| Metric | 11386959:btcusd:triple_med_gx:lsma165_85 | 11386959:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 11.41% | 61.52% |
| Max Drawdown | -13.98% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.54 | 0.86 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 2.02 | 1.07 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.74 | 0.97 |
| Outlier Win Ratio | 41.49 | 2.9 |
| Outlier Loss Ratio | 3.25 | 2.82 |
| Volatility (ann.) | 8.05% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.79 | 2.02 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 55.66 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 3.76% |
| Expected Yearly % | 5.55% | 27.09% |
| Kelly Criterion | 5.43% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11386959:BTCUSD | 11386959:btcusd:triple_med_gx:lsma165_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.09 | -0.00 | - |
| 2025 | 17.02 | 11.52 | 0.68 | - |
| Metric | 11386959:btcusd:triple_med_gx:lsma165_85 | 11386959:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.47% | 31.76% |
| 6M | 11.52% | 12.25% |
| YTD | 11.52% | 17.02% |
| 1Y | 11.41% | 57.19% |
| 3Y (ann.) | 11.09% | 59.47% |
| 5Y (ann.) | 11.09% | 59.47% |
| Metric | 11386959:btcusd:triple_med_gx:lsma165_85 | 11386959:BTCUSD |
|---|---|---|
| Max Drawdown | -13.98% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 0.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-20 | -13.98 | 187 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11386959:btcusd:triple_med_gx:lsma165_85 | 11386959:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 6.75% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | 11.52% | 38.02% |
| Worst Year | -0.09% | 17.02% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 2.75% | 5.49% |
| Avg. Down Week | -4.45% | -6.41% |
| Avg. Up Month | 3.29% | 8.43% |
| Avg. Down Month | -8.08% | -8.73% |
| Win Days % | 51.71% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 76.92% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |