| Metric | 11385556:btcusd:triple_med_gx:lsma105_80 | 11385556:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 21.9% | 61.52% |
| Max Drawdown | -5.09% | -29.51% |
| Sharpe | 0.93 | 0.59 |
| Sortino | 1.78 | 0.86 |
| Payoff Ratio | 1.43 | 1.39 |
| Profit Factor | 1.63 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.19 | 0.79 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 65.96 | 2.72 |
| Outlier Loss Ratio | 3.86 | 2.56 |
| Volatility (ann.) | 5.36% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 4.18 | 2.02 |
| Skew | 4.62 | 0.21 |
| Kurtosis | 58.6 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.54% | 3.76% |
| Expected Yearly % | 10.41% | 27.09% |
| Kelly Criterion | 16.47% | 17.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11385556:BTCUSD | 11385556:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.20 | 0.35 | - |
| 2025 | 17.02 | 7.69 | 0.45 | - |
| Metric | 11385556:btcusd:triple_med_gx:lsma105_80 | 11385556:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.5% | 31.76% |
| 6M | 7.69% | 12.25% |
| YTD | 7.69% | 17.02% |
| 1Y | 21.9% | 57.19% |
| 3Y (ann.) | 21.26% | 59.47% |
| 5Y (ann.) | 21.26% | 59.47% |
| Metric | 11385556:btcusd:triple_med_gx:lsma105_80 | 11385556:BTCUSD |
|---|---|---|
| Max Drawdown | -5.09% | -29.51% |
| Longest DD Days | 117.0 | 144.0 |
| Avg. Drawdown | -1.67% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 4.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-01-15 | -5.09 | 117 |
| 2025-05-21 | 2025-06-11 | -4.44 | 21 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2025-03-20 | 2025-05-19 | -2.76 | 60 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2025-01-16 | 2025-03-16 | -1.50 | 59 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-26 | 2024-09-17 | -0.96 | 22 |
| 2025-05-20 | 2025-05-20 | -0.84 | 0 |
| Metric | 11385556:btcusd:triple_med_gx:lsma105_80 | 11385556:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 8.4% | 18.93% |
| Worst Week | -0.97% | -12.33% |
| Best Month | 8.01% | 37.42% |
| Worst Month | -0.97% | -17.69% |
| Best Year | 13.2% | 38.02% |
| Worst Year | 7.69% | 17.02% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.64% | -0.66% |
| Avg. Up Week | 3.02% | 7.42% |
| Avg. Down Week | -0.75% | -5.24% |
| Avg. Up Month | 3.4% | 9.08% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.88% | 51.9% |
| Win Month % | 87.5% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |