| Metric | 11389824:btcusd:triple_med_gx:lsma140_95 | 11389824:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 10.46% | 61.52% |
| Max Drawdown | -11.4% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.64 | 0.86 |
| Payoff Ratio | 0.93 | 0.95 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.54 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 67.59 | 2.73 |
| Outlier Loss Ratio | 3.26 | 2.64 |
| Volatility (ann.) | 5.63% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.89 | 2.02 |
| Skew | -1.7 | 0.21 |
| Kurtosis | 66.13 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.77% | 3.76% |
| Expected Yearly % | 5.1% | 27.09% |
| Kelly Criterion | 6.03% | 1.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11389824:BTCUSD | 11389824:btcusd:triple_med_gx:lsma140_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.82 | 0.02 | - |
| 2025 | 17.02 | 9.57 | 0.56 | - |
| Metric | 11389824:btcusd:triple_med_gx:lsma140_95 | 11389824:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.38% | 31.76% |
| 6M | 9.57% | 12.25% |
| YTD | 9.57% | 17.02% |
| 1Y | 10.46% | 57.19% |
| 3Y (ann.) | 10.17% | 59.47% |
| 5Y (ann.) | 10.17% | 59.47% |
| Metric | 11389824:btcusd:triple_med_gx:lsma140_95 | 11389824:BTCUSD |
|---|---|---|
| Max Drawdown | -11.4% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -3.4% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 0.92 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-15 | -11.40 | 183 |
| 2025-01-19 | 2025-03-19 | -3.96 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-06-11 | -1.44 | 78 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| Metric | 11389824:btcusd:triple_med_gx:lsma140_95 | 11389824:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -7.78% | -12.33% |
| Best Month | 7.7% | 37.42% |
| Worst Month | -7.78% | -17.69% |
| Best Year | 9.57% | 38.02% |
| Worst Year | 0.82% | 17.02% |
| Avg. Up Day | 0.74% | 0.74% |
| Avg. Down Day | -0.79% | -0.78% |
| Avg. Up Week | 4.04% | 5.67% |
| Avg. Down Week | -4.51% | -5.24% |
| Avg. Up Month | 4.7% | 7.9% |
| Avg. Down Month | -7.78% | -8.73% |
| Win Days % | 54.69% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |