| Metric | 11387943:btcusd:triple_med_gx:lsma105_90 | 11387943:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 19.07% | 61.52% |
| Max Drawdown | -7.95% | -29.51% |
| Sharpe | 0.71 | 0.59 |
| Sortino | 1.24 | 0.86 |
| Payoff Ratio | 1.41 | 1.41 |
| Profit Factor | 1.44 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.95 | 0.8 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 63.49 | 3.0 |
| Outlier Loss Ratio | 3.81 | 2.68 |
| Volatility (ann.) | 6.23% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.33 | 2.02 |
| Skew | 3.03 | 0.21 |
| Kurtosis | 46.86 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.35% | 3.76% |
| Expected Yearly % | 9.12% | 27.09% |
| Kelly Criterion | 9.29% | 17.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11387943:BTCUSD | 11387943:btcusd:triple_med_gx:lsma105_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.84 | 0.31 | - |
| 2025 | 17.02 | 6.46 | 0.38 | - |
| Metric | 11387943:btcusd:triple_med_gx:lsma105_90 | 11387943:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.46% | 31.76% |
| 6M | 4.63% | 12.25% |
| YTD | 6.46% | 17.02% |
| 1Y | 19.07% | 57.19% |
| 3Y (ann.) | 18.52% | 59.47% |
| 5Y (ann.) | 18.52% | 59.47% |
| Metric | 11387943:btcusd:triple_med_gx:lsma105_90 | 11387943:BTCUSD |
|---|---|---|
| Max Drawdown | -7.95% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -2.23% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 2.4 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-08 | -7.95 | 142 |
| 2024-07-02 | 2024-08-20 | -4.86 | 49 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2025-05-20 | 2025-06-11 | -0.84 | 22 |
| 2025-05-09 | 2025-05-19 | -0.63 | 10 |
| 2024-10-17 | 2024-11-10 | -0.35 | 23 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11387943:btcusd:triple_med_gx:lsma105_90 | 11387943:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -2.6% | -9.32% |
| Best Week | 6.77% | 18.93% |
| Worst Week | -4.28% | -12.33% |
| Best Month | 8.65% | 37.42% |
| Worst Month | -5.36% | -17.69% |
| Best Year | 11.84% | 38.02% |
| Worst Year | 6.46% | 17.02% |
| Avg. Up Day | 1.0% | 1.03% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 3.74% | 9.92% |
| Avg. Down Week | -1.32% | -3.46% |
| Avg. Up Month | 4.64% | 15.94% |
| Avg. Down Month | -3.54% | -2.66% |
| Win Days % | 46.88% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |