| Metric | 11389789:btcusd:triple_med_gx:lsma135_95 | 11389789:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 21.63% | 61.52% |
| Max Drawdown | -12.7% | -29.51% |
| Sharpe | 0.86 | 0.59 |
| Sortino | 1.44 | 0.86 |
| Payoff Ratio | 1.16 | 1.2 |
| Profit Factor | 1.59 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.03 | 0.68 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 64.84 | 2.75 |
| Outlier Loss Ratio | 3.4 | 2.46 |
| Volatility (ann.) | 5.72% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.65 | 2.02 |
| Skew | 2.02 | 0.21 |
| Kurtosis | 68.13 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.52% | 3.76% |
| Expected Yearly % | 10.28% | 27.09% |
| Kelly Criterion | 17.67% | 11.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11389789:BTCUSD | 11389789:btcusd:triple_med_gx:lsma135_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.29 | -0.03 | - |
| 2025 | 17.02 | 23.22 | 1.36 | + |
| Metric | 11389789:btcusd:triple_med_gx:lsma135_95 | 11389789:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.25% | 31.76% |
| 6M | 23.22% | 12.25% |
| YTD | 23.22% | 17.02% |
| 1Y | 21.63% | 57.19% |
| 3Y (ann.) | 20.99% | 59.47% |
| 5Y (ann.) | 20.99% | 59.47% |
| Metric | 11389789:btcusd:triple_med_gx:lsma135_95 | 11389789:BTCUSD |
|---|---|---|
| Max Drawdown | -12.7% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -2.09% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.7 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-17 | -12.70 | 185 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-04-23 | 2025-06-11 | -1.41 | 48 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2025-03-19 | 2025-03-19 | -0.18 | 0 |
| 2025-04-20 | 2025-04-21 | -0.18 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| 2025-04-23 | 2025-04-23 | -0.03 | 0 |
| Metric | 11389789:btcusd:triple_med_gx:lsma135_95 | 11389789:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.83% | 18.93% |
| Worst Week | -7.55% | -12.33% |
| Best Month | 8.83% | 37.42% |
| Worst Month | -7.55% | -17.69% |
| Best Year | 23.22% | 38.02% |
| Worst Year | -1.29% | 17.02% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.68% |
| Avg. Up Week | 4.39% | 6.12% |
| Avg. Down Week | -4.39% | -5.24% |
| Avg. Up Month | 6.13% | 9.45% |
| Avg. Down Month | -7.55% | -8.73% |
| Win Days % | 55.74% | 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% |