| Metric | 11402507:btcusd:triple_med_gx:lsma160_135 | 11402507:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 11.51% | 61.16% |
| Max Drawdown | -13.65% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.58 | 0.85 |
| Payoff Ratio | 1.36 | 1.3 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.72 | 0.74 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 51.45 | 2.93 |
| Outlier Loss Ratio | 3.02 | 2.79 |
| Volatility (ann.) | 8.92% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.82 | 2.0 |
| Skew | 4.45 | 0.21 |
| Kurtosis | 94.41 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.84% | 3.74% |
| Expected Yearly % | 5.6% | 26.95% |
| Kelly Criterion | 2.67% | 14.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11402507:BTCUSD | 11402507:btcusd:triple_med_gx:lsma160_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.01 | 0.76 | - |
| 2025 | 16.76 | -13.56 | -0.81 | - |
| Metric | 11402507:btcusd:triple_med_gx:lsma160_135 | 11402507:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.38% | 31.46% |
| 6M | -13.56% | 12.77% |
| YTD | -13.56% | 16.76% |
| 1Y | 8.05% | 56.84% |
| 3Y (ann.) | 11.19% | 59.12% |
| 5Y (ann.) | 11.19% | 59.12% |
| Metric | 11402507:btcusd:triple_med_gx:lsma160_135 | 11402507:BTCUSD |
|---|---|---|
| Max Drawdown | -13.65% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.25% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -13.65 | 188 |
| 2024-08-07 | 2024-11-06 | -6.70 | 90 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-06-05 | 2024-07-14 | -1.09 | 39 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-08-06 | 2024-08-06 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11402507:btcusd:triple_med_gx:lsma160_135 | 11402507:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.72% | 18.93% |
| Worst Week | -4.52% | -12.33% |
| Best Month | 16.75% | 37.42% |
| Worst Month | -6.43% | -17.69% |
| Best Year | 29.01% | 38.02% |
| Worst Year | -13.56% | 16.76% |
| Avg. Up Day | 1.24% | 1.26% |
| Avg. Down Day | -0.91% | -0.97% |
| Avg. Up Week | 4.89% | 8.99% |
| Avg. Down Week | -2.14% | -3.3% |
| Avg. Up Month | 7.47% | 15.96% |
| Avg. Down Month | -3.44% | -9.5% |
| Win Days % | 43.94% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |