| Metric | 11388354:btcusd:triple_med_gx:lsma135_90 | 11388354:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 22.89% | 61.52% |
| Max Drawdown | -10.85% | -29.51% |
| Sharpe | 0.87 | 0.59 |
| Sortino | 1.42 | 0.86 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.56 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.0 | 0.64 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 61.12 | 2.86 |
| Outlier Loss Ratio | 3.36 | 2.64 |
| Volatility (ann.) | 5.93% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.05 | 2.02 |
| Skew | 1.38 | 0.21 |
| Kurtosis | 57.18 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.6% | 3.76% |
| Expected Yearly % | 10.86% | 27.09% |
| Kelly Criterion | 18.82% | 9.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11388354:BTCUSD | 11388354:btcusd:triple_med_gx:lsma135_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.95 | 0.08 | - |
| 2025 | 17.02 | 19.37 | 1.14 | + |
| Metric | 11388354:btcusd:triple_med_gx:lsma135_90 | 11388354:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.28% | 31.76% |
| 6M | 19.37% | 12.25% |
| YTD | 19.37% | 17.02% |
| 1Y | 22.89% | 57.19% |
| 3Y (ann.) | 22.22% | 59.47% |
| 5Y (ann.) | 22.22% | 59.47% |
| Metric | 11388354:btcusd:triple_med_gx:lsma135_90 | 11388354:BTCUSD |
|---|---|---|
| Max Drawdown | -10.85% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 2.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-15 | -10.85 | 183 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-17 | 2025-03-19 | -3.23 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| 2025-04-22 | 2025-04-22 | -0.18 | 0 |
| Metric | 11388354:btcusd:triple_med_gx:lsma135_90 | 11388354:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.46% | -12.33% |
| Best Month | 8.24% | 37.42% |
| Worst Month | -7.46% | -17.69% |
| Best Year | 19.37% | 38.02% |
| Worst Year | 2.95% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 3.86% | 6.4% |
| Avg. Down Week | -4.49% | -5.24% |
| Avg. Up Month | 4.85% | 9.03% |
| Avg. Down Month | -7.46% | -8.73% |
| Win Days % | 56.92% | 51.9% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 72.73% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |