| Metric | 11389476:btcusd:triple_med_gx:lsma110_95 | 11389476:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 3.92% | 61.52% |
| Max Drawdown | -16.01% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.26 | 0.86 |
| Payoff Ratio | 1.0 | 0.92 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 83.65 | 2.73 |
| Outlier Loss Ratio | 2.92 | 2.5 |
| Volatility (ann.) | 6.1% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.24 | 2.02 |
| Skew | -0.85 | 0.21 |
| Kurtosis | 106.84 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.76% |
| Expected Yearly % | 1.94% | 27.09% |
| Kelly Criterion | -0.0% | -0.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11389476:BTCUSD | 11389476:btcusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.96 | -0.05 | - |
| 2025 | 17.02 | 5.99 | 0.35 | - |
| Metric | 11389476:btcusd:triple_med_gx:lsma110_95 | 11389476:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.93% | 31.76% |
| 6M | -9.09% | 12.25% |
| YTD | 5.99% | 17.02% |
| 1Y | 3.96% | 57.19% |
| 3Y (ann.) | 3.81% | 59.47% |
| 5Y (ann.) | 3.81% | 59.47% |
| Metric | 11389476:btcusd:triple_med_gx:lsma110_95 | 11389476:BTCUSD |
|---|---|---|
| Max Drawdown | -16.01% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -2.63% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.24 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -16.01 | 211 |
| 2024-09-20 | 2024-11-11 | -2.10 | 52 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-02 | 2024-07-06 | -1.04 | 34 |
| 2024-08-21 | 2024-09-18 | -0.34 | 28 |
| 2024-08-20 | 2024-08-21 | -0.23 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11389476:btcusd:triple_med_gx:lsma110_95 | 11389476:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 7.57% | 18.93% |
| Worst Week | -14.23% | -12.33% |
| Best Month | 7.57% | 37.42% |
| Worst Month | -14.23% | -17.69% |
| Best Year | 5.99% | 38.02% |
| Worst Year | -1.96% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.84% | -0.93% |
| Avg. Up Week | 2.27% | 8.96% |
| Avg. Down Week | -7.23% | -2.12% |
| Avg. Up Month | 3.14% | 13.76% |
| Avg. Down Month | -4.94% | -4.22% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 64.71% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |