| Metric | 11386880:btcusd:triple_med_gx:lsma115_85 | 11386880:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 14.31% | 61.52% |
| Max Drawdown | -6.71% | -29.51% |
| Sharpe | 0.69 | 0.59 |
| Sortino | 1.31 | 0.86 |
| Payoff Ratio | 1.55 | 1.54 |
| Profit Factor | 1.47 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.06 | 0.88 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 77.93 | 2.66 |
| Outlier Loss Ratio | 4.1 | 2.45 |
| Volatility (ann.) | 4.91% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.07 | 2.02 |
| Skew | 5.06 | 0.21 |
| Kurtosis | 70.26 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.03% | 3.76% |
| Expected Yearly % | 6.91% | 27.09% |
| Kelly Criterion | 12.3% | 20.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11386880:BTCUSD | 11386880:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.80 | 0.05 | - |
| 2025 | 17.02 | 12.29 | 0.72 | - |
| Metric | 11386880:btcusd:triple_med_gx:lsma115_85 | 11386880:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.25% | 31.76% |
| 6M | 12.29% | 12.25% |
| YTD | 12.29% | 17.02% |
| 1Y | 14.31% | 57.19% |
| 3Y (ann.) | 13.9% | 59.47% |
| 5Y (ann.) | 13.9% | 59.47% |
| Metric | 11386880:btcusd:triple_med_gx:lsma115_85 | 11386880:BTCUSD |
|---|---|---|
| Max Drawdown | -6.71% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -1.64% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 2.13 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -6.71 | 180 |
| 2025-03-20 | 2025-04-21 | -3.58 | 32 |
| 2024-08-26 | 2024-09-19 | -2.35 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 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 | 11386880:btcusd:triple_med_gx:lsma115_85 | 11386880:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -3.72% | -12.33% |
| Best Month | 9.39% | 37.42% |
| Worst Month | -3.2% | -17.69% |
| Best Year | 12.29% | 38.02% |
| Worst Year | 1.8% | 17.02% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.56% | -0.57% |
| Avg. Up Week | 2.54% | 7.03% |
| Avg. Down Week | -2.83% | -5.24% |
| Avg. Up Month | 4.21% | 8.57% |
| Avg. Down Month | -0.47% | -8.73% |
| Win Days % | 46.73% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 72.73% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |