| Metric | 11385488:btcusd:triple_med_gx:lsma100_80 | 11385488:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 9.5% | 61.52% |
| Max Drawdown | -9.47% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.76 | 0.86 |
| Payoff Ratio | 1.3 | 1.33 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.83 | 0.76 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 89.24 | 2.6 |
| Outlier Loss Ratio | 3.31 | 2.36 |
| Volatility (ann.) | 5.12% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.98 | 2.02 |
| Skew | 3.48 | 0.21 |
| Kurtosis | 89.28 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.7% | 3.76% |
| Expected Yearly % | 4.64% | 27.09% |
| Kelly Criterion | 6.48% | 15.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11385488:BTCUSD | 11385488:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.36 | 0.22 | - |
| 2025 | 17.02 | 1.05 | 0.06 | - |
| Metric | 11385488:btcusd:triple_med_gx:lsma100_80 | 11385488:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.88% | 31.76% |
| 6M | 1.05% | 12.25% |
| YTD | 1.05% | 17.02% |
| 1Y | 9.5% | 57.19% |
| 3Y (ann.) | 9.24% | 59.47% |
| 5Y (ann.) | 9.24% | 59.47% |
| Metric | 11385488:btcusd:triple_med_gx:lsma100_80 | 11385488:BTCUSD |
|---|---|---|
| Max Drawdown | -9.47% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -2.09% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | 1.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -9.47 | 264 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-23 | 2024-08-23 | -0.40 | 0 |
| 2024-08-25 | 2024-09-18 | -0.37 | 24 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11385488:btcusd:triple_med_gx:lsma100_80 | 11385488:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 5.09% | 18.93% |
| Worst Week | -4.36% | -12.33% |
| Best Month | 5.05% | 37.42% |
| Worst Month | -4.36% | -17.69% |
| Best Year | 8.36% | 38.02% |
| Worst Year | 1.05% | 17.02% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.72% | -0.71% |
| Avg. Up Week | 2.26% | 7.42% |
| Avg. Down Week | -2.2% | -5.24% |
| Avg. Up Month | 2.34% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.06% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 72.73% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |