| Metric | 11388352:btcusd:triple_med_gx:lsma125_90 | 11388352:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 7.84% | 61.52% |
| Max Drawdown | -12.33% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.56 | 0.86 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 77.33 | 2.72 |
| Outlier Loss Ratio | 3.33 | 2.51 |
| Volatility (ann.) | 5.45% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.62 | 2.02 |
| Skew | 0.97 | 0.21 |
| Kurtosis | 71.25 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.58% | 3.76% |
| Expected Yearly % | 3.84% | 27.09% |
| Kelly Criterion | 6.8% | 9.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11388352:BTCUSD | 11388352:btcusd:triple_med_gx:lsma125_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.63 | -0.07 | - |
| 2025 | 17.02 | 10.75 | 0.63 | - |
| Metric | 11388352:btcusd:triple_med_gx:lsma125_90 | 11388352:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.2% | 31.76% |
| 6M | 10.75% | 12.25% |
| YTD | 10.75% | 17.02% |
| 1Y | 7.84% | 57.19% |
| 3Y (ann.) | 7.62% | 59.47% |
| 5Y (ann.) | 7.62% | 59.47% |
| Metric | 11388352:btcusd:triple_med_gx:lsma125_90 | 11388352:BTCUSD |
|---|---|---|
| Max Drawdown | -12.33% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -4.21% | -4.82% |
| Avg. Drawdown Days | 82.0 | 14.0 |
| Recovery Factor | 0.64 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-03-19 | -12.33 | 246 |
| 2025-03-20 | 2025-06-11 | -3.74 | 83 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11388352:btcusd:triple_med_gx:lsma125_90 | 11388352:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -8.59% | -12.33% |
| Best Month | 7.31% | 37.42% |
| Worst Month | -8.59% | -17.69% |
| Best Year | 10.75% | 38.02% |
| Worst Year | -2.63% | 17.02% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 2.66% | 7.21% |
| Avg. Down Week | -5.06% | -5.24% |
| Avg. Up Month | 3.22% | 9.03% |
| Avg. Down Month | -8.59% | -8.73% |
| Win Days % | 50.44% | 51.9% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |