| Metric | 11388330:btcusd:triple_med_gx:lsma170_90 | 11388330:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 8.99% | 61.52% |
| Max Drawdown | -14.37% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.49 | 0.86 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.85 | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.62 | 0.97 |
| Outlier Win Ratio | 46.71 | 2.87 |
| Outlier Loss Ratio | 3.47 | 2.77 |
| Volatility (ann.) | 7.0% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.61 | 2.02 |
| Skew | 0.09 | 0.21 |
| Kurtosis | 41.08 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.66% | 3.76% |
| Expected Yearly % | 4.4% | 27.09% |
| Kelly Criterion | 4.97% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11388330:BTCUSD | 11388330:btcusd:triple_med_gx:lsma170_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.89 | -0.02 | - |
| 2025 | 17.02 | 9.97 | 0.59 | - |
| Metric | 11388330:btcusd:triple_med_gx:lsma170_90 | 11388330:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.73% | 31.76% |
| 6M | 9.97% | 12.25% |
| YTD | 9.97% | 17.02% |
| 1Y | 8.99% | 57.19% |
| 3Y (ann.) | 8.74% | 59.47% |
| 5Y (ann.) | 8.74% | 59.47% |
| Metric | 11388330:btcusd:triple_med_gx:lsma170_90 | 11388330:BTCUSD |
|---|---|---|
| Max Drawdown | -14.37% | -29.51% |
| Longest DD Days | 250.0 | 144.0 |
| Avg. Drawdown | -3.98% | -4.82% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | 0.63 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-03-24 | -14.37 | 250 |
| 2025-03-24 | 2025-06-11 | -3.03 | 78 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11388330:btcusd:triple_med_gx:lsma170_90 | 11388330:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 7.51% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | 9.97% | 38.02% |
| Worst Year | -0.89% | 17.02% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 3.22% | 7.05% |
| Avg. Down Week | -3.94% | -6.41% |
| Avg. Up Month | 4.18% | 9.45% |
| Avg. Down Month | -8.08% | -8.73% |
| Win Days % | 51.02% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |