| Metric | 11389854:btcusd:triple_med_gx:lsma110_95 | 11389854:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 1.94% | 61.52% |
| Max Drawdown | -5.18% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.25 | 0.86 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 148.28 | 2.43 |
| Outlier Loss Ratio | 3.5 | 2.33 |
| Volatility (ann.) | 3.45% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.36 | 2.02 |
| Skew | 4.31 | 0.21 |
| Kurtosis | 112.83 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.15% | 3.76% |
| Expected Yearly % | 0.96% | 27.09% |
| Kelly Criterion | 0.72% | 13.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11389854:BTCUSD | 11389854:btcusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.11 | -0.00 | - |
| 2025 | 17.02 | 2.05 | 0.12 | - |
| Metric | 11389854:btcusd:triple_med_gx:lsma110_95 | 11389854:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.68% | 31.76% |
| 6M | 2.05% | 12.25% |
| YTD | 2.05% | 17.02% |
| 1Y | 1.94% | 57.19% |
| 3Y (ann.) | 1.89% | 59.47% |
| 5Y (ann.) | 1.89% | 59.47% |
| Metric | 11389854:btcusd:triple_med_gx:lsma110_95 | 11389854:BTCUSD |
|---|---|---|
| Max Drawdown | -5.18% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -3.1% | -4.82% |
| Avg. Drawdown Days | 96.0 | 14.0 |
| Recovery Factor | 0.37 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-03-19 | -5.18 | 206 |
| 2025-03-20 | 2025-06-11 | -3.94 | 83 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11389854:btcusd:triple_med_gx:lsma110_95 | 11389854:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 3.29% | 18.93% |
| Worst Week | -2.24% | -12.33% |
| Best Month | 3.29% | 37.42% |
| Worst Month | -2.24% | -17.69% |
| Best Year | 2.05% | 38.02% |
| Worst Year | -0.11% | 17.02% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.64% | -0.66% |
| Avg. Up Week | 0.94% | 7.12% |
| Avg. Down Week | -1.74% | -5.24% |
| Avg. Up Month | 1.03% | 9.51% |
| Avg. Down Month | -2.24% | -8.73% |
| Win Days % | 45.0% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |