| Metric | 11388250:btcusd:triple_med_gx:lsma110_90 | 11388250:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 16.83% | 61.52% |
| Max Drawdown | -6.42% | -29.51% |
| Sharpe | 0.76 | 0.59 |
| Sortino | 1.43 | 0.86 |
| Payoff Ratio | 1.77 | 1.68 |
| Profit Factor | 1.65 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.36 | 0.96 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 84.89 | 2.7 |
| Outlier Loss Ratio | 3.81 | 2.36 |
| Volatility (ann.) | 5.15% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.55 | 2.02 |
| Skew | 4.38 | 0.21 |
| Kurtosis | 91.74 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.2% | 3.76% |
| Expected Yearly % | 8.09% | 27.09% |
| Kelly Criterion | 16.35% | 23.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11388250:BTCUSD | 11388250:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.14 | 0.16 | - |
| 2025 | 17.02 | 10.07 | 0.59 | - |
| Metric | 11388250:btcusd:triple_med_gx:lsma110_90 | 11388250:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.18% | 31.76% |
| 6M | 10.07% | 12.25% |
| YTD | 10.07% | 17.02% |
| 1Y | 16.83% | 57.19% |
| 3Y (ann.) | 16.35% | 59.47% |
| 5Y (ann.) | 16.35% | 59.47% |
| Metric | 11388250:btcusd:triple_med_gx:lsma110_90 | 11388250:BTCUSD |
|---|---|---|
| Max Drawdown | -6.42% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -1.88% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 2.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -6.42 | 180 |
| 2025-03-20 | 2025-04-22 | -4.38 | 33 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-05-25 | 2025-06-11 | -1.15 | 17 |
| 2024-07-14 | 2024-08-23 | -1.01 | 40 |
| 2024-08-25 | 2024-09-19 | -0.44 | 25 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-13 | 2024-07-14 | -0.18 | 0 |
| Metric | 11388250:btcusd:triple_med_gx:lsma110_90 | 11388250:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -1.23% | -12.33% |
| Best Month | 7.3% | 37.42% |
| Worst Month | -1.23% | -17.69% |
| Best Year | 10.07% | 38.02% |
| Worst Year | 6.14% | 17.02% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.58% | -0.62% |
| Avg. Up Week | 3.32% | 8.43% |
| Avg. Down Week | -0.81% | -4.52% |
| Avg. Up Month | 3.02% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 46.51% | 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% |