| Metric | 11403250:btcusd:triple_med_gx:lsma110_140 | 11403250:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 6.3% | 61.16% |
| Max Drawdown | -4.59% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.66 | 0.85 |
| Payoff Ratio | 1.31 | 1.31 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.77 | 0.75 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 103.24 | 2.44 |
| Outlier Loss Ratio | 3.94 | 2.46 |
| Volatility (ann.) | 4.45% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.34 | 2.0 |
| Skew | 6.13 | 0.21 |
| Kurtosis | 111.74 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.47% | 3.74% |
| Expected Yearly % | 3.1% | 26.95% |
| Kelly Criterion | 5.33% | 15.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.13% |
| Expected Shortfall (cVaR) | -0.38% | -2.13% |
| Year | 11403250:BTCUSD | 11403250:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.87 | 0.23 | - |
| 2025 | 16.76 | -2.36 | -0.14 | - |
| Metric | 11403250:btcusd:triple_med_gx:lsma110_140 | 11403250:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | -4.11% | 31.46% |
| 6M | 1.55% | 12.77% |
| YTD | -2.36% | 16.76% |
| 1Y | 6.3% | 56.84% |
| 3Y (ann.) | 6.13% | 59.12% |
| 5Y (ann.) | 6.13% | 59.12% |
| Metric | 11403250:btcusd:triple_med_gx:lsma110_140 | 11403250:BTCUSD |
|---|---|---|
| Max Drawdown | -4.59% | -29.51% |
| Longest DD Days | 87.0 | 144.0 |
| Avg. Drawdown | -1.71% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.37 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-15 | 2025-06-11 | -4.59 | 87 |
| 2025-02-14 | 2025-03-11 | -3.49 | 24 |
| 2024-08-13 | 2024-10-15 | -2.11 | 62 |
| 2024-07-01 | 2024-07-05 | -1.75 | 3 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2025-01-03 | 2025-02-14 | -1.34 | 41 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-07-06 | 2024-08-12 | -0.84 | 37 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| Metric | 11403250:btcusd:triple_med_gx:lsma110_140 | 11403250:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -2.51% | -9.32% |
| Best Week | 4.0% | 18.93% |
| Worst Week | -2.66% | -12.33% |
| Best Month | 4.0% | 37.42% |
| Worst Month | -1.7% | -17.69% |
| Best Year | 8.87% | 38.02% |
| Worst Year | -2.36% | 16.76% |
| Avg. Up Day | 0.8% | 0.84% |
| Avg. Down Day | -0.61% | -0.64% |
| Avg. Up Week | 0.71% | 7.65% |
| Avg. Down Week | -1.18% | -2.44% |
| Avg. Up Month | 1.02% | 24.15% |
| Avg. Down Month | -1.7% | -17.69% |
| Win Days % | 46.34% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |