| Metric | 11388314:btcusd:triple_med_gx:lsma115_90 | 11388314:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 11.2% | 61.52% |
| Max Drawdown | -6.72% | -29.51% |
| Sharpe | 0.58 | 0.59 |
| Sortino | 1.12 | 0.86 |
| Payoff Ratio | 1.56 | 1.51 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.03 | 0.86 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 89.24 | 2.57 |
| Outlier Loss Ratio | 4.14 | 2.41 |
| Volatility (ann.) | 4.59% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.62 | 2.02 |
| Skew | 5.83 | 0.21 |
| Kurtosis | 87.91 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.82% | 3.76% |
| Expected Yearly % | 5.45% | 27.09% |
| Kelly Criterion | 11.97% | 20.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11388314:BTCUSD | 11388314:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.10 | -0.00 | - |
| 2025 | 17.02 | 11.32 | 0.67 | - |
| Metric | 11388314:btcusd:triple_med_gx:lsma115_90 | 11388314:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.75% | 31.76% |
| 6M | 11.32% | 12.25% |
| YTD | 11.32% | 17.02% |
| 1Y | 11.2% | 57.19% |
| 3Y (ann.) | 10.89% | 59.47% |
| 5Y (ann.) | 10.89% | 59.47% |
| Metric | 11388314:btcusd:triple_med_gx:lsma115_90 | 11388314:BTCUSD |
|---|---|---|
| Max Drawdown | -6.72% | -29.51% |
| Longest DD Days | 205.0 | 144.0 |
| Avg. Drawdown | -2.06% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 1.67 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-03-19 | -6.72 | 205 |
| 2025-03-20 | 2025-04-22 | -4.09 | 33 |
| 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 | 2024-07-14 | -0.18 | 0 |
| Metric | 11388314:btcusd:triple_med_gx:lsma115_90 | 11388314:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -2.03% | -12.33% |
| Best Month | 7.78% | 37.42% |
| Worst Month | -2.03% | -17.69% |
| Best Year | 11.32% | 38.02% |
| Worst Year | -0.1% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.54% | -0.56% |
| Avg. Up Week | 3.35% | 8.35% |
| Avg. Down Week | -1.78% | -5.24% |
| Avg. Up Month | 4.99% | 8.97% |
| Avg. Down Month | -2.03% | -8.73% |
| Win Days % | 46.32% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |