| Metric | 11388349:btcusd:triple_med_gx:lsma115_90 | 11388349:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 7.14% | 61.52% |
| Max Drawdown | -4.72% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.73 | 0.86 |
| Payoff Ratio | 1.35 | 1.37 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.8 | 0.78 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 96.24 | 2.55 |
| Outlier Loss Ratio | 3.81 | 2.44 |
| Volatility (ann.) | 4.51% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.47 | 2.02 |
| Skew | 5.42 | 0.21 |
| Kurtosis | 84.24 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.53% | 3.76% |
| Expected Yearly % | 3.51% | 27.09% |
| Kelly Criterion | 7.14% | 16.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11388349:BTCUSD | 11388349:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.60 | 0.09 | - |
| 2025 | 17.02 | 3.41 | 0.20 | - |
| Metric | 11388349:btcusd:triple_med_gx:lsma115_90 | 11388349:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.19% | 31.76% |
| 6M | 3.41% | 12.25% |
| YTD | 3.41% | 17.02% |
| 1Y | 7.14% | 57.19% |
| 3Y (ann.) | 6.94% | 59.47% |
| 5Y (ann.) | 6.94% | 59.47% |
| Metric | 11388349:btcusd:triple_med_gx:lsma115_90 | 11388349:BTCUSD |
|---|---|---|
| Max Drawdown | -4.72% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -2.19% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 1.51 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-03-19 | -4.72 | 62 |
| 2025-03-20 | 2025-06-11 | -4.71 | 83 |
| 2024-08-26 | 2025-01-15 | -4.49 | 142 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| 2024-08-24 | 2024-08-24 | -0.18 | 0 |
| Metric | 11388349:btcusd:triple_med_gx:lsma115_90 | 11388349:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 6.11% | 18.93% |
| Worst Week | -1.57% | -12.33% |
| Best Month | 6.11% | 37.42% |
| Worst Month | -1.57% | -17.69% |
| Best Year | 3.6% | 38.02% |
| Worst Year | 3.41% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.6% | -0.61% |
| Avg. Up Week | 1.85% | 7.73% |
| Avg. Down Week | -1.55% | -5.24% |
| Avg. Up Month | 2.49% | 8.57% |
| Avg. Down Month | -0.8% | -5.41% |
| Win Days % | 46.67% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |