| Metric | 11386918:btcusd:triple_med_gx:lsma130_85 | 11386918:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 14.73% | 61.52% |
| Max Drawdown | -11.75% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 0.95 | 0.86 |
| Payoff Ratio | 1.13 | 1.15 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 64.69 | 2.83 |
| Outlier Loss Ratio | 3.6 | 2.71 |
| Volatility (ann.) | 5.76% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.22 | 2.02 |
| Skew | 1.06 | 0.21 |
| Kurtosis | 58.08 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.06% | 3.76% |
| Expected Yearly % | 7.11% | 27.09% |
| Kelly Criterion | 11.28% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11386918:BTCUSD | 11386918:btcusd:triple_med_gx:lsma130_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.08 | 0.03 | - |
| 2025 | 17.02 | 13.50 | 0.79 | - |
| Metric | 11386918:btcusd:triple_med_gx:lsma130_85 | 11386918:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.14% | 31.76% |
| 6M | 13.5% | 12.25% |
| YTD | 13.5% | 17.02% |
| 1Y | 14.73% | 57.19% |
| 3Y (ann.) | 14.31% | 59.47% |
| 5Y (ann.) | 14.31% | 59.47% |
| Metric | 11386918:btcusd:triple_med_gx:lsma130_85 | 11386918:BTCUSD |
|---|---|---|
| Max Drawdown | -11.75% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -3.06% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 1.25 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-17 | -11.75 | 185 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2025-01-17 | 2025-03-17 | -1.30 | 58 |
| 2025-04-21 | 2025-06-11 | -0.83 | 51 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386918:btcusd:triple_med_gx:lsma130_85 | 11386918:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 6.93% | 37.42% |
| Worst Month | -7.56% | -17.69% |
| Best Year | 13.5% | 38.02% |
| Worst Year | 1.08% | 17.02% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.7% | -0.69% |
| Avg. Up Week | 3.72% | 6.64% |
| Avg. Down Week | -5.23% | -5.24% |
| Avg. Up Month | 3.58% | 9.03% |
| Avg. Down Month | -7.56% | -8.73% |
| Win Days % | 52.99% | 51.9% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |