| Metric | 11401326:btcusd:triple_med_gx:lsma110_135 | 11401326:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 4.64% | 61.16% |
| Max Drawdown | -6.19% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.41 | 0.85 |
| Payoff Ratio | 1.03 | 1.13 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 104.99 | 2.71 |
| Outlier Loss Ratio | 3.77 | 2.49 |
| Volatility (ann.) | 4.61% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.73 | 2.0 |
| Skew | 1.77 | 0.21 |
| Kurtosis | 103.43 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.35% | 3.74% |
| Expected Yearly % | 2.3% | 26.95% |
| Kelly Criterion | -5.93% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11401326:BTCUSD | 11401326:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.97 | 0.03 | - |
| 2025 | 16.76 | 3.64 | 0.22 | - |
| Metric | 11401326:btcusd:triple_med_gx:lsma110_135 | 11401326:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | 0.19% | 31.46% |
| 6M | 3.65% | 12.77% |
| YTD | 3.64% | 16.76% |
| 1Y | 4.87% | 56.84% |
| 3Y (ann.) | 4.52% | 59.12% |
| 5Y (ann.) | 4.52% | 59.12% |
| Metric | 11401326:btcusd:triple_med_gx:lsma110_135 | 11401326:BTCUSD |
|---|---|---|
| Max Drawdown | -6.19% | -29.51% |
| Longest DD Days | 301.0 | 144.0 |
| Avg. Drawdown | -2.54% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | 0.75 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-06-11 | -6.19 | 301 |
| 2024-07-01 | 2024-08-13 | -2.32 | 43 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-06-08 | 2024-06-30 | -0.67 | 22 |
| Metric | 11401326:btcusd:triple_med_gx:lsma110_135 | 11401326:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 3.02% | 18.93% |
| Worst Week | -2.64% | -12.33% |
| Best Month | 3.24% | 37.42% |
| Worst Month | -2.63% | -17.69% |
| Best Year | 3.64% | 38.02% |
| Worst Year | 0.97% | 16.76% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.76% | -0.73% |
| Avg. Up Week | 1.52% | 4.9% |
| Avg. Down Week | -0.42% | -3.17% |
| Avg. Up Month | 2.08% | 11.45% |
| Avg. Down Month | -1.4% | -9.88% |
| Win Days % | 46.15% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |