| Metric | 11403139:btcusd:triple_med_gx:lsma105_140 | 11403139:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -1.4% | 61.16% |
| Max Drawdown | -12.09% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.04 | 0.85 |
| Payoff Ratio | 0.92 | 0.84 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.48 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 86.17 | 2.76 |
| Outlier Loss Ratio | 3.44 | 2.56 |
| Volatility (ann.) | 5.79% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.11 | 2.0 |
| Skew | -4.65 | 0.21 |
| Kurtosis | 164.46 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.74% |
| Expected Yearly % | -0.7% | 26.95% |
| Kelly Criterion | -10.51% | -5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11403139:BTCUSD | 11403139:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.40 | 0.22 | - |
| 2025 | 16.76 | -9.04 | -0.54 | - |
| Metric | 11403139:btcusd:triple_med_gx:lsma105_140 | 11403139:BTCUSD |
|---|---|---|
| MTD | -0.36% | 4.16% |
| 3M | -0.88% | 31.46% |
| 6M | -6.81% | 12.77% |
| YTD | -9.04% | 16.76% |
| 1Y | -1.35% | 56.84% |
| 3Y (ann.) | -1.36% | 59.12% |
| 5Y (ann.) | -1.36% | 59.12% |
| Metric | 11403139:btcusd:triple_med_gx:lsma105_140 | 11403139:BTCUSD |
|---|---|---|
| Max Drawdown | -12.09% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -2.75% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | -0.12 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -12.09 | 116 |
| 2024-07-01 | 2024-08-17 | -4.55 | 47 |
| 2024-12-09 | 2025-01-10 | -4.29 | 32 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2025-01-10 | 2025-02-12 | -1.83 | 33 |
| 2024-10-15 | 2024-11-07 | -1.24 | 23 |
| 2024-12-07 | 2024-12-08 | -0.51 | 1 |
| 2024-06-08 | 2024-06-30 | -0.39 | 22 |
| 2024-09-11 | 2024-09-12 | -0.18 | 0 |
| 2024-10-14 | 2024-10-14 | -0.18 | 0 |
| Metric | 11403139:btcusd:triple_med_gx:lsma105_140 | 11403139:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 2.46% | 18.93% |
| Worst Week | -7.1% | -12.33% |
| Best Month | 2.11% | 37.42% |
| Worst Month | -7.59% | -17.69% |
| Best Year | 8.4% | 38.02% |
| Worst Year | -9.04% | 16.76% |
| Avg. Up Day | 0.71% | 0.76% |
| Avg. Down Day | -0.78% | -0.9% |
| Avg. Up Week | 1.25% | 7.22% |
| Avg. Down Week | -1.99% | -3.25% |
| Avg. Up Month | 1.24% | 13.97% |
| Avg. Down Month | -2.79% | -7.67% |
| Win Days % | 47.11% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |