| Metric | 11391327:btcusd:triple_med_gx:lsma110_100 | 11391327:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 1.44% | 61.52% |
| Max Drawdown | -4.99% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.22 | 0.86 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 222.14 | 2.21 |
| Outlier Loss Ratio | 3.3 | 2.17 |
| Volatility (ann.) | 2.72% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.28 | 2.02 |
| Skew | 3.59 | 0.21 |
| Kurtosis | 169.26 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.11% | 3.76% |
| Expected Yearly % | 0.72% | 27.09% |
| Kelly Criterion | 0.71% | 4.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.13% |
| Expected Shortfall (cVaR) | -0.23% | -2.13% |
| Year | 11391327:BTCUSD | 11391327:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.79 | -0.02 | - |
| 2025 | 17.02 | 2.24 | 0.13 | - |
| Metric | 11391327:btcusd:triple_med_gx:lsma110_100 | 11391327:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.32% | 31.76% |
| 6M | 2.24% | 12.25% |
| YTD | 2.24% | 17.02% |
| 1Y | 1.44% | 57.19% |
| 3Y (ann.) | 1.4% | 59.47% |
| 5Y (ann.) | 1.4% | 59.47% |
| Metric | 11391327:btcusd:triple_med_gx:lsma110_100 | 11391327:BTCUSD |
|---|---|---|
| Max Drawdown | -4.99% | -29.51% |
| Longest DD Days | 83.0 | 144.0 |
| Avg. Drawdown | -1.64% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.29 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-19 | 2025-06-11 | -4.99 | 83 |
| 2024-10-25 | 2025-01-15 | -2.40 | 82 |
| 2024-09-22 | 2024-10-24 | -1.12 | 32 |
| 2024-08-26 | 2024-09-21 | -0.96 | 26 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| 2024-08-25 | 2024-08-25 | -0.18 | 0 |
| Metric | 11391327:btcusd:triple_med_gx:lsma110_100 | 11391327:BTCUSD |
|---|---|---|
| Best Day | 2.6% | 9.33% |
| Worst Day | -2.09% | -9.32% |
| Best Week | 3.61% | 18.93% |
| Worst Week | -3.63% | -12.33% |
| Best Month | 3.61% | 37.42% |
| Worst Month | -3.63% | -17.69% |
| Best Year | 2.24% | 38.02% |
| Worst Year | -0.79% | 17.02% |
| Avg. Up Day | 0.69% | 0.72% |
| Avg. Down Day | -0.64% | -0.71% |
| Avg. Up Week | 1.85% | 10.41% |
| Avg. Down Week | -0.78% | -5.24% |
| Avg. Up Month | 1.69% | 8.57% |
| Avg. Down Month | -2.02% | -5.41% |
| Win Days % | 48.72% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |