| Metric | 11386951:btcusd:triple_med_gx:lsma125_85 | 11386951:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 7.21% | 75.42% |
| Max Drawdown | -10.1% | -29.51% |
| Sharpe | 0.31 | 0.63 |
| Sortino | 0.47 | 0.92 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 72.92 | 2.76 |
| Outlier Loss Ratio | 3.47 | 2.73 |
| Volatility (ann.) | 5.45% | 24.55% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.63 | 2.19 |
| Skew | 0.85 | 0.2 |
| Kurtosis | 68.07 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.5% | 4.1% |
| Expected Yearly % | 3.54% | 32.45% |
| Kelly Criterion | 4.47% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.07% |
| Expected Shortfall (cVaR) | -0.46% | -2.07% |
| Year | 11386951:BTCUSD | 11386951:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.21 | 0.03 | - |
| 2025 | 27.10 | 5.93 | 0.22 | - |
| Metric | 11386951:btcusd:triple_med_gx:lsma125_85 | 11386951:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -2.41% | 41.88% |
| 6M | 5.93% | 22.91% |
| YTD | 5.93% | 27.1% |
| 1Y | 2.57% | 82.29% |
| 3Y (ann.) | 6.38% | 64.73% |
| 5Y (ann.) | 6.38% | 64.73% |
| Metric | 11386951:btcusd:triple_med_gx:lsma125_85 | 11386951:BTCUSD |
|---|---|---|
| Max Drawdown | -10.1% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -3.21% | -4.71% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 0.71 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-17 | -10.10 | 185 |
| 2025-03-20 | 2025-07-17 | -4.73 | 119 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2025-01-17 | 2025-03-17 | -0.42 | 58 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11386951:btcusd:triple_med_gx:lsma125_85 | 11386951:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 5.16% | 18.93% |
| Worst Week | -7.49% | -12.33% |
| Best Month | 5.16% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 5.93% | 38.02% |
| Worst Year | 1.21% | 27.1% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 3.02% | 5.1% |
| Avg. Down Week | -5.27% | -5.24% |
| Avg. Up Month | 2.92% | 9.03% |
| Avg. Down Month | -7.49% | -8.73% |
| Win Days % | 51.47% | 51.89% |
| Win Month % | 75.0% | 64.29% |
| Win Week % | 66.67% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |