| Metric | 11386912:btcusd:triple_med_gx:lsma105_85 | 11386912:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 6.96% | 61.52% |
| Max Drawdown | -5.68% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.65 | 0.86 |
| Payoff Ratio | 1.31 | 1.36 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.77 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 108.69 | 2.53 |
| Outlier Loss Ratio | 3.73 | 2.33 |
| Volatility (ann.) | 4.31% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.19 | 2.02 |
| Skew | 2.92 | 0.21 |
| Kurtosis | 105.97 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.52% | 3.76% |
| Expected Yearly % | 3.42% | 27.09% |
| Kelly Criterion | 5.11% | 16.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11386912:BTCUSD | 11386912:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.32 | 0.11 | - |
| 2025 | 17.02 | 2.53 | 0.15 | - |
| Metric | 11386912:btcusd:triple_med_gx:lsma105_85 | 11386912:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.53% | 31.76% |
| 6M | 2.53% | 12.25% |
| YTD | 2.53% | 17.02% |
| 1Y | 6.96% | 57.19% |
| 3Y (ann.) | 6.77% | 59.47% |
| 5Y (ann.) | 6.77% | 59.47% |
| Metric | 11386912:btcusd:triple_med_gx:lsma105_85 | 11386912:BTCUSD |
|---|---|---|
| Max Drawdown | -5.68% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -2.56% | -4.82% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | 1.23 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -5.68 | 180 |
| 2025-03-20 | 2025-06-11 | -4.48 | 83 |
| 2024-07-15 | 2024-09-19 | -1.24 | 66 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386912:btcusd:triple_med_gx:lsma105_85 | 11386912:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 3.69% | 18.93% |
| Worst Week | -0.92% | -12.33% |
| Best Month | 3.69% | 37.42% |
| Worst Month | -0.92% | -17.69% |
| Best Year | 4.32% | 38.02% |
| Worst Year | 2.53% | 17.02% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.64% | -0.62% |
| Avg. Up Week | 1.37% | 6.14% |
| Avg. Down Week | -0.92% | -2.72% |
| Avg. Up Month | 1.77% | 8.92% |
| Avg. Down Month | -0.1% | -8.73% |
| Win Days % | 46.15% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |