| Metric | 11386878:btcusd:triple_med_gx:lsma105_85 | 11386878:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 5.8% | 75.42% |
| Max Drawdown | -6.59% | -29.51% |
| Sharpe | 0.33 | 0.63 |
| Sortino | 0.52 | 0.92 |
| Payoff Ratio | 1.37 | 1.37 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.79 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 124.71 | 2.58 |
| Outlier Loss Ratio | 3.53 | 2.37 |
| Volatility (ann.) | 4.04% | 24.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.78 | 2.19 |
| Skew | 2.02 | 0.2 |
| Kurtosis | 119.01 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.4% | 4.1% |
| Expected Yearly % | 2.86% | 32.45% |
| Kelly Criterion | 5.2% | 16.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.07% |
| Expected Shortfall (cVaR) | -0.34% | -2.07% |
| Year | 11386878:BTCUSD | 11386878:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.19 | 0.11 | - |
| 2025 | 27.10 | 1.54 | 0.06 | - |
| Metric | 11386878:btcusd:triple_med_gx:lsma105_85 | 11386878:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.76% | 41.88% |
| 6M | 1.54% | 22.91% |
| YTD | 1.54% | 27.1% |
| 1Y | 1.61% | 82.29% |
| 3Y (ann.) | 5.13% | 64.73% |
| 5Y (ann.) | 5.13% | 64.73% |
| Metric | 11386878:btcusd:triple_med_gx:lsma105_85 | 11386878:BTCUSD |
|---|---|---|
| Max Drawdown | -6.59% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -2.0% | -4.71% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.88 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -6.59 | 180 |
| 2025-03-20 | 2025-05-18 | -3.59 | 59 |
| 2025-05-19 | 2025-07-17 | -3.40 | 59 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-25 | 2024-09-19 | -0.44 | 25 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| Metric | 11386878:btcusd:triple_med_gx:lsma105_85 | 11386878:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -3.4% | -9.32% |
| Best Week | 4.12% | 18.93% |
| Worst Week | -2.41% | -12.33% |
| Best Month | 4.12% | 37.42% |
| Worst Month | -2.41% | -17.69% |
| Best Year | 4.19% | 38.02% |
| Worst Year | 1.54% | 27.1% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.63% | -0.64% |
| Avg. Up Week | 1.64% | 7.0% |
| Avg. Down Week | -1.23% | -5.24% |
| Avg. Up Month | 2.31% | 8.19% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 45.21% | 51.89% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 60.0% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |