| Metric | 11386814:btcusd:triple_med_gx:lsma110_85 | 11386814:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 20.01% | 75.42% |
| Max Drawdown | -6.9% | -29.51% |
| Sharpe | 0.78 | 0.63 |
| Sortino | 1.44 | 0.92 |
| Payoff Ratio | 1.58 | 1.53 |
| Profit Factor | 1.61 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.21 | 0.88 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 75.32 | 2.74 |
| Outlier Loss Ratio | 3.81 | 2.5 |
| Volatility (ann.) | 5.37% | 24.55% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.55 | 2.19 |
| Skew | 4.06 | 0.2 |
| Kurtosis | 80.65 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.31% | 4.1% |
| Expected Yearly % | 9.55% | 32.45% |
| Kelly Criterion | 14.48% | 20.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.07% |
| Expected Shortfall (cVaR) | -0.45% | -2.07% |
| Year | 11386814:BTCUSD | 11386814:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.75 | 0.26 | - |
| 2025 | 27.10 | 9.35 | 0.35 | - |
| Metric | 11386814:btcusd:triple_med_gx:lsma110_85 | 11386814:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.0% | 41.88% |
| 6M | 6.79% | 22.91% |
| YTD | 9.35% | 27.1% |
| 1Y | 18.83% | 82.29% |
| 3Y (ann.) | 17.59% | 64.73% |
| 5Y (ann.) | 17.59% | 64.73% |
| Metric | 11386814:btcusd:triple_med_gx:lsma110_85 | 11386814:BTCUSD |
|---|---|---|
| Max Drawdown | -6.9% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -1.67% | -4.71% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 2.9 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -6.90 | 180 |
| 2025-03-20 | 2025-04-21 | -3.74 | 32 |
| 2025-05-23 | 2025-07-17 | -2.02 | 54 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-08-23 | -1.01 | 40 |
| 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 |
| 2025-05-23 | 2025-05-23 | -0.18 | 0 |
| 2024-07-13 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386814:btcusd:triple_med_gx:lsma110_85 | 11386814:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -1.77% | -12.33% |
| Best Month | 8.02% | 37.42% |
| Worst Month | -1.87% | -17.69% |
| Best Year | 9.75% | 38.02% |
| Worst Year | 9.35% | 27.1% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.62% | -0.65% |
| Avg. Up Week | 3.89% | 8.43% |
| Avg. Down Week | -0.63% | -4.52% |
| Avg. Up Month | 4.04% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.66% | 51.89% |
| Win Month % | 75.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |