| Metric | 11388313:btcusd:triple_med_gx:lsma105_90 | 11388313:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 3.88% | 61.52% |
| Max Drawdown | -4.72% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.53 | 0.86 |
| Payoff Ratio | 1.63 | 1.54 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.83 | 0.88 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 151.86 | 2.3 |
| Outlier Loss Ratio | 4.26 | 2.18 |
| Volatility (ann.) | 3.38% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.8 | 2.02 |
| Skew | 7.12 | 0.21 |
| Kurtosis | 159.57 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.29% | 3.76% |
| Expected Yearly % | 1.92% | 27.09% |
| Kelly Criterion | 4.24% | 20.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.13% |
| Expected Shortfall (cVaR) | -0.29% | -2.13% |
| Year | 11388313:BTCUSD | 11388313:btcusd:triple_med_gx:lsma105_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.24 | 0.06 | - |
| 2025 | 17.02 | 1.60 | 0.09 | - |
| Metric | 11388313:btcusd:triple_med_gx:lsma105_90 | 11388313:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.94% | 31.76% |
| 6M | 1.6% | 12.25% |
| YTD | 1.6% | 17.02% |
| 1Y | 3.88% | 57.19% |
| 3Y (ann.) | 3.77% | 59.47% |
| 5Y (ann.) | 3.77% | 59.47% |
| Metric | 11388313:btcusd:triple_med_gx:lsma105_90 | 11388313:BTCUSD |
|---|---|---|
| Max Drawdown | -4.72% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -2.23% | -4.82% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | 0.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-03-19 | -4.72 | 206 |
| 2025-03-20 | 2025-06-11 | -3.71 | 83 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11388313:btcusd:triple_med_gx:lsma105_90 | 11388313:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -1.85% | -9.32% |
| Best Week | 4.31% | 18.93% |
| Worst Week | -1.01% | -12.33% |
| Best Month | 4.31% | 37.42% |
| Worst Month | -1.65% | -17.69% |
| Best Year | 2.24% | 38.02% |
| Worst Year | 1.6% | 17.02% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.5% | -0.55% |
| Avg. Up Week | 1.64% | 7.78% |
| Avg. Down Week | -0.17% | -5.24% |
| Avg. Up Month | 1.78% | 9.44% |
| Avg. Down Month | -0.16% | -8.73% |
| Win Days % | 40.68% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |