| Metric | 11381832:btcusd:triple_med_gx:lsma85_70 | 11381832:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 5.14% | 61.52% |
| Max Drawdown | -7.64% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.42 | 0.86 |
| Payoff Ratio | 1.24 | 1.1 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 89.08 | 2.6 |
| Outlier Loss Ratio | 3.81 | 2.44 |
| Volatility (ann.) | 4.83% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.65 | 2.02 |
| Skew | 1.59 | 0.21 |
| Kurtosis | 66.59 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.39% | 3.76% |
| Expected Yearly % | 2.54% | 27.09% |
| Kelly Criterion | -1.88% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11381832:BTCUSD | 11381832:btcusd:triple_med_gx:lsma85_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.85 | -0.10 | - |
| 2025 | 17.02 | 9.36 | 0.55 | - |
| Metric | 11381832:btcusd:triple_med_gx:lsma85_70 | 11381832:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.69% | 31.76% |
| 6M | 9.96% | 12.25% |
| YTD | 9.36% | 17.02% |
| 1Y | 5.26% | 57.19% |
| 3Y (ann.) | 5.0% | 59.47% |
| 5Y (ann.) | 5.0% | 59.47% |
| Metric | 11381832:btcusd:triple_med_gx:lsma85_70 | 11381832:BTCUSD |
|---|---|---|
| Max Drawdown | -7.64% | -29.51% |
| Longest DD Days | 315.0 | 144.0 |
| Avg. Drawdown | -2.05% | -4.82% |
| Avg. Drawdown Days | 79.0 | 14.0 |
| Recovery Factor | 0.67 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-04-22 | -7.64 | 315 |
| 2025-05-15 | 2025-05-15 | -0.18 | 0 |
| 2025-05-22 | 2025-05-22 | -0.18 | 0 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| Metric | 11381832:btcusd:triple_med_gx:lsma85_70 | 11381832:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -2.52% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -2.63% | -12.33% |
| Best Month | 7.14% | 37.42% |
| Worst Month | -3.88% | -17.69% |
| Best Year | 9.36% | 38.02% |
| Worst Year | -3.85% | 17.02% |
| Avg. Up Day | 0.85% | 0.89% |
| Avg. Down Day | -0.68% | -0.81% |
| Avg. Up Week | 2.29% | 6.48% |
| Avg. Down Week | -1.31% | -2.94% |
| Avg. Up Month | 2.88% | 11.64% |
| Avg. Down Month | -1.78% | -4.72% |
| Win Days % | 43.56% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |