| Metric | 11389454:btcusd:triple_med_gx:lsma110_95 | 11389454:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 1.85% | 61.52% |
| Max Drawdown | -9.78% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.15 | 0.86 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 81.88 | 2.73 |
| Outlier Loss Ratio | 3.06 | 2.56 |
| Volatility (ann.) | 6.01% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.18 | 2.02 |
| Skew | 0.06 | 0.21 |
| Kurtosis | 93.2 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.14% | 3.76% |
| Expected Yearly % | 0.92% | 27.09% |
| Kelly Criterion | -2.18% | 3.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11389454:BTCUSD | 11389454:btcusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.10 | -0.06 | - |
| 2025 | 17.02 | 4.03 | 0.24 | - |
| Metric | 11389454:btcusd:triple_med_gx:lsma110_95 | 11389454:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.68% | 31.76% |
| 6M | -5.49% | 12.25% |
| YTD | 4.03% | 17.02% |
| 1Y | 1.98% | 57.19% |
| 3Y (ann.) | 1.8% | 59.47% |
| 5Y (ann.) | 1.8% | 59.47% |
| Metric | 11389454:btcusd:triple_med_gx:lsma110_95 | 11389454:BTCUSD |
|---|---|---|
| Max Drawdown | -9.78% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -5.43% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | 0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -9.78 | 211 |
| 2024-06-02 | 2024-11-11 | -6.46 | 162 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11389454:btcusd:triple_med_gx:lsma110_95 | 11389454:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 9.61% | 18.93% |
| Worst Week | -9.15% | -12.33% |
| Best Month | 9.61% | 37.42% |
| Worst Month | -9.15% | -17.69% |
| Best Year | 4.03% | 38.02% |
| Worst Year | -2.1% | 17.02% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.68% | 8.28% |
| Avg. Down Week | -3.94% | -3.26% |
| Avg. Up Month | 4.04% | 15.94% |
| Avg. Down Month | -4.21% | -5.35% |
| Win Days % | 48.6% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |