| Metric | 11384075:btcusd:triple_med_gx:lsma110_75 | 11384075:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 18.79% | 61.52% |
| Max Drawdown | -5.98% | -29.51% |
| Sharpe | 0.69 | 0.59 |
| Sortino | 1.17 | 0.86 |
| Payoff Ratio | 1.27 | 1.28 |
| Profit Factor | 1.4 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.9 | 0.73 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 57.71 | 2.9 |
| Outlier Loss Ratio | 3.72 | 2.71 |
| Volatility (ann.) | 6.33% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.05 | 2.02 |
| Skew | 2.49 | 0.21 |
| Kurtosis | 49.8 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.33% | 3.76% |
| Expected Yearly % | 8.99% | 27.09% |
| Kelly Criterion | 11.88% | 14.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11384075:BTCUSD | 11384075:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.71 | 0.31 | - |
| 2025 | 17.02 | 6.34 | 0.37 | - |
| Metric | 11384075:btcusd:triple_med_gx:lsma110_75 | 11384075:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.78% | 31.76% |
| 6M | 6.34% | 12.25% |
| YTD | 6.34% | 17.02% |
| 1Y | 18.79% | 57.19% |
| 3Y (ann.) | 18.24% | 59.47% |
| 5Y (ann.) | 18.24% | 59.47% |
| Metric | 11384075:btcusd:triple_med_gx:lsma110_75 | 11384075:BTCUSD |
|---|---|---|
| Max Drawdown | -5.98% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -2.01% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 3.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-01-14 | -5.98 | 116 |
| 2025-03-20 | 2025-04-22 | -5.92 | 33 |
| 2025-05-22 | 2025-06-11 | -4.10 | 19 |
| 2025-03-15 | 2025-03-19 | -3.53 | 4 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-25 | 2024-09-18 | -1.03 | 24 |
| 2024-07-14 | 2024-08-21 | -1.01 | 38 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11384075:btcusd:triple_med_gx:lsma110_75 | 11384075:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 6.65% | 37.42% |
| Worst Month | -3.3% | -17.69% |
| Best Year | 11.71% | 38.02% |
| Worst Year | 6.34% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.68% | -0.68% |
| Avg. Up Week | 4.8% | 10.1% |
| Avg. Down Week | -0.78% | -5.24% |
| Avg. Up Month | 4.07% | 8.57% |
| Avg. Down Month | -0.27% | -2.09% |
| Win Days % | 50.68% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |