| Metric | 11381534:btcusd:triple_med_gx:lsma100_65 | 11381534:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 19.61% | 61.52% |
| Max Drawdown | -14.38% | -29.51% |
| Sharpe | 0.72 | 0.59 |
| Sortino | 1.16 | 0.86 |
| Payoff Ratio | 1.43 | 1.27 |
| Profit Factor | 1.47 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.02 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 62.56 | 2.9 |
| Outlier Loss Ratio | 3.58 | 2.5 |
| Volatility (ann.) | 6.33% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.32 | 2.02 |
| Skew | 1.19 | 0.21 |
| Kurtosis | 59.69 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.39% | 3.76% |
| Expected Yearly % | 9.37% | 27.09% |
| Kelly Criterion | 13.02% | 14.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11381534:BTCUSD | 11381534:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.93 | 0.45 | - |
| 2025 | 17.02 | 2.29 | 0.13 | - |
| Metric | 11381534:btcusd:triple_med_gx:lsma100_65 | 11381534:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.14% | 31.76% |
| 6M | 2.29% | 12.25% |
| YTD | 2.29% | 17.02% |
| 1Y | 19.61% | 57.19% |
| 3Y (ann.) | 19.04% | 59.47% |
| 5Y (ann.) | 19.04% | 59.47% |
| Metric | 11381534:btcusd:triple_med_gx:lsma100_65 | 11381534:BTCUSD |
|---|---|---|
| Max Drawdown | -14.38% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -2.36% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.36 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-05-18 | -14.38 | 209 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-09-20 | 2024-10-18 | -0.93 | 28 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-09-17 | -0.23 | 24 |
| Metric | 11381534:btcusd:triple_med_gx:lsma100_65 | 11381534:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.71% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 8.71% | 37.42% |
| Worst Month | -6.27% | -17.69% |
| Best Year | 16.93% | 38.02% |
| Worst Year | 2.29% | 17.02% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.65% | -0.74% |
| Avg. Up Week | 3.14% | 7.97% |
| Avg. Down Week | -3.37% | -4.66% |
| Avg. Up Month | 2.78% | 8.92% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 48.84% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 69.23% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |