| Metric | 11399826:btcusd:triple_med_gx:lsma100_130 | 11399826:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 16.85% | 61.16% |
| Max Drawdown | -6.23% | -29.51% |
| Sharpe | 0.7 | 0.59 |
| Sortino | 1.22 | 0.85 |
| Payoff Ratio | 1.37 | 1.21 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.96 | 0.69 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 67.89 | 2.89 |
| Outlier Loss Ratio | 4.18 | 2.63 |
| Volatility (ann.) | 5.65% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.63 | 2.0 |
| Skew | 3.44 | 0.21 |
| Kurtosis | 55.62 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.2% | 3.74% |
| Expected Yearly % | 8.1% | 26.95% |
| Kelly Criterion | 11.53% | 12.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11399826:BTCUSD | 11399826:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.69 | 0.33 | - |
| 2025 | 16.76 | 3.69 | 0.22 | - |
| Metric | 11399826:btcusd:triple_med_gx:lsma100_130 | 11399826:BTCUSD |
|---|---|---|
| MTD | 0.5% | 4.16% |
| 3M | 0.92% | 31.46% |
| 6M | 10.26% | 12.77% |
| YTD | 3.69% | 16.76% |
| 1Y | 16.88% | 56.84% |
| 3Y (ann.) | 16.36% | 59.12% |
| 5Y (ann.) | 16.36% | 59.12% |
| Metric | 11399826:btcusd:triple_med_gx:lsma100_130 | 11399826:BTCUSD |
|---|---|---|
| Max Drawdown | -6.23% | -29.51% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -1.41% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 2.71 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -6.23 | 95 |
| 2024-11-07 | 2024-12-15 | -3.24 | 38 |
| 2025-03-15 | 2025-06-11 | -2.40 | 87 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2025-03-07 | 2025-03-11 | -1.90 | 4 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-02-14 | 2025-03-06 | -1.35 | 20 |
| 2024-10-12 | 2024-10-14 | -1.26 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| Metric | 11399826:btcusd:triple_med_gx:lsma100_130 | 11399826:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -2.35% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -3.28% | -12.33% |
| Best Month | 5.34% | 37.42% |
| Worst Month | -3.63% | -17.69% |
| Best Year | 12.69% | 38.02% |
| Worst Year | 3.69% | 16.76% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.6% | -0.7% |
| Avg. Up Week | 1.88% | 6.86% |
| Avg. Down Week | -0.93% | -3.97% |
| Avg. Up Month | 2.17% | 13.44% |
| Avg. Down Month | -1.88% | -12.52% |
| Win Days % | 48.89% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |