Expected Yearly % | 3.48% | 26.95% |
| Kelly Criterion | -1.36% | 15.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11402502:BTCUSD | 11402502:btcusd:triple_med_gx:lsma145_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.82 | 0.50 | - |
| 2025 | 16.76 | -9.89 | -0.59 | - |
| Metric | 11402502:btcusd:triple_med_gx:lsma145_135 | 11402502:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | -3.04% | 31.46% |
| 6M | -9.7% | 12.77% |
| YTD | -9.89% | 16.76% |
| 1Y | 7.15% | 56.84% |
| 3Y (ann.) | 6.88% | 59.12% |
| 5Y (ann.) | 6.88% | 59.12% |
| Metric | 11402502:btcusd:triple_med_gx:lsma145_135 | 11402502:BTCUSD |
|---|---|---|
| Max Drawdown | -10.63% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -2.81% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.67 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-06-11 | -10.63 | 130 |
| 2024-06-10 | 2024-11-06 | -7.57 | 148 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-06-03 | 2024-06-10 | -0.83 | 6 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-12-28 | 2024-12-28 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-11-11 | 2024-11-11 | -0.18 | 0 |
| Metric | 11402502:btcusd:triple_med_gx:lsma145_135 | 11402502:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 9.72% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 16.75% | 37.42% |
| Worst Month | -5.82% | -17.69% |
| Best Year | 18.82% | 38.02% |
| Worst Year | -9.89% | 16.76% |
| Avg. Up Day | 1.29% | 1.33% |
| Avg. Down Day | -0.88% | -1.01% |
| Avg. Up Week | 2.68% | 6.48% |
| Avg. Down Week | -2.66% | -5.91% |
| Avg. Up Month | 6.16% | 15.96% |
| Avg. Down Month | -3.74% | -9.04% |
| Win Days % | 39.6% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 56.52% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |