| Metric | 11399422:btcusd:triple_med_gx:lsma95_125 | 11399422:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 25.12% | 61.16% |
| Max Drawdown | -6.87% | -29.51% |
| Sharpe | 0.83 | 0.59 |
| Sortino | 1.37 | 0.85 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.57 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.07 | 0.66 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 57.34 | 2.88 |
| Outlier Loss Ratio | 2.91 | 2.59 |
| Volatility (ann.) | 6.82% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.55 | 2.0 |
| Skew | 1.83 | 0.21 |
| Kurtosis | 57.61 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.74% | 3.74% |
| Expected Yearly % | 11.86% | 26.95% |
| Kelly Criterion | 17.43% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11399422:BTCUSD | 11399422:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.68 | 0.44 | - |
| 2025 | 16.76 | 7.23 | 0.43 | - |
| Metric | 11399422:btcusd:triple_med_gx:lsma95_125 | 11399422:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.44% | 31.46% |
| 6M | 7.23% | 12.77% |
| YTD | 7.23% | 16.76% |
| 1Y | 24.99% | 56.84% |
| 3Y (ann.) | 24.37% | 59.12% |
| 5Y (ann.) | 24.37% | 59.12% |
| Metric | 11399422:btcusd:triple_med_gx:lsma95_125 | 11399422:BTCUSD |
|---|---|---|
| Max Drawdown | -6.87% | -29.51% |
| Longest DD Days | 165.0 | 144.0 |
| Avg. Drawdown | -1.51% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.66 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-19 | -6.87 | 165 |
| 2024-06-10 | 2024-09-09 | -5.59 | 90 |
| 2024-10-10 | 2024-10-11 | -2.91 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2025-05-20 | 2025-06-11 | -0.84 | 22 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11399422:btcusd:triple_med_gx:lsma95_125 | 11399422:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.65% | 18.93% |
| Worst Week | -3.33% | -12.33% |
| Best Month | 8.65% | 37.42% |
| Worst Month | -3.33% | -17.69% |
| Best Year | 16.68% | 38.02% |
| Worst Year | 7.23% | 16.76% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.82% | -0.91% |
| Avg. Up Week | 3.26% | 4.97% |
| Avg. Down Week | -2.68% | -5.31% |
| Avg. Up Month | 5.3% | 10.87% |
| Avg. Down Month | -2.68% | -12.52% |
| Win Days % | 53.91% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 80.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |