| Metric | 11386847:btcusd:triple_med_gx:lsma120_85 | 11386847:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 18.98% | 61.52% |
| Max Drawdown | -8.25% | -29.51% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.36 | 0.86 |
| Payoff Ratio | 1.51 | 1.55 |
| Profit Factor | 1.48 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.05 | 0.88 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 64.98 | 2.87 |
| Outlier Loss Ratio | 4.29 | 2.62 |
| Volatility (ann.) | 5.93% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.23 | 2.02 |
| Skew | 3.76 | 0.21 |
| Kurtosis | 64.43 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.35% | 3.76% |
| Expected Yearly % | 9.08% | 27.09% |
| Kelly Criterion | 12.04% | 20.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11386847:BTCUSD | 11386847:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.27 | 0.11 | - |
| 2025 | 17.02 | 14.11 | 0.83 | - |
| Metric | 11386847:btcusd:triple_med_gx:lsma120_85 | 11386847:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.59% | 31.76% |
| 6M | 14.11% | 12.25% |
| YTD | 14.11% | 17.02% |
| 1Y | 18.98% | 57.19% |
| 3Y (ann.) | 18.43% | 59.47% |
| 5Y (ann.) | 18.43% | 59.47% |
| Metric | 11386847:btcusd:triple_med_gx:lsma120_85 | 11386847:BTCUSD |
|---|---|---|
| Max Drawdown | -8.25% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -1.74% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 2.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -8.25 | 180 |
| 2025-03-20 | 2025-04-21 | -3.67 | 32 |
| 2024-08-26 | 2024-09-19 | -2.35 | 24 |
| 2025-05-24 | 2025-06-11 | -1.95 | 17 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-08-23 | -0.95 | 39 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11386847:btcusd:triple_med_gx:lsma120_85 | 11386847:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.99% | 18.93% |
| Worst Week | -3.72% | -12.33% |
| Best Month | 10.9% | 37.42% |
| Worst Month | -3.27% | -17.69% |
| Best Year | 14.11% | 38.02% |
| Worst Year | 4.27% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.59% | -0.58% |
| Avg. Up Week | 3.21% | 6.92% |
| Avg. Down Week | -2.3% | -4.52% |
| Avg. Up Month | 4.6% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.01% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 61.54% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |