| Metric | 11389475:btcusd:triple_med_gx:lsma105_95 | 11389475:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 18.15% | 75.42% |
| Max Drawdown | -7.5% | -29.51% |
| Sharpe | 0.8 | 0.63 |
| Sortino | 1.4 | 0.92 |
| Payoff Ratio | 1.48 | 1.25 |
| Profit Factor | 1.91 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.49 | 0.72 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 101.22 | 2.64 |
| Outlier Loss Ratio | 3.67 | 2.23 |
| Volatility (ann.) | 4.77% | 24.55% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.13 | 2.19 |
| Skew | 3.71 | 0.2 |
| Kurtosis | 173.84 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.2% | 4.1% |
| Expected Yearly % | 8.7% | 32.45% |
| Kelly Criterion | 20.52% | 13.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.07% |
| Expected Shortfall (cVaR) | -0.4% | -2.07% |
| Year | 11389475:BTCUSD | 11389475:btcusd:triple_med_gx:lsma105_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.44 | 0.30 | - |
| 2025 | 27.10 | 6.02 | 0.22 | - |
| Metric | 11389475:btcusd:triple_med_gx:lsma105_95 | 11389475:BTCUSD |
|---|---|---|
| MTD | -1.26% | 10.71% |
| 3M | 2.22% | 41.88% |
| 6M | 4.13% | 22.91% |
| YTD | 6.02% | 27.1% |
| 1Y | 18.15% | 82.29% |
| 3Y (ann.) | 15.96% | 64.73% |
| 5Y (ann.) | 15.96% | 64.73% |
| Metric | 11389475:btcusd:triple_med_gx:lsma105_95 | 11389475:BTCUSD |
|---|---|---|
| Max Drawdown | -7.5% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -1.65% | -4.71% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 2.42 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-05-08 | -7.50 | 177 |
| 2024-09-19 | 2024-11-11 | -1.76 | 52 |
| 2025-07-04 | 2025-07-17 | -1.26 | 13 |
| 2025-05-22 | 2025-06-20 | -0.45 | 28 |
| 2024-08-20 | 2024-08-21 | -0.23 | 0 |
| 2024-09-18 | 2024-09-18 | -0.18 | 0 |
| 2025-05-22 | 2025-05-22 | -0.18 | 0 |
| Metric | 11389475:btcusd:triple_med_gx:lsma105_95 | 11389475:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 9.1% | 18.93% |
| Worst Week | -5.14% | -12.33% |
| Best Month | 9.1% | 37.42% |
| Worst Month | -5.14% | -17.69% |
| Best Year | 11.44% | 38.02% |
| Worst Year | 6.02% | 27.1% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.59% | -0.73% |
| Avg. Up Week | 2.86% | 7.76% |
| Avg. Down Week | -2.66% | -3.17% |
| Avg. Up Month | 3.15% | 13.69% |
| Avg. Down Month | -5.14% | -3.23% |
| Win Days % | 52.56% | 51.89% |
| Win Month % | 75.0% | 64.29% |
| Win Week % | 62.5% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |