| Metric | 11388394:btcusd:triple_med_gx:lsma170_90 | 11388394:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 5.06% | 61.52% |
| Max Drawdown | -13.02% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.27 | 0.86 |
| Payoff Ratio | 0.96 | 0.96 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.88 | 1.07 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.73 | 0.97 |
| Outlier Win Ratio | 44.86 | 2.85 |
| Outlier Loss Ratio | 3.21 | 2.87 |
| Volatility (ann.) | 7.67% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.38 | 2.02 |
| Skew | 0.0 | 0.21 |
| Kurtosis | 62.06 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.38% | 3.76% |
| Expected Yearly % | 2.5% | 27.09% |
| Kelly Criterion | 2.42% | 1.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11388394:BTCUSD | 11388394:btcusd:triple_med_gx:lsma170_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.52 | -0.09 | - |
| 2025 | 17.02 | 8.90 | 0.52 | - |
| Metric | 11388394:btcusd:triple_med_gx:lsma170_90 | 11388394:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.44% | 31.76% |
| 6M | 8.9% | 12.25% |
| YTD | 8.9% | 17.02% |
| 1Y | 5.06% | 57.19% |
| 3Y (ann.) | 4.93% | 59.47% |
| 5Y (ann.) | 4.93% | 59.47% |
| Metric | 11388394:btcusd:triple_med_gx:lsma170_90 | 11388394:BTCUSD |
|---|---|---|
| Max Drawdown | -13.02% | -29.51% |
| Longest DD Days | 245.0 | 144.0 |
| Avg. Drawdown | -4.25% | -4.82% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | 0.39 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-03-19 | -13.02 | 245 |
| 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 | -0.77 | 0 |
| Metric | 11388394:btcusd:triple_med_gx:lsma170_90 | 11388394:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 4.36% | 18.93% |
| Worst Week | -7.91% | -12.33% |
| Best Month | 5.28% | 37.42% |
| Worst Month | -8.14% | -17.69% |
| Best Year | 8.9% | 38.02% |
| Worst Year | -3.52% | 17.02% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.57% | 5.58% |
| Avg. Down Week | -3.54% | -6.41% |
| Avg. Up Month | 3.26% | 7.76% |
| Avg. Down Month | -8.14% | -8.73% |
| Win Days % | 52.28% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 50.0% | 100.0% |