| Metric | 11403030:btcusd:triple_med_gx:lsma100_140 | 11403030:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 3.98% | 61.16% |
| Max Drawdown | -8.14% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.27 | 0.85 |
| Payoff Ratio | 1.11 | 0.97 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 67.1 | 2.87 |
| Outlier Loss Ratio | 3.47 | 2.63 |
| Volatility (ann.) | 6.04% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.48 | 2.0 |
| Skew | 0.36 | 0.21 |
| Kurtosis | 50.55 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.74% |
| Expected Yearly % | 1.97% | 26.95% |
| Kelly Criterion | -2.03% | 2.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11403030:BTCUSD | 11403030:btcusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.47 | 0.01 | - |
| 2025 | 16.76 | 3.49 | 0.21 | - |
| Metric | 11403030:btcusd:triple_med_gx:lsma100_140 | 11403030:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.16% |
| 3M | 7.46% | 31.46% |
| 6M | 4.13% | 12.77% |
| YTD | 3.49% | 16.76% |
| 1Y | 5.23% | 56.84% |
| 3Y (ann.) | 3.87% | 59.12% |
| 5Y (ann.) | 3.87% | 59.12% |
| Metric | 11403030:btcusd:triple_med_gx:lsma100_140 | 11403030:BTCUSD |
|---|---|---|
| Max Drawdown | -8.14% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.89% | -4.82% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | 0.49 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-11-06 | -8.14 | 128 |
| 2024-12-09 | 2025-06-09 | -6.43 | 182 |
| 2024-06-05 | 2024-06-30 | -2.02 | 25 |
| 2024-12-06 | 2024-12-08 | -1.81 | 2 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| Metric | 11403030:btcusd:triple_med_gx:lsma100_140 | 11403030:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 4.03% | 18.93% |
| Worst Week | -3.24% | -12.33% |
| Best Month | 4.03% | 37.42% |
| Worst Month | -2.66% | -17.69% |
| Best Year | 3.49% | 38.02% |
| Worst Year | 0.47% | 16.76% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.75% | -0.88% |
| Avg. Up Week | 1.73% | 7.71% |
| Avg. Down Week | -0.98% | -3.61% |
| Avg. Up Month | 1.81% | 13.44% |
| Avg. Down Month | -1.7% | -9.88% |
| Win Days % | 46.43% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |