| Metric | 11386882:btcusd:triple_med_gx:lsma120_85 | 11386882:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 15.89% | 61.52% |
| Max Drawdown | -5.99% | -29.51% |
| Sharpe | 0.73 | 0.59 |
| Sortino | 1.4 | 0.86 |
| Payoff Ratio | 1.46 | 1.48 |
| Profit Factor | 1.49 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.05 | 0.84 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 73.9 | 2.7 |
| Outlier Loss Ratio | 4.21 | 2.47 |
| Volatility (ann.) | 5.1% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.58 | 2.02 |
| Skew | 4.97 | 0.21 |
| Kurtosis | 66.23 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.14% | 3.76% |
| Expected Yearly % | 7.65% | 27.09% |
| Kelly Criterion | 12.85% | 19.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11386882:BTCUSD | 11386882:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.17 | 0.06 | - |
| 2025 | 17.02 | 13.43 | 0.79 | - |
| Metric | 11386882:btcusd:triple_med_gx:lsma120_85 | 11386882:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.44% | 31.76% |
| 6M | 13.43% | 12.25% |
| YTD | 13.43% | 17.02% |
| 1Y | 15.89% | 57.19% |
| 3Y (ann.) | 15.44% | 59.47% |
| 5Y (ann.) | 15.44% | 59.47% |
| Metric | 11386882:btcusd:triple_med_gx:lsma120_85 | 11386882:BTCUSD |
|---|---|---|
| Max Drawdown | -5.99% | -29.51% |
| Longest DD Days | 205.0 | 144.0 |
| Avg. Drawdown | -1.57% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 2.65 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-03-19 | -5.99 | 205 |
| 2025-03-20 | 2025-04-22 | -4.57 | 33 |
| 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 |
| 2025-04-23 | 2025-06-11 | -0.21 | 49 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| Metric | 11386882:btcusd:triple_med_gx:lsma120_85 | 11386882:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -3.72% | -12.33% |
| Best Month | 9.92% | 37.42% |
| Worst Month | -3.13% | -17.69% |
| Best Year | 13.43% | 38.02% |
| Worst Year | 2.17% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.56% | -0.56% |
| Avg. Up Week | 2.88% | 7.38% |
| Avg. Down Week | -3.25% | -5.24% |
| Avg. Up Month | 4.86% | 8.57% |
| Avg. Down Month | -1.33% | -8.73% |
| Win Days % | 48.31% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |