| Metric | 11404207:btcusd:triple_med_gx:lsma165_140 | 11404207:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 8.73% | 61.16% |
| Max Drawdown | -10.43% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.48 | 0.85 |
| Payoff Ratio | 1.26 | 1.28 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.68 | 0.73 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 57.02 | 2.85 |
| Outlier Loss Ratio | 2.83 | 2.79 |
| Volatility (ann.) | 8.47% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.81 | 2.0 |
| Skew | 4.83 | 0.21 |
| Kurtosis | 111.46 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.65% | 3.74% |
| Expected Yearly % | 4.27% | 26.95% |
| Kelly Criterion | 2.61% | 14.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11404207:BTCUSD | 11404207:btcusd:triple_med_gx:lsma165_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.68 | 0.36 | - |
| 2025 | 16.76 | -4.35 | -0.26 | - |
| Metric | 11404207:btcusd:triple_med_gx:lsma165_140 | 11404207:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.13% | 31.46% |
| 6M | -4.35% | 12.77% |
| YTD | -4.35% | 16.76% |
| 1Y | 5.68% | 56.84% |
| 3Y (ann.) | 8.49% | 59.12% |
| 5Y (ann.) | 8.49% | 59.12% |
| Metric | 11404207:btcusd:triple_med_gx:lsma165_140 | 11404207:BTCUSD |
|---|---|---|
| Max Drawdown | -10.43% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -3.16% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-06-11 | -10.43 | 209 |
| 2024-08-07 | 2024-11-11 | -8.81 | 96 |
| 2024-06-05 | 2024-08-07 | -2.69 | 62 |
| 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 | 11404207:btcusd:triple_med_gx:lsma165_140 | 11404207:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 18.93% |
| Worst Week | -4.47% | -12.33% |
| Best Month | 18.84% | 37.42% |
| Worst Month | -4.47% | -17.69% |
| Best Year | 13.68% | 38.02% |
| Worst Year | -4.35% | 16.76% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -0.95% | -0.94% |
| Avg. Up Week | 4.75% | 9.06% |
| Avg. Down Week | -2.65% | -4.0% |
| Avg. Up Month | 10.2% | 25.77% |
| Avg. Down Month | -1.61% | -7.93% |
| Win Days % | 45.69% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |