| Metric | 11385424:btcusd:triple_med_gx:lsma105_80 | 11385424:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 10.69% | 61.52% |
| Max Drawdown | -11.25% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.78 | 0.86 |
| Payoff Ratio | 1.33 | 1.26 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.72 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 71.25 | 2.64 |
| Outlier Loss Ratio | 3.77 | 2.67 |
| Volatility (ann.) | 5.6% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.92 | 2.02 |
| Skew | 2.85 | 0.21 |
| Kurtosis | 69.23 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.78% | 3.76% |
| Expected Yearly % | 5.21% | 27.09% |
| Kelly Criterion | 6.95% | 13.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11385424:BTCUSD | 11385424:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.33 | 0.17 | - |
| 2025 | 17.02 | 4.09 | 0.24 | - |
| Metric | 11385424:btcusd:triple_med_gx:lsma105_80 | 11385424:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.65% | 31.76% |
| 6M | 4.09% | 12.25% |
| YTD | 4.09% | 17.02% |
| 1Y | 10.69% | 57.19% |
| 3Y (ann.) | 10.39% | 59.47% |
| 5Y (ann.) | 10.39% | 59.47% |
| Metric | 11385424:btcusd:triple_med_gx:lsma105_80 | 11385424:BTCUSD |
|---|---|---|
| Max Drawdown | -11.25% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -3.32% | -4.82% |
| Avg. Drawdown Days | 55.0 | 14.0 |
| Recovery Factor | 0.95 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-21 | -11.25 | 212 |
| 2025-04-21 | 2025-06-11 | -4.12 | 51 |
| 2024-07-14 | 2024-08-23 | -2.92 | 40 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-24 | 2024-09-18 | -0.23 | 25 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11385424:btcusd:triple_med_gx:lsma105_80 | 11385424:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.39% | 18.93% |
| Worst Week | -4.36% | -12.33% |
| Best Month | 4.39% | 37.42% |
| Worst Month | -4.36% | -17.69% |
| Best Year | 6.33% | 38.02% |
| Worst Year | 4.09% | 17.02% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 2.81% | 7.42% |
| Avg. Down Week | -1.89% | -4.66% |
| Avg. Up Month | 2.69% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 46.85% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |