| Metric | 11385426:btcusd:triple_med_gx:lsma115_80 | 11385426:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 29.51% | 61.52% |
| Max Drawdown | -6.97% | -29.51% |
| Sharpe | 1.03 | 0.59 |
| Sortino | 1.87 | 0.86 |
| Payoff Ratio | 1.42 | 1.32 |
| Profit Factor | 1.67 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.22 | 0.75 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 56.9 | 2.98 |
| Outlier Loss Ratio | 4.06 | 2.68 |
| Volatility (ann.) | 6.29% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 4.11 | 2.02 |
| Skew | 3.11 | 0.21 |
| Kurtosis | 52.01 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.01% | 3.76% |
| Expected Yearly % | 13.8% | 27.09% |
| Kelly Criterion | 17.14% | 15.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11385426:BTCUSD | 11385426:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.03 | 0.34 | - |
| 2025 | 17.02 | 14.58 | 0.86 | - |
| Metric | 11385426:btcusd:triple_med_gx:lsma115_80 | 11385426:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.55% | 31.76% |
| 6M | 14.58% | 12.25% |
| YTD | 14.58% | 17.02% |
| 1Y | 29.51% | 57.19% |
| 3Y (ann.) | 28.62% | 59.47% |
| 5Y (ann.) | 28.62% | 59.47% |
| Metric | 11385426:btcusd:triple_med_gx:lsma115_80 | 11385426:BTCUSD |
|---|---|---|
| Max Drawdown | -6.97% | -29.51% |
| Longest DD Days | 117.0 | 144.0 |
| Avg. Drawdown | -1.96% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 4.24 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-01-15 | -6.97 | 117 |
| 2025-03-20 | 2025-04-21 | -4.38 | 32 |
| 2025-04-23 | 2025-06-11 | -3.48 | 49 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-08-22 | 2024-08-23 | -2.10 | 1 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-25 | 2024-09-18 | -0.44 | 24 |
| Metric | 11385426:btcusd:triple_med_gx:lsma115_80 | 11385426:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -3.36% | -12.33% |
| Best Month | 10.88% | 37.42% |
| Worst Month | -2.8% | -17.69% |
| Best Year | 14.58% | 38.02% |
| Worst Year | 13.03% | 17.02% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.64% | -0.69% |
| Avg. Up Week | 3.96% | 7.0% |
| Avg. Down Week | -1.03% | -3.11% |
| Avg. Up Month | 6.12% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.41% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 76.92% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |