| Metric | 11386883:btcusd:triple_med_gx:lsma130_85 | 11386883:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 20.38% | 61.52% |
| Max Drawdown | -12.02% | -29.51% |
| Sharpe | 0.77 | 0.59 |
| Sortino | 1.29 | 0.86 |
| Payoff Ratio | 1.28 | 1.3 |
| Profit Factor | 1.46 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.96 | 0.74 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 59.57 | 2.87 |
| Outlier Loss Ratio | 3.9 | 2.71 |
| Volatility (ann.) | 6.06% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.65 | 2.02 |
| Skew | 1.81 | 0.21 |
| Kurtosis | 55.07 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.44% | 3.76% |
| Expected Yearly % | 9.72% | 27.09% |
| Kelly Criterion | 12.89% | 15.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11386883:BTCUSD | 11386883:btcusd:triple_med_gx:lsma130_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.35 | 0.01 | - |
| 2025 | 17.02 | 19.96 | 1.17 | + |
| Metric | 11386883:btcusd:triple_med_gx:lsma130_85 | 11386883:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.81% | 31.76% |
| 6M | 19.96% | 12.25% |
| YTD | 19.96% | 17.02% |
| 1Y | 20.38% | 57.19% |
| 3Y (ann.) | 19.79% | 59.47% |
| 5Y (ann.) | 19.79% | 59.47% |
| Metric | 11386883:btcusd:triple_med_gx:lsma130_85 | 11386883:BTCUSD |
|---|---|---|
| Max Drawdown | -12.02% | -29.51% |
| Longest DD Days | 205.0 | 144.0 |
| Avg. Drawdown | -1.97% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.7 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-03-19 | -12.02 | 205 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2025-04-23 | 2025-06-11 | -1.58 | 48 |
| 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 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| 2025-04-23 | 2025-04-23 | -0.03 | 0 |
| Metric | 11386883:btcusd:triple_med_gx:lsma130_85 | 11386883:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.26% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 8.26% | 37.42% |
| Worst Month | -7.28% | -17.69% |
| Best Year | 19.96% | 38.02% |
| Worst Year | 0.35% | 17.02% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.66% | -0.66% |
| Avg. Up Week | 4.14% | 6.92% |
| Avg. Down Week | -6.18% | -5.24% |
| Avg. Up Month | 5.9% | 8.57% |
| Avg. Down Month | -7.28% | -8.73% |
| Win Days % | 51.06% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |