| Metric | 11404204:btcusd:triple_med_gx:lsma150_140 | 11404204:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 7.13% | 61.16% |
| Max Drawdown | -12.34% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.44 | 0.85 |
| Payoff Ratio | 1.5 | 1.53 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.71 | 0.87 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 63.27 | 2.77 |
| Outlier Loss Ratio | 3.1 | 2.7 |
| Volatility (ann.) | 7.82% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.56 | 2.0 |
| Skew | 5.83 | 0.21 |
| Kurtosis | 140.51 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.53% | 3.74% |
| Expected Yearly % | 3.5% | 26.95% |
| Kelly Criterion | 0.93% | 20.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11404204:BTCUSD | 11404204:btcusd:triple_med_gx:lsma150_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.06 | 0.37 | - |
| 2025 | 16.76 | -6.08 | -0.36 | - |
| Metric | 11404204:btcusd:triple_med_gx:lsma150_140 | 11404204:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.24% | 31.46% |
| 6M | -6.08% | 12.77% |
| YTD | -6.08% | 16.76% |
| 1Y | 4.23% | 56.84% |
| 3Y (ann.) | 6.93% | 59.12% |
| 5Y (ann.) | 6.93% | 59.12% |
| Metric | 11404204:btcusd:triple_med_gx:lsma150_140 | 11404204:BTCUSD |
|---|---|---|
| Max Drawdown | -12.34% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -3.49% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-06-11 | -12.34 | 209 |
| 2024-06-05 | 2024-11-11 | -8.76 | 158 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11404204:btcusd:triple_med_gx:lsma150_140 | 11404204:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 18.93% |
| Worst Week | -4.66% | -12.33% |
| Best Month | 18.84% | 37.42% |
| Worst Month | -5.92% | -17.69% |
| Best Year | 14.06% | 38.02% |
| Worst Year | -6.08% | 16.76% |
| Avg. Up Day | 1.3% | 1.32% |
| Avg. Down Day | -0.86% | -0.86% |
| Avg. Up Week | 3.71% | 7.05% |
| Avg. Down Week | -2.76% | -4.64% |
| Avg. Up Month | 7.41% | 20.88% |
| Avg. Down Month | -2.69% | -7.59% |
| Win Days % | 40.57% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |