| Metric | 11389821:btcusd:triple_med_gx:lsma125_95 | 11389821:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 3.65% | 61.52% |
| Max Drawdown | -13.98% | -29.51% |
| Sharpe | 0.2 | 0.59 |
| Sortino | 0.3 | 0.86 |
| Payoff Ratio | 1.03 | 1.07 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 92.05 | 2.6 |
| Outlier Loss Ratio | 3.38 | 2.45 |
| Volatility (ann.) | 4.89% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.25 | 2.02 |
| Skew | -0.3 | 0.21 |
| Kurtosis | 87.89 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.28% | 3.76% |
| Expected Yearly % | 1.81% | 27.09% |
| Kelly Criterion | -0.34% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11389821:BTCUSD | 11389821:btcusd:triple_med_gx:lsma125_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.56 | -0.20 | - |
| 2025 | 17.02 | 12.13 | 0.71 | - |
| Metric | 11389821:btcusd:triple_med_gx:lsma125_95 | 11389821:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.84% | 31.76% |
| 6M | 12.13% | 12.25% |
| YTD | 12.13% | 17.02% |
| 1Y | 3.65% | 57.19% |
| 3Y (ann.) | 3.55% | 59.47% |
| 5Y (ann.) | 3.55% | 59.47% |
| Metric | 11389821:btcusd:triple_med_gx:lsma125_95 | 11389821:BTCUSD |
|---|---|---|
| Max Drawdown | -13.98% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -6.16% | -4.82% |
| Avg. Drawdown Days | 110.0 | 14.0 |
| Recovery Factor | 0.26 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-03-19 | -13.98 | 246 |
| 2025-03-20 | 2025-06-11 | -3.74 | 83 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| Metric | 11389821:btcusd:triple_med_gx:lsma125_95 | 11389821:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 6.95% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 6.95% | 37.42% |
| Worst Month | -8.94% | -17.69% |
| Best Year | 12.13% | 38.02% |
| Worst Year | -7.56% | 17.02% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.72% | -0.7% |
| Avg. Up Week | 2.24% | 6.6% |
| Avg. Down Week | -5.09% | -5.24% |
| Avg. Up Month | 2.98% | 9.45% |
| Avg. Down Month | -8.94% | -8.73% |
| Win Days % | 49.0% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |