| Metric | 11389719:btcusd:triple_med_gx:lsma110_95 | 11389719:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 7.94% | 61.52% |
| Max Drawdown | -6.78% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.77 | 0.86 |
| Payoff Ratio | 1.34 | 1.39 |
| Profit Factor | 1.41 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.9 | 0.79 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 118.62 | 2.51 |
| Outlier Loss Ratio | 3.42 | 2.31 |
| Volatility (ann.) | 4.31% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.14 | 2.02 |
| Skew | 3.41 | 0.21 |
| Kurtosis | 127.16 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.76% |
| Expected Yearly % | 3.9% | 27.09% |
| Kelly Criterion | 8.39% | 17.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11389719:BTCUSD | 11389719:btcusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.06 | -0.08 | - |
| 2025 | 17.02 | 11.35 | 0.67 | - |
| Metric | 11389719:btcusd:triple_med_gx:lsma110_95 | 11389719:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.55% | 31.76% |
| 6M | 11.35% | 12.25% |
| YTD | 11.35% | 17.02% |
| 1Y | 7.94% | 57.19% |
| 3Y (ann.) | 7.72% | 59.47% |
| 5Y (ann.) | 7.72% | 59.47% |
| Metric | 11389719:btcusd:triple_med_gx:lsma110_95 | 11389719:BTCUSD |
|---|---|---|
| Max Drawdown | -6.78% | -29.51% |
| Longest DD Days | 248.0 | 144.0 |
| Avg. Drawdown | -5.71% | -4.82% |
| Avg. Drawdown Days | 140.0 | 14.0 |
| Recovery Factor | 1.17 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-03-19 | -6.78 | 248 |
| 2025-03-20 | 2025-04-22 | -4.63 | 33 |
| Metric | 11389719:btcusd:triple_med_gx:lsma110_95 | 11389719:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.02% | 18.93% |
| Worst Week | -1.01% | -12.33% |
| Best Month | 7.02% | 37.42% |
| Worst Month | -1.65% | -17.69% |
| Best Year | 11.35% | 38.02% |
| Worst Year | -3.06% | 17.02% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.69% | -0.67% |
| Avg. Up Week | 3.68% | 7.39% |
| Avg. Down Week | -0.21% | -5.24% |
| Avg. Up Month | 4.8% | 11.91% |
| Avg. Down Month | -0.16% | -8.73% |
| Win Days % | 47.62% | 51.9% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |