| Metric | 11385527:btcusd:triple_med_gx:lsma125_80 | 11385527:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 15.59% | 61.52% |
| Max Drawdown | -9.62% | -29.51% |
| Sharpe | 0.58 | 0.59 |
| Sortino | 0.94 | 0.86 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.33 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 58.59 | 2.89 |
| Outlier Loss Ratio | 3.56 | 2.71 |
| Volatility (ann.) | 6.43% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.57 | 2.02 |
| Skew | 1.88 | 0.21 |
| Kurtosis | 53.18 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.12% | 3.76% |
| Expected Yearly % | 7.51% | 27.09% |
| Kelly Criterion | 10.37% | 10.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11385527:BTCUSD | 11385527:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.80 | 0.18 | - |
| 2025 | 17.02 | 8.22 | 0.48 | - |
| Metric | 11385527:btcusd:triple_med_gx:lsma125_80 | 11385527:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.71% | 31.76% |
| 6M | 8.22% | 12.25% |
| YTD | 8.22% | 17.02% |
| 1Y | 15.59% | 57.19% |
| 3Y (ann.) | 15.14% | 59.47% |
| 5Y (ann.) | 15.14% | 59.47% |
| Metric | 11385527:btcusd:triple_med_gx:lsma125_80 | 11385527:BTCUSD |
|---|---|---|
| Max Drawdown | -9.62% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.29% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 1.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-17 | -9.62 | 144 |
| 2025-03-20 | 2025-06-11 | -4.29 | 83 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-07-16 | 2024-08-23 | -2.07 | 38 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2025-01-17 | 2025-03-16 | -0.42 | 57 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11385527:btcusd:triple_med_gx:lsma125_80 | 11385527:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.46% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 7.46% | 37.42% |
| Worst Month | -4.28% | -17.69% |
| Best Year | 8.22% | 38.02% |
| Worst Year | 6.8% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 3.46% | 6.6% |
| Avg. Down Week | -5.55% | -5.24% |
| Avg. Up Month | 4.1% | 9.03% |
| Avg. Down Month | -3.78% | -8.73% |
| Win Days % | 51.03% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 75.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |