| Metric | 11386881:btcusd:triple_med_gx:lsma125_85 | 11386881:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 18.41% | 61.52% |
| Max Drawdown | -10.69% | -29.51% |
| Sharpe | 0.75 | 0.59 |
| Sortino | 1.26 | 0.86 |
| Payoff Ratio | 1.26 | 1.28 |
| Profit Factor | 1.48 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.98 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 64.29 | 2.73 |
| Outlier Loss Ratio | 3.72 | 2.51 |
| Volatility (ann.) | 5.68% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.67 | 2.02 |
| Skew | 1.92 | 0.21 |
| Kurtosis | 69.98 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.31% | 3.76% |
| Expected Yearly % | 8.82% | 27.09% |
| Kelly Criterion | 14.97% | 14.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11386881:BTCUSD | 11386881:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.72 | -0.05 | - |
| 2025 | 17.02 | 20.49 | 1.20 | + |
| Metric | 11386881:btcusd:triple_med_gx:lsma125_85 | 11386881:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.59% | 31.76% |
| 6M | 20.49% | 12.25% |
| YTD | 20.49% | 17.02% |
| 1Y | 18.41% | 57.19% |
| 3Y (ann.) | 17.88% | 59.47% |
| 5Y (ann.) | 17.88% | 59.47% |
| Metric | 11386881:btcusd:triple_med_gx:lsma125_85 | 11386881:BTCUSD |
|---|---|---|
| Max Drawdown | -10.69% | -29.51% |
| Longest DD Days | 205.0 | 144.0 |
| Avg. Drawdown | -1.72% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.72 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-03-19 | -10.69 | 205 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 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 |
| 2025-04-23 | 2025-06-11 | -0.38 | 48 |
| 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 |
| 2025-04-23 | 2025-04-23 | -0.03 | 0 |
| Metric | 11386881:btcusd:triple_med_gx:lsma125_85 | 11386881:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 10.77% | 18.93% |
| Worst Week | -7.42% | -12.33% |
| Best Month | 10.46% | 37.42% |
| Worst Month | -6.04% | -17.69% |
| Best Year | 20.49% | 38.02% |
| Worst Year | -1.72% | 17.02% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.62% | -0.62% |
| Avg. Up Week | 3.29% | 6.6% |
| Avg. Down Week | -5.57% | -5.24% |
| Avg. Up Month | 6.01% | 8.57% |
| Avg. Down Month | -6.04% | -8.73% |
| Win Days % | 52.67% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 75.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |