| Metric | 11389828:btcusd:triple_med_gx:lsma160_95 | 11389828:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 7.78% | 61.52% |
| Max Drawdown | -14.16% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.41 | 0.86 |
| Payoff Ratio | 0.96 | 0.98 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 51.97 | 2.76 |
| Outlier Loss Ratio | 3.02 | 2.74 |
| Volatility (ann.) | 7.18% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.53 | 2.02 |
| Skew | 0.12 | 0.21 |
| Kurtosis | 79.39 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.58% | 3.76% |
| Expected Yearly % | 3.82% | 27.09% |
| Kelly Criterion | 3.0% | 2.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11389828:BTCUSD | 11389828:btcusd:triple_med_gx:lsma160_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.39 | -0.12 | - |
| 2025 | 17.02 | 12.73 | 0.75 | - |
| Metric | 11389828:btcusd:triple_med_gx:lsma160_95 | 11389828:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.87% | 31.76% |
| 6M | 12.73% | 12.25% |
| YTD | 12.73% | 17.02% |
| 1Y | 7.78% | 57.19% |
| 3Y (ann.) | 7.56% | 59.47% |
| 5Y (ann.) | 7.56% | 59.47% |
| Metric | 11389828:btcusd:triple_med_gx:lsma160_95 | 11389828:BTCUSD |
|---|---|---|
| Max Drawdown | -14.16% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -4.79% | -4.82% |
| Avg. Drawdown Days | 54.0 | 14.0 |
| Recovery Factor | 0.55 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-20 | -14.16 | 187 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| Metric | 11389828:btcusd:triple_med_gx:lsma160_95 | 11389828:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -8.06% | -12.33% |
| Best Month | 6.48% | 37.42% |
| Worst Month | -8.45% | -17.69% |
| Best Year | 12.73% | 38.02% |
| Worst Year | -4.39% | 17.02% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.85% | -0.84% |
| Avg. Up Week | 3.3% | 7.02% |
| Avg. Down Week | -3.24% | -6.41% |
| Avg. Up Month | 3.29% | 9.45% |
| Avg. Down Month | -8.45% | -8.73% |
| Win Days % | 52.56% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |