| Metric | 11402745:btcusd:triple_med_gx:lsma115_135 | 11402745:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 10.84% | 61.16% |
| Max Drawdown | -11.48% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.68 | 0.85 |
| Payoff Ratio | 1.41 | 1.35 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.89 | 0.77 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 76.33 | 2.68 |
| Outlier Loss Ratio | 2.58 | 2.49 |
| Volatility (ann.) | 6.38% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.92 | 2.0 |
| Skew | 2.23 | 0.21 |
| Kurtosis | 79.92 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.79% | 3.74% |
| Expected Yearly % | 5.28% | 26.95% |
| Kelly Criterion | 10.18% | 16.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11402745:BTCUSD | 11402745:btcusd:triple_med_gx:lsma115_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.24 | 0.51 | - |
| 2025 | 16.76 | -7.04 | -0.42 | - |
| Metric | 11402745:btcusd:triple_med_gx:lsma115_135 | 11402745:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.72% | 31.46% |
| 6M | -7.04% | 12.77% |
| YTD | -7.04% | 16.76% |
| 1Y | 11.0% | 56.84% |
| 3Y (ann.) | 10.54% | 59.12% |
| 5Y (ann.) | 10.54% | 59.12% |
| Metric | 11402745:btcusd:triple_med_gx:lsma115_135 | 11402745:BTCUSD |
|---|---|---|
| Max Drawdown | -11.48% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.58% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.94 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -11.48 | 188 |
| 2024-09-10 | 2024-12-03 | -5.27 | 84 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 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 |
| 2024-09-08 | 2024-09-08 | -0.18 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11402745:btcusd:triple_med_gx:lsma115_135 | 11402745:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.32% | 18.93% |
| Worst Week | -4.42% | -12.33% |
| Best Month | 11.32% | 37.42% |
| Worst Month | -5.41% | -17.69% |
| Best Year | 19.24% | 38.02% |
| Worst Year | -7.04% | 16.76% |
| Avg. Up Day | 1.23% | 1.25% |
| Avg. Down Day | -0.87% | -0.92% |
| Avg. Up Week | 2.38% | 5.13% |
| Avg. Down Week | -0.59% | -4.05% |
| Avg. Up Month | 2.22% | 9.12% |
| Avg. Down Month | -2.78% | -4.72% |
| Win Days % | 47.44% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |