| Metric | 11386879:btcusd:triple_med_gx:lsma110_85 | 11386879:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 8.58% | 61.52% |
| Max Drawdown | -6.03% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.75 | 0.86 |
| Payoff Ratio | 1.34 | 1.36 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.83 | 0.77 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 92.78 | 2.6 |
| Outlier Loss Ratio | 3.73 | 2.44 |
| Volatility (ann.) | 4.68% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.38 | 2.02 |
| Skew | 2.9 | 0.21 |
| Kurtosis | 89.19 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.64% | 3.76% |
| Expected Yearly % | 4.2% | 27.09% |
| Kelly Criterion | 7.89% | 16.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.13% |
| Expected Shortfall (cVaR) | -0.4% | -2.13% |
| Year | 11386879:BTCUSD | 11386879:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.61 | 0.12 | - |
| 2025 | 17.02 | 3.80 | 0.22 | - |
| Metric | 11386879:btcusd:triple_med_gx:lsma110_85 | 11386879:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.43% | 31.76% |
| 6M | 3.8% | 12.25% |
| YTD | 3.8% | 17.02% |
| 1Y | 8.58% | 57.19% |
| 3Y (ann.) | 8.34% | 59.47% |
| 5Y (ann.) | 8.34% | 59.47% |
| Metric | 11386879:btcusd:triple_med_gx:lsma110_85 | 11386879:BTCUSD |
|---|---|---|
| Max Drawdown | -6.03% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -1.82% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 1.42 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -6.03 | 180 |
| 2025-03-20 | 2025-04-21 | -3.63 | 32 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-04-21 | 2025-05-18 | -1.13 | 27 |
| 2024-07-15 | 2024-08-23 | -0.95 | 39 |
| 2024-08-26 | 2024-09-19 | -0.78 | 24 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11386879:btcusd:triple_med_gx:lsma110_85 | 11386879:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -3.4% | -9.32% |
| Best Week | 3.51% | 18.93% |
| Worst Week | -2.1% | -12.33% |
| Best Month | 3.86% | 37.42% |
| Worst Month | -2.1% | -17.69% |
| Best Year | 4.61% | 38.02% |
| Worst Year | 3.8% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.63% | -0.63% |
| Avg. Up Week | 1.8% | 7.42% |
| Avg. Down Week | -1.04% | -5.24% |
| Avg. Up Month | 2.6% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.25% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |