| Metric | 11384108:btcusd:triple_med_gx:lsma110_75 | 11384108:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 20.29% | 61.52% |
| Max Drawdown | -5.74% | -29.51% |
| Sharpe | 0.78 | 0.59 |
| Sortino | 1.33 | 0.86 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 1.5 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.01 | 0.72 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 63.33 | 2.87 |
| Outlier Loss Ratio | 3.75 | 2.67 |
| Volatility (ann.) | 6.01% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.43 | 2.02 |
| Skew | 2.82 | 0.21 |
| Kurtosis | 59.54 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.43% | 3.76% |
| Expected Yearly % | 9.68% | 27.09% |
| Kelly Criterion | 15.71% | 13.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11384108:BTCUSD | 11384108:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.57 | 0.36 | - |
| 2025 | 17.02 | 5.92 | 0.35 | - |
| Metric | 11384108:btcusd:triple_med_gx:lsma110_75 | 11384108:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.94% | 31.76% |
| 6M | 5.92% | 12.25% |
| YTD | 5.92% | 17.02% |
| 1Y | 20.29% | 57.19% |
| 3Y (ann.) | 19.7% | 59.47% |
| 5Y (ann.) | 19.7% | 59.47% |
| Metric | 11384108:btcusd:triple_med_gx:lsma110_75 | 11384108:BTCUSD |
|---|---|---|
| Max Drawdown | -5.74% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -1.88% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 3.54 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-01-14 | -5.74 | 116 |
| 2025-03-20 | 2025-04-22 | -5.65 | 33 |
| 2025-01-15 | 2025-03-19 | -3.84 | 63 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-05-23 | 2025-06-11 | -1.79 | 19 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-25 | 2024-09-18 | -0.90 | 24 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2025-05-18 | 2025-05-18 | -0.18 | 0 |
| Metric | 11384108:btcusd:triple_med_gx:lsma110_75 | 11384108:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.31% | 18.93% |
| Worst Week | -1.44% | -12.33% |
| Best Month | 5.39% | 37.42% |
| Worst Month | -0.68% | -17.69% |
| Best Year | 13.57% | 38.02% |
| Worst Year | 5.92% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.65% | -0.67% |
| Avg. Up Week | 3.0% | 7.76% |
| Avg. Down Week | -0.68% | -2.72% |
| Avg. Up Month | 2.82% | 9.08% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.67% | 51.9% |
| Win Month % | 87.5% | 61.54% |
| Win Week % | 72.73% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |