| Metric | 11384139:btcusd:triple_med_gx:lsma100_75 | 11384139:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 15.13% | 61.52% |
| Max Drawdown | -7.3% | -29.51% |
| Sharpe | 0.67 | 0.59 |
| Sortino | 1.18 | 0.86 |
| Payoff Ratio | 1.42 | 1.33 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.07 | 0.76 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 77.11 | 2.61 |
| Outlier Loss Ratio | 3.62 | 2.44 |
| Volatility (ann.) | 5.3% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.01 | 2.02 |
| Skew | 3.71 | 0.21 |
| Kurtosis | 79.67 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.09% | 3.76% |
| Expected Yearly % | 7.3% | 27.09% |
| Kelly Criterion | 14.69% | 15.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11384139:BTCUSD | 11384139:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.59 | 0.25 | - |
| 2025 | 17.02 | 5.05 | 0.30 | - |
| Metric | 11384139:btcusd:triple_med_gx:lsma100_75 | 11384139:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.73% | 31.76% |
| 6M | 5.05% | 12.25% |
| YTD | 5.05% | 17.02% |
| 1Y | 15.13% | 57.19% |
| 3Y (ann.) | 14.7% | 59.47% |
| 5Y (ann.) | 14.7% | 59.47% |
| Metric | 11384139:btcusd:triple_med_gx:lsma100_75 | 11384139:BTCUSD |
|---|---|---|
| Max Drawdown | -7.3% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -1.52% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 2.07 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -7.30 | 264 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-25 | 2024-09-18 | -1.14 | 24 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-23 | 2024-08-23 | -0.22 | 0 |
| 2024-08-22 | 2024-08-22 | -0.18 | 0 |
| Metric | 11384139:btcusd:triple_med_gx:lsma100_75 | 11384139:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 6.32% | 18.93% |
| Worst Week | -4.38% | -12.33% |
| Best Month | 6.27% | 37.42% |
| Worst Month | -4.38% | -17.69% |
| Best Year | 9.59% | 38.02% |
| Worst Year | 5.05% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.63% | -0.67% |
| Avg. Up Week | 2.92% | 7.76% |
| Avg. Down Week | -2.21% | -5.24% |
| Avg. Up Month | 2.95% | 7.82% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 70.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |