| Metric | 11379330:btcusd:triple_med_gx:lsma100_60 | 11379330:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 5.77% | 79.62% |
| Max Drawdown | -9.97% | -29.51% |
| Sharpe | 0.22 | 0.65 |
| Sortino | 0.33 | 0.96 |
| Payoff Ratio | 1.1 | 0.99 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 0.88 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 0.8 | 0.98 |
| Outlier Win Ratio | 49.93 | 2.92 |
| Outlier Loss Ratio | 3.86 | 2.84 |
| Volatility (ann.) | 6.72% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.52 | 2.33 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 38.44 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.4% | 4.27% |
| Expected Yearly % | 2.85% | 34.02% |
| Kelly Criterion | 1.09% | 3.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | 11379330:BTCUSD | 11379330:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.03 | 0.08 | - |
| 2025 | 30.14 | 2.67 | 0.09 | - |
| Metric | 11379330:btcusd:triple_med_gx:lsma100_60 | 11379330:BTCUSD |
|---|---|---|
| MTD | 1.86% | 13.36% |
| 3M | 6.52% | 45.08% |
| 6M | 5.81% | 28.47% |
| YTD | 2.67% | 30.14% |
| 1Y | 8.32% | 105.13% |
| 3Y (ann.) | 5.15% | 68.87% |
| 5Y (ann.) | 5.15% | 68.87% |
| Metric | 11379330:btcusd:triple_med_gx:lsma100_60 | 11379330:BTCUSD |
|---|---|---|
| Max Drawdown | -9.97% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -3.98% | -4.58% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 0.58 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-27 | 2025-04-22 | -9.97 | 206 |
| 2024-07-04 | 2024-09-19 | -6.44 | 76 |
| 2025-04-28 | 2025-07-14 | -4.97 | 76 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-23 | 2024-09-24 | -0.51 | 1 |
| 2025-04-27 | 2025-04-28 | -0.18 | 0 |
| Metric | 11379330:btcusd:triple_med_gx:lsma100_60 | 11379330:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -4.76% | -12.33% |
| Best Month | 8.5% | 37.42% |
| Worst Month | -6.25% | -17.69% |
| Best Year | 3.03% | 38.02% |
| Worst Year | 2.67% | 30.14% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.66% | -0.75% |
| Avg. Up Week | 2.42% | 4.89% |
| Avg. Down Week | -2.69% | -4.85% |
| Avg. Up Month | 4.75% | 18.06% |
| Avg. Down Month | -0.76% | -17.69% |
| Win Days % | 48.17% | 51.93% |
| Win Month % | 58.33% | 64.29% |
| Win Week % | 53.85% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |