| Metric | 11392879:btcusd:triple_med_gx:lsma100_105 | 11392879:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 4.91% | 61.16% |
| Max Drawdown | -1.82% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 1.13 | 0.85 |
| Payoff Ratio | 2.29 | 1.51 |
| Profit Factor | 1.91 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.71 | 0.86 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 273.58 | 2.14 |
| Outlier Loss Ratio | 4.68 | 2.07 |
| Volatility (ann.) | 2.19% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 2.63 | 2.0 |
| Skew | 9.25 | 0.21 |
| Kurtosis | 210.4 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.37% | 3.74% |
| Expected Yearly % | 2.43% | 26.95% |
| Kelly Criterion | 12.58% | 20.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -2.13% |
| Expected Shortfall (cVaR) | -0.19% | -2.13% |
| Year | 11392879:BTCUSD | 11392879:btcusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.43 | 0.04 | - |
| 2025 | 16.76 | 3.43 | 0.20 | - |
| Metric | 11392879:btcusd:triple_med_gx:lsma100_105 | 11392879:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.53% | 31.46% |
| 6M | 3.43% | 12.77% |
| YTD | 3.43% | 16.76% |
| 1Y | 5.01% | 56.84% |
| 3Y (ann.) | 4.78% | 59.12% |
| 5Y (ann.) | 4.78% | 59.12% |
| Metric | 11392879:btcusd:triple_med_gx:lsma100_105 | 11392879:BTCUSD |
|---|---|---|
| Max Drawdown | -1.82% | -29.51% |
| Longest DD Days | 129.0 | 144.0 |
| Avg. Drawdown | -0.74% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 2.7 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2024-08-06 | -1.82 | 57 |
| 2024-12-03 | 2025-04-11 | -1.81 | 129 |
| 2024-09-09 | 2024-09-10 | -0.37 | 0 |
| 2024-10-10 | 2024-10-10 | -0.18 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11392879:btcusd:triple_med_gx:lsma100_105 | 11392879:BTCUSD |
|---|---|---|
| Best Day | 2.14% | 9.33% |
| Worst Day | -1.32% | -9.32% |
| Best Week | 3.53% | 18.93% |
| Worst Week | -0.66% | -12.33% |
| Best Month | 3.53% | 37.42% |
| Worst Month | -0.66% | -17.69% |
| Best Year | 3.43% | 38.02% |
| Worst Year | 1.43% | 16.76% |
| Avg. Up Day | 1.14% | 1.26% |
| Avg. Down Day | -0.5% | -0.84% |
| Avg. Up Week | 0.79% | 6.46% |
| Avg. Down Week | -0.09% | -5.31% |
| Avg. Up Month | 1.7% | 10.79% |
| Avg. Down Month | -0.28% | -9.42% |
| Win Days % | 39.13% | 51.86% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |