| Metric | 11386916:btcusd:triple_med_gx:lsma125_85 | 11386916:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 9.88% | 61.52% |
| Max Drawdown | -12.76% | -29.51% |
| Sharpe | 0.44 | 0.59 |
| Sortino | 0.68 | 0.86 |
| Payoff Ratio | 1.15 | 1.17 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 70.64 | 2.75 |
| Outlier Loss Ratio | 3.65 | 2.67 |
| Volatility (ann.) | 5.59% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.75 | 2.02 |
| Skew | 0.93 | 0.21 |
| Kurtosis | 64.46 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.73% | 3.76% |
| Expected Yearly % | 4.83% | 27.09% |
| Kelly Criterion | 7.11% | 10.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11386916:BTCUSD | 11386916:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.85 | -0.05 | - |
| 2025 | 17.02 | 11.96 | 0.70 | - |
| Metric | 11386916:btcusd:triple_med_gx:lsma125_85 | 11386916:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.33% | 31.76% |
| 6M | 11.96% | 12.25% |
| YTD | 11.96% | 17.02% |
| 1Y | 9.88% | 57.19% |
| 3Y (ann.) | 9.61% | 59.47% |
| 5Y (ann.) | 9.61% | 59.47% |
| Metric | 11386916:btcusd:triple_med_gx:lsma125_85 | 11386916:BTCUSD |
|---|---|---|
| Max Drawdown | -12.76% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -4.32% | -4.82% |
| Avg. Drawdown Days | 82.0 | 14.0 |
| Recovery Factor | 0.77 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-03-19 | -12.76 | 246 |
| 2025-03-20 | 2025-06-11 | -3.74 | 83 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386916:btcusd:triple_med_gx:lsma125_85 | 11386916:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 7.31% | 37.42% |
| Worst Month | -8.8% | -17.69% |
| Best Year | 11.96% | 38.02% |
| Worst Year | -1.85% | 17.02% |
| Avg. Up Day | 0.79% | 0.79% |
| Avg. Down Day | -0.69% | -0.68% |
| Avg. Up Week | 2.78% | 6.32% |
| Avg. Down Week | -5.85% | -5.24% |
| Avg. Up Month | 4.33% | 8.57% |
| Avg. Down Month | -8.8% | -8.73% |
| Win Days % | 50.4% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 72.73% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |