| Metric | 11389790:btcusd:triple_med_gx:lsma140_95 | 11389790:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 26.02% | 61.52% |
| Max Drawdown | -11.09% | -29.51% |
| Sharpe | 1.01 | 0.59 |
| Sortino | 1.69 | 0.86 |
| Payoff Ratio | 1.15 | 1.17 |
| Profit Factor | 1.69 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.13 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 60.55 | 2.75 |
| Outlier Loss Ratio | 3.4 | 2.49 |
| Volatility (ann.) | 5.71% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.28 | 2.02 |
| Skew | 1.65 | 0.21 |
| Kurtosis | 64.57 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.79% | 3.76% |
| Expected Yearly % | 12.26% | 27.09% |
| Kelly Criterion | 21.17% | 10.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11389790:BTCUSD | 11389790:btcusd:triple_med_gx:lsma140_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.67 | 0.07 | - |
| 2025 | 17.02 | 22.75 | 1.34 | + |
| Metric | 11389790:btcusd:triple_med_gx:lsma140_95 | 11389790:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.07% | 31.76% |
| 6M | 22.75% | 12.25% |
| YTD | 22.75% | 17.02% |
| 1Y | 26.02% | 57.19% |
| 3Y (ann.) | 25.25% | 59.47% |
| 5Y (ann.) | 25.25% | 59.47% |
| Metric | 11389790:btcusd:triple_med_gx:lsma140_95 | 11389790:BTCUSD |
|---|---|---|
| Max Drawdown | -11.09% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.09% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 2.35 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-15 | -11.09 | 183 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-04-23 | 2025-06-11 | -1.41 | 48 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-01-19 | 2025-03-19 | -1.13 | 59 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2025-04-21 | 2025-04-21 | -0.31 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| 2025-04-23 | 2025-04-23 | -0.03 | 0 |
| Metric | 11389790:btcusd:triple_med_gx:lsma140_95 | 11389790:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.7% | 18.93% |
| Worst Week | -5.84% | -12.33% |
| Best Month | 7.7% | 37.42% |
| Worst Month | -5.84% | -17.69% |
| Best Year | 22.75% | 38.02% |
| Worst Year | 2.67% | 17.02% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.68% | -0.68% |
| Avg. Up Week | 5.44% | 7.02% |
| Avg. Down Week | -3.54% | -5.24% |
| Avg. Up Month | 6.34% | 9.45% |
| Avg. Down Month | -5.84% | -8.73% |
| Win Days % | 57.81% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |