| Metric | 11399605:btcusd:triple_med_gx:lsma110_130 | 11399605:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 3.27% | 61.16% |
| Max Drawdown | -5.03% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.48 | 0.85 |
| Payoff Ratio | 1.13 | 1.35 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.77 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 161.85 | 2.27 |
| Outlier Loss Ratio | 4.46 | 2.17 |
| Volatility (ann.) | 2.86% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.63 | 2.0 |
| Skew | 2.98 | 0.21 |
| Kurtosis | 77.15 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.25% | 3.74% |
| Expected Yearly % | 1.62% | 26.95% |
| Kelly Criterion | -4.62% | 16.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.13% |
| Expected Shortfall (cVaR) | -0.24% | -2.13% |
| Year | 11399605:BTCUSD | 11399605:btcusd:triple_med_gx:lsma110_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.44 | 0.04 | - |
| 2025 | 16.76 | 1.80 | 0.11 | - |
| Metric | 11399605:btcusd:triple_med_gx:lsma110_130 | 11399605:BTCUSD |
|---|---|---|
| MTD | -1.21% | 4.16% |
| 3M | -1.59% | 31.46% |
| 6M | 1.1% | 12.77% |
| YTD | 1.8% | 16.76% |
| 1Y | 3.38% | 56.84% |
| 3Y (ann.) | 3.18% | 59.12% |
| 5Y (ann.) | 3.18% | 59.12% |
| Metric | 11399605:btcusd:triple_med_gx:lsma110_130 | 11399605:BTCUSD |
|---|---|---|
| Max Drawdown | -5.03% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -1.75% | -4.82% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | 0.65 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -5.03 | 184 |
| 2024-08-10 | 2024-10-14 | -1.21 | 65 |
| 2024-06-08 | 2024-06-30 | -0.56 | 22 |
| 2024-12-08 | 2024-12-08 | -0.18 | 0 |
| Metric | 11399605:btcusd:triple_med_gx:lsma110_130 | 11399605:BTCUSD |
|---|---|---|
| Best Day | 1.73% | 9.33% |
| Worst Day | -1.67% | -9.32% |
| Best Week | 3.73% | 18.93% |
| Worst Week | -2.64% | -12.33% |
| Best Month | 3.06% | 37.42% |
| Worst Month | -3.3% | -17.69% |
| Best Year | 1.8% | 38.02% |
| Worst Year | 1.44% | 16.76% |
| Avg. Up Day | 0.65% | 0.72% |
| Avg. Down Day | -0.57% | -0.53% |
| Avg. Up Week | 1.23% | 6.09% |
| Avg. Down Week | -0.28% | -3.28% |
| Avg. Up Month | 1.71% | 8.7% |
| Avg. Down Month | -1.39% | -9.88% |
| Win Days % | 44.44% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 41.18% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |