| Metric | 11384175:btcusd:triple_med_gx:lsma110_75 | 11384175:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 19.76% | 61.52% |
| Max Drawdown | -5.74% | -29.51% |
| Sharpe | 0.77 | 0.59 |
| Sortino | 1.44 | 0.86 |
| Payoff Ratio | 1.38 | 1.29 |
| Profit Factor | 1.49 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.03 | 0.74 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 63.46 | 2.87 |
| Outlier Loss Ratio | 3.88 | 2.66 |
| Volatility (ann.) | 5.95% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.34 | 2.02 |
| Skew | 4.42 | 0.21 |
| Kurtosis | 57.54 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.4% | 3.76% |
| Expected Yearly % | 9.43% | 27.09% |
| Kelly Criterion | 14.48% | 14.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11384175:BTCUSD | 11384175:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.00 | 0.37 | - |
| 2025 | 17.02 | 5.05 | 0.30 | - |
| Metric | 11384175:btcusd:triple_med_gx:lsma110_75 | 11384175:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.21% | 31.76% |
| 6M | 5.05% | 12.25% |
| YTD | 5.05% | 17.02% |
| 1Y | 19.76% | 57.19% |
| 3Y (ann.) | 19.18% | 59.47% |
| 5Y (ann.) | 19.18% | 59.47% |
| Metric | 11384175:btcusd:triple_med_gx:lsma110_75 | 11384175:BTCUSD |
|---|---|---|
| Max Drawdown | -5.74% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -1.63% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 3.44 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -5.74 | 180 |
| 2025-03-20 | 2025-05-19 | -5.09 | 60 |
| 2025-05-20 | 2025-06-11 | -2.92 | 22 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-26 | 2024-09-17 | -0.96 | 22 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-23 | 2024-08-23 | -0.22 | 0 |
| Metric | 11384175:btcusd:triple_med_gx:lsma110_75 | 11384175:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 6.78% | 18.93% |
| Worst Week | -2.61% | -12.33% |
| Best Month | 6.14% | 37.42% |
| Worst Month | -2.78% | -17.69% |
| Best Year | 14.0% | 38.02% |
| Worst Year | 5.05% | 17.02% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.63% | -0.68% |
| Avg. Up Week | 4.75% | 10.1% |
| Avg. Down Week | -1.57% | -5.24% |
| Avg. Up Month | 4.22% | 8.57% |
| Avg. Down Month | -0.85% | -2.09% |
| Win Days % | 50.38% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |