| Metric | 11403083:btcusd:triple_med_gx:lsma105_140 | 11403083:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -0.45% | 61.16% |
| Max Drawdown | -11.04% | -29.51% |
| Sharpe | 0.01 | 0.59 |
| Sortino | 0.02 | 0.85 |
| Payoff Ratio | 0.9 | 0.88 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.44 | 0.5 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 81.35 | 2.84 |
| Outlier Loss Ratio | 3.02 | 2.51 |
| Volatility (ann.) | 6.38% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.04 | 2.0 |
| Skew | -5.09 | 0.21 |
| Kurtosis | 134.59 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.03% | 3.74% |
| Expected Yearly % | -0.23% | 26.95% |
| Kelly Criterion | -8.01% | -3.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11403083:BTCUSD | 11403083:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.96 | -0.03 | - |
| 2025 | 16.76 | 0.51 | 0.03 | - |
| Metric | 11403083:btcusd:triple_med_gx:lsma105_140 | 11403083:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | 1.01% | 31.46% |
| 6M | 1.34% | 12.77% |
| YTD | 0.51% | 16.76% |
| 1Y | -0.04% | 56.84% |
| 3Y (ann.) | -0.44% | 59.12% |
| 5Y (ann.) | -0.44% | 59.12% |
| Metric | 11403083:btcusd:triple_med_gx:lsma105_140 | 11403083:BTCUSD |
|---|---|---|
| Max Drawdown | -11.04% | -29.51% |
| Longest DD Days | 226.0 | 144.0 |
| Avg. Drawdown | -5.21% | -4.82% |
| Avg. Drawdown Days | 91.0 | 14.0 |
| Recovery Factor | -0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-02-12 | -11.04 | 226 |
| 2025-02-14 | 2025-06-11 | -6.58 | 116 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2024-06-08 | 2024-06-30 | -1.00 | 22 |
| Metric | 11403083:btcusd:triple_med_gx:lsma105_140 | 11403083:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.75% | 18.93% |
| Worst Week | -3.53% | -12.33% |
| Best Month | 4.75% | 37.42% |
| Worst Month | -4.59% | -17.69% |
| Best Year | 0.51% | 38.02% |
| Worst Year | -0.96% | 16.76% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 1.65% | 5.44% |
| Avg. Down Week | -2.16% | -3.76% |
| Avg. Up Month | 2.83% | 10.51% |
| Avg. Down Month | -1.94% | -7.93% |
| Win Days % | 48.74% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |