| Metric | 11401185:btcusd:triple_med_gx:lsma115_130 | 11401185:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 10.71% | 61.16% |
| Max Drawdown | -5.55% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.85 | 0.85 |
| Payoff Ratio | 1.47 | 1.41 |
| Profit Factor | 1.42 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.97 | 0.8 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 90.23 | 2.54 |
| Outlier Loss Ratio | 3.11 | 2.48 |
| Volatility (ann.) | 5.58% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.87 | 2.0 |
| Skew | 4.57 | 0.21 |
| Kurtosis | 117.84 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.79% | 3.74% |
| Expected Yearly % | 5.22% | 26.95% |
| Kelly Criterion | 9.97% | 17.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11401185:BTCUSD | 11401185:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.89 | 0.21 | - |
| 2025 | 16.76 | 2.61 | 0.16 | - |
| Metric | 11401185:btcusd:triple_med_gx:lsma115_130 | 11401185:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.61% | 31.46% |
| 6M | 2.61% | 12.77% |
| YTD | 2.61% | 16.76% |
| 1Y | 10.71% | 56.84% |
| 3Y (ann.) | 10.41% | 59.12% |
| 5Y (ann.) | 10.41% | 59.12% |
| Metric | 11401185:btcusd:triple_med_gx:lsma115_130 | 11401185:BTCUSD |
|---|---|---|
| Max Drawdown | -5.55% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -2.53% | -4.82% |
| Avg. Drawdown Days | 90.0 | 14.0 |
| Recovery Factor | 1.93 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -5.55 | 306 |
| 2024-06-12 | 2024-08-08 | -4.27 | 56 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2024-06-12 | 2024-06-12 | -0.12 | 0 |
| Metric | 11401185:btcusd:triple_med_gx:lsma115_130 | 11401185:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -2.5% | -12.33% |
| Best Month | 8.78% | 37.42% |
| Worst Month | -1.15% | -17.69% |
| Best Year | 7.89% | 38.02% |
| Worst Year | 2.61% | 16.76% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 1.78% | 6.13% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 2.99% | 11.11% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 46.38% | 51.86% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |