| Metric | 11386548:btcusd:triple_med_gx:lsma100_85 | 11386548:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 6.38% | 61.52% |
| Max Drawdown | -8.67% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.48 | 0.86 |
| Payoff Ratio | 1.47 | 1.3 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.74 | 0.74 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 83.76 | 2.71 |
| Outlier Loss Ratio | 3.44 | 2.53 |
| Volatility (ann.) | 5.5% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.72 | 2.02 |
| Skew | 2.64 | 0.21 |
| Kurtosis | 63.77 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.48% | 3.76% |
| Expected Yearly % | 3.14% | 27.09% |
| Kelly Criterion | 2.52% | 14.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11386548:BTCUSD | 11386548:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.77 | 0.13 | - |
| 2025 | 17.02 | 1.53 | 0.09 | - |
| Metric | 11386548:btcusd:triple_med_gx:lsma100_85 | 11386548:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.57% | 31.76% |
| 6M | -0.22% | 12.25% |
| YTD | 1.53% | 17.02% |
| 1Y | 6.38% | 57.19% |
| 3Y (ann.) | 6.2% | 59.47% |
| 5Y (ann.) | 6.2% | 59.47% |
| Metric | 11386548:btcusd:triple_med_gx:lsma100_85 | 11386548:BTCUSD |
|---|---|---|
| Max Drawdown | -8.67% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.53% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.74 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -8.67 | 175 |
| 2024-07-03 | 2024-09-17 | -5.96 | 76 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-10-18 | 2024-11-10 | -1.29 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-18 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386548:btcusd:triple_med_gx:lsma100_85 | 11386548:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -2.6% | -9.32% |
| Best Week | 6.16% | 18.93% |
| Worst Week | -4.81% | -12.33% |
| Best Month | 6.66% | 37.42% |
| Worst Month | -4.24% | -17.69% |
| Best Year | 4.77% | 38.02% |
| Worst Year | 1.53% | 17.02% |
| Avg. Up Day | 1.06% | 1.11% |
| Avg. Down Day | -0.72% | -0.85% |
| Avg. Up Week | 2.15% | 8.24% |
| Avg. Down Week | -1.84% | -3.46% |
| Avg. Up Month | 3.17% | 16.18% |
| Avg. Down Month | -1.19% | -7.67% |
| Win Days % | 41.94% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |