| Metric | 11440996:btcusd:triple_med_gx:lsma95_140 | 11440996:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 23.52% | 29.45% |
| Max Drawdown | -5.45% | -28.38% |
| Sharpe | 0.82 | 0.43 |
| Sortino | 1.41 | 0.62 |
| Payoff Ratio | 1.32 | 1.3 |
| Profit Factor | 1.51 | 1.07 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 1.02 | 0.72 |
| Tail Ratio | NaN | 0.93 |
| Outlier Win Ratio | 48.13 | 3.03 |
| Outlier Loss Ratio | 2.92 | 2.66 |
| Volatility (ann.) | 8.3% | 26.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 5.42 | 1.31 |
| Skew | 2.38 | 0.13 |
| Kurtosis | 43.97 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.13% | 2.61% |
| Expected Yearly % | 11.14% | 13.77% |
| Kelly Criterion | 14.4% | 13.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.22% |
| Expected Shortfall (cVaR) | -0.7% | -2.22% |
| Year | 11440996:BTCUSD | 11440996:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.32 | 0.67 | - |
| 2025 | -6.21 | -1.43 | 0.23 | + |
| Metric | 11440996:btcusd:triple_med_gx:lsma95_140 | 11440996:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.86% |
| 3M | -1.43% | -7.61% |
| 6M | 5.13% | 38.23% |
| YTD | -1.43% | -6.21% |
| 1Y | 23.52% | 29.45% |
| 3Y (ann.) | 29.53% | 37.18% |
| 5Y (ann.) | 29.53% | 37.18% |
| Metric | 11440996:btcusd:triple_med_gx:lsma95_140 | 11440996:BTCUSD |
|---|---|---|
| Max Drawdown | -5.45% | -28.38% |
| Longest DD Days | 110.0 | 144.0 |
| Avg. Drawdown | -1.91% | -4.56% |
| Avg. Drawdown Days | 20.0 | 12.0 |
| Recovery Factor | 4.32 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-03-26 | -5.45 | 110 |
| 2024-06-10 | 2024-08-07 | -4.88 | 57 |
| 2024-09-14 | 2024-10-11 | -3.59 | 27 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-13 | 2024-12-04 | -1.79 | 52 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11440996:btcusd:triple_med_gx:lsma95_140 | 11440996:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.96% | 18.93% |
| Worst Week | -2.59% | -12.33% |
| Best Month | 10.9% | 37.42% |
| Worst Month | -2.59% | -17.69% |
| Best Year | 25.32% | 38.02% |
| Worst Year | -1.43% | -6.21% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 4.25% | 6.21% |
| Avg. Down Week | -1.36% | -4.62% |
| Avg. Up Month | 5.82% | 9.12% |
| Avg. Down Month | -2.01% | -12.52% |
| Win Days % | 51.38% | 51.34% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 50.0% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |