| Metric | 11386947:btcusd:triple_med_gx:lsma105_85 | 11386947:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 9.57% | 61.52% |
| Max Drawdown | -5.68% | -29.51% |
| Sharpe | 0.5 | 0.59 |
| Sortino | 0.9 | 0.86 |
| Payoff Ratio | 1.4 | 1.43 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.87 | 0.81 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 88.71 | 2.61 |
| Outlier Loss Ratio | 3.89 | 2.51 |
| Volatility (ann.) | 4.64% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.64 | 2.02 |
| Skew | 4.93 | 0.21 |
| Kurtosis | 78.54 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.71% | 3.76% |
| Expected Yearly % | 4.67% | 27.09% |
| Kelly Criterion | 7.72% | 18.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11386947:BTCUSD | 11386947:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.50 | 0.14 | - |
| 2025 | 17.02 | 3.85 | 0.23 | - |
| Metric | 11386947:btcusd:triple_med_gx:lsma105_85 | 11386947:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.48% | 31.76% |
| 6M | 3.85% | 12.25% |
| YTD | 3.85% | 17.02% |
| 1Y | 9.57% | 57.19% |
| 3Y (ann.) | 9.3% | 59.47% |
| 5Y (ann.) | 9.3% | 59.47% |
| Metric | 11386947:btcusd:triple_med_gx:lsma105_85 | 11386947:BTCUSD |
|---|---|---|
| Max Drawdown | -5.68% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -1.8% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.69 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -5.68 | 180 |
| 2025-05-21 | 2025-06-11 | -5.07 | 21 |
| 2025-03-20 | 2025-05-19 | -1.95 | 60 |
| 2024-08-26 | 2024-09-18 | -1.73 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-05-20 | 2025-05-20 | -0.84 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11386947:btcusd:triple_med_gx:lsma105_85 | 11386947:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 4.61% | 18.93% |
| Worst Week | -1.58% | -12.33% |
| Best Month | 4.24% | 37.42% |
| Worst Month | -1.58% | -17.69% |
| Best Year | 5.5% | 38.02% |
| Worst Year | 3.85% | 17.02% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.63% | -0.62% |
| Avg. Up Week | 2.32% | 8.35% |
| Avg. Down Week | -1.11% | -5.24% |
| Avg. Up Month | 1.81% | 9.08% |
| Avg. Down Month | -0.63% | -8.73% |
| Win Days % | 46.24% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |