| Metric | 11388317:btcusd:triple_med_gx:lsma130_90 | 11388317:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 18.86% | 61.52% |
| Max Drawdown | -12.45% | -29.51% |
| Sharpe | 0.75 | 0.59 |
| Sortino | 1.24 | 0.86 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.48 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.98 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 62.92 | 2.76 |
| Outlier Loss Ratio | 3.64 | 2.51 |
| Volatility (ann.) | 5.83% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.47 | 2.02 |
| Skew | 1.89 | 0.21 |
| Kurtosis | 63.15 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.34% | 3.76% |
| Expected Yearly % | 9.02% | 27.09% |
| Kelly Criterion | 14.65% | 13.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11388317:BTCUSD | 11388317:btcusd:triple_med_gx:lsma130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.52 | -0.04 | - |
| 2025 | 17.02 | 20.70 | 1.22 | + |
| Metric | 11388317:btcusd:triple_med_gx:lsma130_90 | 11388317:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.93% | 31.76% |
| 6M | 20.7% | 12.25% |
| YTD | 20.7% | 17.02% |
| 1Y | 18.86% | 57.19% |
| 3Y (ann.) | 18.31% | 59.47% |
| 5Y (ann.) | 18.31% | 59.47% |
| Metric | 11388317:btcusd:triple_med_gx:lsma130_90 | 11388317:BTCUSD |
|---|---|---|
| Max Drawdown | -12.45% | -29.51% |
| Longest DD Days | 205.0 | 144.0 |
| Avg. Drawdown | -2.21% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 1.52 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-03-19 | -12.45 | 205 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2025-04-23 | 2025-06-11 | -1.58 | 48 |
| 2025-04-21 | 2025-04-22 | -0.78 | 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 | 2024-07-14 | -0.18 | 0 |
| 2025-04-23 | 2025-04-23 | -0.03 | 0 |
| Metric | 11388317:btcusd:triple_med_gx:lsma130_90 | 11388317:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.26% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 8.26% | 37.42% |
| Worst Month | -8.73% | -17.69% |
| Best Year | 20.7% | 38.02% |
| Worst Year | -1.52% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.64% | -0.66% |
| Avg. Up Week | 5.12% | 7.02% |
| Avg. Down Week | -5.13% | -5.24% |
| Avg. Up Month | 6.01% | 9.45% |
| Avg. Down Month | -8.73% | -8.73% |
| Win Days % | 52.27% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |