| Metric | 11389860:btcusd:triple_med_gx:lsma150_95 | 11389860:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 10.14% | 61.52% |
| Max Drawdown | -11.38% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.53 | 0.86 |
| Payoff Ratio | 0.96 | 0.95 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.63 | 0.54 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 54.97 | 2.75 |
| Outlier Loss Ratio | 2.95 | 2.71 |
| Volatility (ann.) | 6.92% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.87 | 2.02 |
| Skew | 0.07 | 0.21 |
| Kurtosis | 90.36 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.75% | 3.76% |
| Expected Yearly % | 4.95% | 27.09% |
| Kelly Criterion | 7.5% | 1.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11389860:BTCUSD | 11389860:btcusd:triple_med_gx:lsma150_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.22 | 0.06 | - |
| 2025 | 17.02 | 7.75 | 0.46 | - |
| Metric | 11389860:btcusd:triple_med_gx:lsma150_95 | 11389860:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.35% | 31.76% |
| 6M | 7.75% | 12.25% |
| YTD | 7.75% | 17.02% |
| 1Y | 10.14% | 57.19% |
| 3Y (ann.) | 9.86% | 59.47% |
| 5Y (ann.) | 9.86% | 59.47% |
| Metric | 11389860:btcusd:triple_med_gx:lsma150_95 | 11389860:BTCUSD |
|---|---|---|
| Max Drawdown | -11.38% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -4.14% | -4.82% |
| Avg. Drawdown Days | 54.0 | 14.0 |
| Recovery Factor | 0.89 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-17 | -11.38 | 184 |
| 2025-01-20 | 2025-06-11 | -6.67 | 141 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11389860:btcusd:triple_med_gx:lsma150_95 | 11389860:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 8.37% | 18.93% |
| Worst Week | -8.05% | -12.33% |
| Best Month | 7.03% | 37.42% |
| Worst Month | -8.44% | -17.69% |
| Best Year | 7.75% | 38.02% |
| Worst Year | 2.22% | 17.02% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.33% | 5.49% |
| Avg. Down Week | -3.24% | -6.41% |
| Avg. Up Month | 3.39% | 7.76% |
| Avg. Down Month | -8.44% | -8.73% |
| Win Days % | 54.79% | 51.9% |
| Win Month % | 83.33% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 100.0% |