| Metric | 11384107:btcusd:triple_med_gx:lsma105_75 | 11384107:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 13.77% | 61.52% |
| Max Drawdown | -7.06% | -29.51% |
| Sharpe | 0.58 | 0.59 |
| Sortino | 0.96 | 0.86 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 1.37 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.89 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 70.05 | 2.73 |
| Outlier Loss Ratio | 3.57 | 2.66 |
| Volatility (ann.) | 5.67% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.89 | 2.02 |
| Skew | 2.62 | 0.21 |
| Kurtosis | 66.46 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.0% | 3.76% |
| Expected Yearly % | 6.66% | 27.09% |
| Kelly Criterion | 12.35% | 14.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11384107:BTCUSD | 11384107:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.75 | 0.20 | - |
| 2025 | 17.02 | 5.59 | 0.33 | - |
| Metric | 11384107:btcusd:triple_med_gx:lsma105_75 | 11384107:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.8% | 31.76% |
| 6M | 5.59% | 12.25% |
| YTD | 5.59% | 17.02% |
| 1Y | 13.77% | 57.19% |
| 3Y (ann.) | 13.38% | 59.47% |
| 5Y (ann.) | 13.38% | 59.47% |
| Metric | 11384107:btcusd:triple_med_gx:lsma105_75 | 11384107:BTCUSD |
|---|---|---|
| Max Drawdown | -7.06% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -2.02% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.95 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -7.06 | 180 |
| 2025-03-20 | 2025-04-21 | -4.48 | 32 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-05-23 | 2025-06-11 | -1.79 | 19 |
| 2024-08-25 | 2024-09-18 | -1.44 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-04-21 | 2025-05-18 | -1.00 | 27 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-22 | 2024-08-22 | -0.18 | 0 |
| Metric | 11384107:btcusd:triple_med_gx:lsma105_75 | 11384107:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.31% | 18.93% |
| Worst Week | -1.95% | -12.33% |
| Best Month | 4.81% | 37.42% |
| Worst Month | -1.95% | -17.69% |
| Best Year | 7.75% | 38.02% |
| Worst Year | 5.59% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 2.44% | 7.76% |
| Avg. Down Week | -1.21% | -5.24% |
| Avg. Up Month | 1.81% | 9.08% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.88% | 51.9% |
| Win Month % | 87.5% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |