| Metric | 11389819:btcusd:triple_med_gx:lsma115_95 | 11389819:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 2.7% | 61.52% |
| Max Drawdown | -6.0% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.33 | 0.86 |
| Payoff Ratio | 1.28 | 1.37 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.78 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 127.47 | 2.44 |
| Outlier Loss Ratio | 3.86 | 2.36 |
| Volatility (ann.) | 3.81% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.44 | 2.02 |
| Skew | 5.52 | 0.21 |
| Kurtosis | 105.71 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.2% | 3.76% |
| Expected Yearly % | 1.34% | 27.09% |
| Kelly Criterion | -0.02% | 16.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11389819:BTCUSD | 11389819:btcusd:triple_med_gx:lsma115_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.64 | -0.04 | - |
| 2025 | 17.02 | 4.41 | 0.26 | - |
| Metric | 11389819:btcusd:triple_med_gx:lsma115_95 | 11389819:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.51% | 31.76% |
| 6M | 4.41% | 12.25% |
| YTD | 4.41% | 17.02% |
| 1Y | 2.7% | 57.19% |
| 3Y (ann.) | 2.62% | 59.47% |
| 5Y (ann.) | 2.62% | 59.47% |
| Metric | 11389819:btcusd:triple_med_gx:lsma115_95 | 11389819:BTCUSD |
|---|---|---|
| Max Drawdown | -6.0% | -29.51% |
| Longest DD Days | 207.0 | 144.0 |
| Avg. Drawdown | -3.97% | -4.82% |
| Avg. Drawdown Days | 97.0 | 14.0 |
| Recovery Factor | 0.45 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-03-19 | -6.00 | 207 |
| 2025-03-20 | 2025-06-11 | -5.13 | 83 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| Metric | 11389819:btcusd:triple_med_gx:lsma115_95 | 11389819:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 2.68% | 18.93% |
| Worst Week | -1.94% | -12.33% |
| Best Month | 2.68% | 37.42% |
| Worst Month | -1.94% | -17.69% |
| Best Year | 4.41% | 38.02% |
| Worst Year | -1.64% | 17.02% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.6% | -0.58% |
| Avg. Up Week | 1.35% | 7.02% |
| Avg. Down Week | -1.59% | -5.24% |
| Avg. Up Month | 1.82% | 8.97% |
| Avg. Down Month | -1.94% | -8.73% |
| Win Days % | 43.84% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |