| Metric | 11392885:btcusd:triple_med_gx:lsma130_105 | 11392885:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 7.18% | 61.16% |
| Max Drawdown | -11.98% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.58 | 0.85 |
| Payoff Ratio | 1.04 | 0.99 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.72 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 104.0 | 2.55 |
| Outlier Loss Ratio | 3.21 | 2.37 |
| Volatility (ann.) | 4.43% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.58 | 2.0 |
| Skew | -1.25 | 0.21 |
| Kurtosis | 108.91 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.53% | 3.74% |
| Expected Yearly % | 3.53% | 26.95% |
| Kelly Criterion | 8.91% | 3.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11392885:BTCUSD | 11392885:btcusd:triple_med_gx:lsma130_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.49 | -0.12 | - |
| 2025 | 16.76 | 12.22 | 0.73 | - |
| Metric | 11392885:btcusd:triple_med_gx:lsma130_105 | 11392885:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.94% | 31.46% |
| 6M | 12.22% | 12.77% |
| YTD | 12.22% | 16.76% |
| 1Y | 7.18% | 56.84% |
| 3Y (ann.) | 6.98% | 59.12% |
| 5Y (ann.) | 6.98% | 59.12% |
| Metric | 11392885:btcusd:triple_med_gx:lsma130_105 | 11392885:BTCUSD |
|---|---|---|
| Max Drawdown | -11.98% | -29.51% |
| Longest DD Days | 250.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.82% |
| Avg. Drawdown Days | 76.0 | 14.0 |
| Recovery Factor | 0.6 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-03-23 | -11.98 | 250 |
| 2025-04-20 | 2025-04-21 | -1.30 | 1 |
| 2025-04-21 | 2025-06-11 | -0.83 | 51 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11392885:btcusd:triple_med_gx:lsma130_105 | 11392885:BTCUSD |
|---|---|---|
| Best Day | 2.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.8% | -12.33% |
| Best Month | 6.93% | 37.42% |
| Worst Month | -7.8% | -17.69% |
| Best Year | 12.22% | 38.02% |
| Worst Year | -4.49% | 16.76% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 3.79% | 8.4% |
| Avg. Down Week | -5.16% | -5.24% |
| Avg. Up Month | 3.13% | 9.45% |
| Avg. Down Month | -7.8% | -8.73% |
| Win Days % | 53.66% | 51.86% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |