| Metric | 11385491:btcusd:triple_med_gx:lsma115_80 | 11385491:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 19.0% | 61.52% |
| Max Drawdown | -5.82% | -29.51% |
| Sharpe | 0.75 | 0.59 |
| Sortino | 1.41 | 0.86 |
| Payoff Ratio | 1.49 | 1.4 |
| Profit Factor | 1.47 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.05 | 0.8 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 61.36 | 2.73 |
| Outlier Loss Ratio | 4.09 | 2.64 |
| Volatility (ann.) | 5.86% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 3.17 | 2.02 |
| Skew | 4.42 | 0.21 |
| Kurtosis | 59.27 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.35% | 3.76% |
| Expected Yearly % | 9.09% | 27.09% |
| Kelly Criterion | 12.7% | 17.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11385491:BTCUSD | 11385491:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.43 | 0.25 | - |
| 2025 | 17.02 | 8.75 | 0.51 | - |
| Metric | 11385491:btcusd:triple_med_gx:lsma115_80 | 11385491:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.22% | 31.76% |
| 6M | 8.75% | 12.25% |
| YTD | 8.75% | 17.02% |
| 1Y | 19.0% | 57.19% |
| 3Y (ann.) | 18.45% | 59.47% |
| 5Y (ann.) | 18.45% | 59.47% |
| Metric | 11385491:btcusd:triple_med_gx:lsma115_80 | 11385491:BTCUSD |
|---|---|---|
| Max Drawdown | -5.82% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -1.74% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 3.27 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -5.82 | 180 |
| 2025-03-20 | 2025-04-21 | -3.91 | 32 |
| 2025-05-19 | 2025-06-11 | -2.52 | 23 |
| 2024-08-26 | 2024-09-18 | -2.35 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-23 | 2024-08-23 | -0.40 | 0 |
| Metric | 11385491:btcusd:triple_med_gx:lsma115_80 | 11385491:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -2.81% | -12.33% |
| Best Month | 9.01% | 37.42% |
| Worst Month | -2.28% | -17.69% |
| Best Year | 9.43% | 38.02% |
| Worst Year | 8.75% | 17.02% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.61% | -0.66% |
| Avg. Up Week | 3.75% | 8.02% |
| Avg. Down Week | -2.37% | -5.24% |
| Avg. Up Month | 4.96% | 8.57% |
| Avg. Down Month | -0.73% | -2.09% |
| Win Days % | 47.69% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 61.54% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |