| Metric | 11385558:btcusd:triple_med_gx:lsma100_80 | 11385558:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 17.31% | 75.42% |
| Max Drawdown | -5.69% | -29.51% |
| Sharpe | 0.78 | 0.63 |
| Sortino | 1.45 | 0.92 |
| Payoff Ratio | 1.38 | 1.35 |
| Profit Factor | 1.56 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.09 | 0.77 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 81.01 | 2.7 |
| Outlier Loss Ratio | 3.73 | 2.55 |
| Volatility (ann.) | 4.69% | 24.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | 2.68 | 2.19 |
| Skew | 4.72 | 0.2 |
| Kurtosis | 71.4 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.15% | 4.1% |
| Expected Yearly % | 8.31% | 32.45% |
| Kelly Criterion | 14.66% | 16.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.07% |
| Expected Shortfall (cVaR) | -0.39% | -2.07% |
| Year | 11385558:BTCUSD | 11385558:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.10 | 0.29 | - |
| 2025 | 27.10 | 5.58 | 0.21 | - |
| Metric | 11385558:btcusd:triple_med_gx:lsma100_80 | 11385558:BTCUSD |
|---|---|---|
| MTD | 1.43% | 10.71% |
| 3M | 0.38% | 41.88% |
| 6M | 5.58% | 22.91% |
| YTD | 5.58% | 27.1% |
| 1Y | 13.13% | 82.29% |
| 3Y (ann.) | 15.23% | 64.73% |
| 5Y (ann.) | 15.23% | 64.73% |
| Metric | 11385558:btcusd:triple_med_gx:lsma100_80 | 11385558:BTCUSD |
|---|---|---|
| Max Drawdown | -5.69% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -1.91% | -4.71% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 3.04 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-16 | -5.69 | 177 |
| 2025-05-21 | 2025-07-17 | -4.47 | 56 |
| 2025-03-17 | 2025-04-17 | -3.25 | 30 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-04-17 | 2025-05-20 | -1.16 | 33 |
| 2024-07-15 | 2024-08-23 | -0.95 | 39 |
| 2024-08-25 | 2024-09-17 | -0.44 | 23 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11385558:btcusd:triple_med_gx:lsma100_80 | 11385558:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 7.33% | 18.93% |
| Worst Week | -2.59% | -12.33% |
| Best Month | 7.33% | 37.42% |
| Worst Month | -1.58% | -17.69% |
| Best Year | 11.1% | 38.02% |
| Worst Year | 5.58% | 27.1% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.64% | -0.66% |
| Avg. Up Week | 2.76% | 5.8% |
| Avg. Down Week | -0.82% | -5.24% |
| Avg. Up Month | 3.19% | 9.0% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.49% | 51.89% |
| Win Month % | 77.78% | 64.29% |
| Win Week % | 72.73% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |