| Metric | 11392882:btcusd:triple_med_gx:lsma115_105 | 11392882:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 2.5% | 75.42% |
| Max Drawdown | -4.92% | -29.51% |
| Sharpe | 0.21 | 0.63 |
| Sortino | 0.4 | 0.92 |
| Payoff Ratio | 1.46 | 1.34 |
| Profit Factor | 1.23 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.77 | 0.77 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 219.66 | 2.22 |
| Outlier Loss Ratio | 3.93 | 2.23 |
| Volatility (ann.) | 2.74% | 24.55% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.45 | 2.19 |
| Skew | 8.33 | 0.2 |
| Kurtosis | 200.26 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.18% | 4.1% |
| Expected Yearly % | 1.24% | 32.45% |
| Kelly Criterion | 3.72% | 16.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.07% |
| Expected Shortfall (cVaR) | -0.23% | -2.07% |
| Year | 11392882:BTCUSD | 11392882:btcusd:triple_med_gx:lsma115_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.33 | -0.03 | - |
| 2025 | 27.10 | 3.88 | 0.14 | - |
| Metric | 11392882:btcusd:triple_med_gx:lsma115_105 | 11392882:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 1.72% | 41.88% |
| 6M | 3.88% | 22.91% |
| YTD | 3.88% | 27.1% |
| 1Y | -0.76% | 82.29% |
| 3Y (ann.) | 2.22% | 64.73% |
| 5Y (ann.) | 2.22% | 64.73% |
| Metric | 11392882:btcusd:triple_med_gx:lsma115_105 | 11392882:BTCUSD |
|---|---|---|
| Max Drawdown | -4.92% | -29.51% |
| Longest DD Days | 238.0 | 144.0 |
| Avg. Drawdown | -2.02% | -4.71% |
| Avg. Drawdown Days | 108.0 | 14.0 |
| Recovery Factor | 0.51 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-21 | -4.92 | 238 |
| 2025-04-21 | 2025-07-17 | -0.96 | 86 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11392882:btcusd:triple_med_gx:lsma115_105 | 11392882:BTCUSD |
|---|---|---|
| Best Day | 2.78% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 3.29% | 18.93% |
| Worst Week | -2.51% | -12.33% |
| Best Month | 3.29% | 37.42% |
| Worst Month | -2.06% | -17.69% |
| Best Year | 3.88% | 38.02% |
| Worst Year | -1.33% | 27.1% |
| Avg. Up Day | 0.78% | 0.82% |
| Avg. Down Day | -0.53% | -0.61% |
| Avg. Up Week | 1.55% | 8.4% |
| Avg. Down Week | -2.28% | -5.24% |
| Avg. Up Month | 2.4% | 8.97% |
| Avg. Down Month | -1.06% | -5.41% |
| Win Days % | 42.86% | 51.89% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 55.56% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |