| Metric | 11386813:btcusd:triple_med_gx:lsma105_85 | 11386813:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 12.24% | 61.52% |
| Max Drawdown | -9.93% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 0.99 | 0.86 |
| Payoff Ratio | 1.56 | 1.51 |
| Profit Factor | 1.42 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.99 | 0.86 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 83.15 | 2.63 |
| Outlier Loss Ratio | 3.7 | 2.42 |
| Volatility (ann.) | 5.22% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.2 | 2.02 |
| Skew | 3.82 | 0.21 |
| Kurtosis | 87.49 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.89% | 3.76% |
| Expected Yearly % | 5.94% | 27.09% |
| Kelly Criterion | 8.82% | 20.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11386813:BTCUSD | 11386813:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.20 | 0.16 | - |
| 2025 | 17.02 | 5.69 | 0.33 | - |
| Metric | 11386813:btcusd:triple_med_gx:lsma105_85 | 11386813:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.43% | 31.76% |
| 6M | 5.69% | 12.25% |
| YTD | 5.69% | 17.02% |
| 1Y | 12.24% | 57.19% |
| 3Y (ann.) | 11.89% | 59.47% |
| 5Y (ann.) | 11.89% | 59.47% |
| Metric | 11386813:btcusd:triple_med_gx:lsma105_85 | 11386813:BTCUSD |
|---|---|---|
| Max Drawdown | -9.93% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -2.44% | -4.82% |
| Avg. Drawdown Days | 55.0 | 14.0 |
| Recovery Factor | 1.23 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-21 | -9.93 | 212 |
| 2025-04-21 | 2025-06-11 | -2.08 | 51 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-08-23 | -1.01 | 40 |
| 2024-08-24 | 2024-09-18 | -0.23 | 25 |
| 2024-07-13 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386813:btcusd:triple_med_gx:lsma105_85 | 11386813:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.94% | 18.93% |
| Worst Week | -4.61% | -12.33% |
| Best Month | 5.91% | 37.42% |
| Worst Month | -4.61% | -17.69% |
| Best Year | 6.2% | 38.02% |
| Worst Year | 5.69% | 17.02% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.65% | -0.68% |
| Avg. Up Week | 3.11% | 8.43% |
| Avg. Down Week | -1.58% | -4.52% |
| Avg. Up Month | 2.65% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 44.44% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |