| Metric | 11388319:btcusd:triple_med_gx:lsma125_90 | 11388319:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 16.92% | 61.52% |
| Max Drawdown | -11.13% | -29.51% |
| Sharpe | 0.73 | 0.59 |
| Sortino | 1.21 | 0.86 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.5 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.01 | 0.69 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 69.79 | 2.67 |
| Outlier Loss Ratio | 3.68 | 2.46 |
| Volatility (ann.) | 5.43% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.48 | 2.02 |
| Skew | 2.01 | 0.21 |
| Kurtosis | 81.96 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.21% | 3.76% |
| Expected Yearly % | 8.13% | 27.09% |
| Kelly Criterion | 17.08% | 12.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11388319:BTCUSD | 11388319:btcusd:triple_med_gx:lsma125_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.56 | -0.09 | - |
| 2025 | 17.02 | 21.23 | 1.25 | + |
| Metric | 11388319:btcusd:triple_med_gx:lsma125_90 | 11388319:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.72% | 31.76% |
| 6M | 21.23% | 12.25% |
| YTD | 21.23% | 17.02% |
| 1Y | 16.92% | 57.19% |
| 3Y (ann.) | 16.43% | 59.47% |
| 5Y (ann.) | 16.43% | 59.47% |
| Metric | 11388319:btcusd:triple_med_gx:lsma125_90 | 11388319:BTCUSD |
|---|---|---|
| Max Drawdown | -11.13% | -29.51% |
| Longest DD Days | 205.0 | 144.0 |
| Avg. Drawdown | -1.93% | -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 | -11.13 | 205 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 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 |
| 2025-04-23 | 2025-06-11 | -0.38 | 48 |
| 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 | 11388319:btcusd:triple_med_gx:lsma125_90 | 11388319:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 10.77% | 18.93% |
| Worst Week | -7.52% | -12.33% |
| Best Month | 10.46% | 37.42% |
| Worst Month | -7.52% | -17.69% |
| Best Year | 21.23% | 38.02% |
| Worst Year | -3.56% | 17.02% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.6% | -0.62% |
| Avg. Up Week | 3.89% | 6.6% |
| Avg. Down Week | -4.52% | -5.24% |
| Avg. Up Month | 5.8% | 9.45% |
| Avg. Down Month | -7.52% | -8.73% |
| Win Days % | 54.1% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |