| Metric | 11400878:btcusd:triple_med_gx:lsma115_130 | 11400878:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 13.86% | 61.16% |
| Max Drawdown | -7.33% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.74 | 0.85 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 59.36 | 2.88 |
| Outlier Loss Ratio | 3.0 | 2.66 |
| Volatility (ann.) | 7.18% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.84 | 2.0 |
| Skew | 1.64 | 0.21 |
| Kurtosis | 58.0 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.0% | 3.74% |
| Expected Yearly % | 6.7% | 26.95% |
| Kelly Criterion | 8.84% | 10.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11400878:BTCUSD | 11400878:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.31 | 0.19 | - |
| 2025 | 16.76 | 6.10 | 0.36 | - |
| Metric | 11400878:btcusd:triple_med_gx:lsma115_130 | 11400878:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | 5.9% | 31.46% |
| 6M | 1.24% | 12.77% |
| YTD | 6.1% | 16.76% |
| 1Y | 13.85% | 56.84% |
| 3Y (ann.) | 13.46% | 59.12% |
| 5Y (ann.) | 13.46% | 59.12% |
| Metric | 11400878:btcusd:triple_med_gx:lsma115_130 | 11400878:BTCUSD |
|---|---|---|
| Max Drawdown | -7.33% | -29.51% |
| Longest DD Days | 87.0 | 144.0 |
| Avg. Drawdown | -3.93% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 1.89 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-05-18 | -7.33 | 73 |
| 2024-09-06 | 2024-11-11 | -6.65 | 66 |
| 2024-12-25 | 2025-03-05 | -6.37 | 70 |
| 2024-06-10 | 2024-09-06 | -4.92 | 87 |
| 2025-05-19 | 2025-06-11 | -3.64 | 23 |
| 2024-11-12 | 2024-12-04 | -2.08 | 22 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11400878:btcusd:triple_med_gx:lsma115_130 | 11400878:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 13.74% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 14.5% | 37.42% |
| Worst Month | -4.01% | -17.69% |
| Best Year | 7.31% | 38.02% |
| Worst Year | 6.1% | 16.76% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 2.93% | 6.18% |
| Avg. Down Week | -3.14% | -5.25% |
| Avg. Up Month | 6.88% | 20.88% |
| Avg. Down Month | -1.74% | -9.42% |
| Win Days % | 50.4% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |