| Metric | 11385425:btcusd:triple_med_gx:lsma110_80 | 11385425:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 19.05% | 75.42% |
| Max Drawdown | -8.26% | -29.51% |
| Sharpe | 0.71 | 0.63 |
| Sortino | 1.22 | 0.92 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.48 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.0 | 0.73 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 66.86 | 2.77 |
| Outlier Loss Ratio | 3.73 | 2.73 |
| Volatility (ann.) | 5.7% | 24.55% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.03 | 2.19 |
| Skew | 3.17 | 0.2 |
| Kurtosis | 65.93 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.25% | 4.1% |
| Expected Yearly % | 9.11% | 32.45% |
| Kelly Criterion | 13.5% | 13.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.07% |
| Expected Shortfall (cVaR) | -0.48% | -2.07% |
| Year | 11385425:BTCUSD | 11385425:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.89 | 0.26 | - |
| 2025 | 27.10 | 8.34 | 0.31 | - |
| Metric | 11385425:btcusd:triple_med_gx:lsma110_80 | 11385425:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.45% | 41.88% |
| 6M | 7.65% | 22.91% |
| YTD | 8.34% | 27.1% |
| 1Y | 16.51% | 82.29% |
| 3Y (ann.) | 16.75% | 64.73% |
| 5Y (ann.) | 16.75% | 64.73% |
| Metric | 11385425:btcusd:triple_med_gx:lsma110_80 | 11385425:BTCUSD |
|---|---|---|
| Max Drawdown | -8.26% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -2.4% | -4.71% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 2.31 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -8.26 | 180 |
| 2025-03-20 | 2025-04-21 | -4.24 | 32 |
| 2025-05-23 | 2025-07-17 | -3.36 | 55 |
| 2024-07-14 | 2024-08-23 | -2.92 | 40 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-08-25 | 2024-09-18 | -0.44 | 24 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11385425:btcusd:triple_med_gx:lsma110_80 | 11385425:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -3.36% | -12.33% |
| Best Month | 8.49% | 37.42% |
| Worst Month | -2.8% | -17.69% |
| Best Year | 9.89% | 38.02% |
| Worst Year | 8.34% | 27.1% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.67% | -0.72% |
| Avg. Up Week | 3.48% | 7.42% |
| Avg. Down Week | -0.94% | -4.66% |
| Avg. Up Month | 4.09% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.4% | 51.89% |
| Win Month % | 75.0% | 64.29% |
| Win Week % | 61.54% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |