| Metric | 11389857:btcusd:triple_med_gx:lsma130_95 | 11389857:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 12.29% | 61.52% |
| Max Drawdown | -9.79% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 0.85 | 0.86 |
| Payoff Ratio | 0.97 | 0.96 |
| Profit Factor | 1.37 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.76 | 0.55 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 78.14 | 2.72 |
| Outlier Loss Ratio | 3.08 | 2.46 |
| Volatility (ann.) | 5.02% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.22 | 2.02 |
| Skew | -0.89 | 0.21 |
| Kurtosis | 73.79 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.9% | 3.76% |
| Expected Yearly % | 5.97% | 27.09% |
| Kelly Criterion | 13.39% | 1.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11389857:BTCUSD | 11389857:btcusd:triple_med_gx:lsma130_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.40 | 0.04 | - |
| 2025 | 17.02 | 10.73 | 0.63 | - |
| Metric | 11389857:btcusd:triple_med_gx:lsma130_95 | 11389857:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.68% | 31.76% |
| 6M | 10.73% | 12.25% |
| YTD | 10.73% | 17.02% |
| 1Y | 12.29% | 57.19% |
| 3Y (ann.) | 11.94% | 59.47% |
| 5Y (ann.) | 11.94% | 59.47% |
| Metric | 11389857:btcusd:triple_med_gx:lsma130_95 | 11389857:BTCUSD |
|---|---|---|
| Max Drawdown | -9.79% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -3.7% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | 1.26 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-17 | -9.79 | 185 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-01-17 | 2025-03-19 | -1.30 | 60 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11389857:btcusd:triple_med_gx:lsma130_95 | 11389857:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.09% | 18.93% |
| Worst Week | -7.79% | -12.33% |
| Best Month | 5.76% | 37.42% |
| Worst Month | -7.79% | -17.69% |
| Best Year | 10.73% | 38.02% |
| Worst Year | 1.4% | 17.02% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.14% | 5.49% |
| Avg. Down Week | -4.52% | -5.24% |
| Avg. Up Month | 3.63% | 7.76% |
| Avg. Down Month | -7.79% | -8.73% |
| Win Days % | 57.27% | 51.9% |
| Win Month % | 83.33% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 100.0% |