| Metric | 11401493:btcusd:triple_med_gx:lsma110_135 | 11401493:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -0.07% | 61.16% |
| Max Drawdown | -7.42% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.03 | 0.85 |
| Payoff Ratio | 1.19 | 1.22 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.5 | 0.69 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 126.14 | 2.31 |
| Outlier Loss Ratio | 3.92 | 2.39 |
| Volatility (ann.) | 4.05% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.01 | 2.0 |
| Skew | 5.38 | 0.21 |
| Kurtosis | 130.96 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.01% | 3.74% |
| Expected Yearly % | -0.04% | 26.95% |
| Kelly Criterion | -7.87% | 12.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.13% |
| Expected Shortfall (cVaR) | -0.35% | -2.13% |
| Year | 11401493:BTCUSD | 11401493:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.07 | 0.08 | - |
| 2025 | 16.76 | -3.05 | -0.18 | - |
| Metric | 11401493:btcusd:triple_med_gx:lsma110_135 | 11401493:BTCUSD |
|---|---|---|
| MTD | 0.5% | 4.16% |
| 3M | -6.27% | 31.46% |
| 6M | -2.37% | 12.77% |
| YTD | -3.05% | 16.76% |
| 1Y | -0.07% | 56.84% |
| 3Y (ann.) | -0.07% | 59.12% |
| 5Y (ann.) | -0.07% | 59.12% |
| Metric | 11401493:btcusd:triple_med_gx:lsma110_135 | 11401493:BTCUSD |
|---|---|---|
| Max Drawdown | -7.42% | -29.51% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -2.81% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-15 | 2025-06-11 | -7.42 | 87 |
| 2024-12-16 | 2025-02-14 | -2.71 | 60 |
| 2024-08-13 | 2024-12-15 | -2.52 | 124 |
| 2025-02-14 | 2025-03-11 | -1.96 | 24 |
| 2024-07-01 | 2024-08-12 | -1.96 | 41 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| Metric | 11401493:btcusd:triple_med_gx:lsma110_135 | 11401493:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -2.51% | -9.32% |
| Best Week | 3.63% | 18.93% |
| Worst Week | -2.66% | -12.33% |
| Best Month | 3.09% | 37.42% |
| Worst Month | -2.97% | -17.69% |
| Best Year | 3.07% | 38.02% |
| Worst Year | -3.05% | 16.76% |
| Avg. Up Day | 0.76% | 0.8% |
| Avg. Down Day | -0.64% | -0.65% |
| Avg. Up Week | 0.59% | 7.0% |
| Avg. Down Week | -0.57% | -3.66% |
| Avg. Up Month | 0.72% | 17.49% |
| Avg. Down Month | -0.14% | -17.69% |
| Win Days % | 41.33% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |