| Metric | 11386913:btcusd:triple_med_gx:lsma110_85 | 11386913:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 12.65% | 61.52% |
| Max Drawdown | -5.9% | -29.51% |
| Sharpe | 0.65 | 0.59 |
| Sortino | 1.21 | 0.86 |
| Payoff Ratio | 1.38 | 1.28 |
| Profit Factor | 1.48 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.01 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 87.86 | 2.6 |
| Outlier Loss Ratio | 3.83 | 2.41 |
| Volatility (ann.) | 4.58% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 2.08 | 2.02 |
| Skew | 4.92 | 0.21 |
| Kurtosis | 77.45 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.92% | 3.76% |
| Expected Yearly % | 6.14% | 27.09% |
| Kelly Criterion | 12.76% | 14.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11386913:BTCUSD | 11386913:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.44 | 0.06 | - |
| 2025 | 17.02 | 9.97 | 0.59 | - |
| Metric | 11386913:btcusd:triple_med_gx:lsma110_85 | 11386913:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.14% | 31.76% |
| 6M | 9.97% | 12.25% |
| YTD | 9.97% | 17.02% |
| 1Y | 12.65% | 57.19% |
| 3Y (ann.) | 12.3% | 59.47% |
| 5Y (ann.) | 12.3% | 59.47% |
| Metric | 11386913:btcusd:triple_med_gx:lsma110_85 | 11386913:BTCUSD |
|---|---|---|
| Max Drawdown | -5.9% | -29.51% |
| Longest DD Days | 178.0 | 144.0 |
| Avg. Drawdown | -2.14% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 2.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-17 | -5.90 | 178 |
| 2025-03-20 | 2025-05-19 | -4.57 | 60 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-26 | 2024-09-19 | -0.96 | 24 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-23 | 2024-08-25 | -0.47 | 2 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386913:btcusd:triple_med_gx:lsma110_85 | 11386913:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -2.09% | -9.32% |
| Best Week | 4.83% | 18.93% |
| Worst Week | -2.95% | -12.33% |
| Best Month | 4.83% | 37.42% |
| Worst Month | -2.95% | -17.69% |
| Best Year | 9.97% | 38.02% |
| Worst Year | 2.44% | 17.02% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.6% | -0.66% |
| Avg. Up Week | 2.35% | 6.68% |
| Avg. Down Week | -1.74% | -5.24% |
| Avg. Up Month | 3.03% | 9.08% |
| Avg. Down Month | -0.71% | -8.73% |
| Win Days % | 49.46% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |