| Metric | 11386914:btcusd:triple_med_gx:lsma115_85 | 11386914:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 10.43% | 75.42% |
| Max Drawdown | -5.74% | -29.51% |
| Sharpe | 0.51 | 0.63 |
| Sortino | 0.94 | 0.92 |
| Payoff Ratio | 1.3 | 1.36 |
| Profit Factor | 1.35 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.86 | 0.78 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 90.76 | 2.64 |
| Outlier Loss Ratio | 3.87 | 2.51 |
| Volatility (ann.) | 4.49% | 24.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.61 | 2.19 |
| Skew | 5.1 | 0.2 |
| Kurtosis | 79.77 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.71% | 4.1% |
| Expected Yearly % | 5.09% | 32.45% |
| Kelly Criterion | 9.09% | 16.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.07% |
| Expected Shortfall (cVaR) | -0.38% | -2.07% |
| Year | 11386914:BTCUSD | 11386914:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.43 | 0.12 | - |
| 2025 | 27.10 | 5.75 | 0.21 | - |
| Metric | 11386914:btcusd:triple_med_gx:lsma115_85 | 11386914:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.38% | 41.88% |
| 6M | 5.75% | 22.91% |
| YTD | 5.75% | 27.1% |
| 1Y | 2.74% | 82.29% |
| 3Y (ann.) | 9.21% | 64.73% |
| 5Y (ann.) | 9.21% | 64.73% |
| Metric | 11386914:btcusd:triple_med_gx:lsma115_85 | 11386914:BTCUSD |
|---|---|---|
| Max Drawdown | -5.74% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -2.05% | -4.71% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 1.82 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -5.74 | 180 |
| 2025-03-20 | 2025-07-17 | -4.08 | 119 |
| 2024-08-26 | 2024-09-19 | -2.05 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-23 | 2024-08-25 | -0.47 | 2 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386914:btcusd:triple_med_gx:lsma115_85 | 11386914:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 7.49% | 18.93% |
| Worst Week | -3.06% | -12.33% |
| Best Month | 7.49% | 37.42% |
| Worst Month | -2.61% | -17.69% |
| Best Year | 5.75% | 38.02% |
| Worst Year | 4.43% | 27.1% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.6% | -0.59% |
| Avg. Up Week | 1.73% | 5.72% |
| Avg. Down Week | -2.34% | -5.24% |
| Avg. Up Month | 2.73% | 9.08% |
| Avg. Down Month | -1.8% | -8.73% |
| Win Days % | 48.57% | 51.89% |
| Win Month % | 75.0% | 64.29% |
| Win Week % | 69.23% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |