| Metric | 11385522:btcusd:triple_med_gx:lsma100_80 | 11385522:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 12.29% | 61.52% |
| Max Drawdown | -5.69% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 0.99 | 0.86 |
| Payoff Ratio | 1.46 | 1.4 |
| Profit Factor | 1.42 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.99 | 0.8 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 81.93 | 2.61 |
| Outlier Loss Ratio | 3.42 | 2.51 |
| Volatility (ann.) | 5.25% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.1 | 2.02 |
| Skew | 3.97 | 0.21 |
| Kurtosis | 82.78 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.9% | 3.76% |
| Expected Yearly % | 5.97% | 27.09% |
| Kelly Criterion | 11.8% | 17.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11385522:BTCUSD | 11385522:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.75 | 0.28 | - |
| 2025 | 17.02 | 1.39 | 0.08 | - |
| Metric | 11385522:btcusd:triple_med_gx:lsma100_80 | 11385522:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.62% | 31.76% |
| 6M | 1.39% | 12.25% |
| YTD | 1.39% | 17.02% |
| 1Y | 12.29% | 57.19% |
| 3Y (ann.) | 11.94% | 59.47% |
| 5Y (ann.) | 11.94% | 59.47% |
| Metric | 11385522:btcusd:triple_med_gx:lsma100_80 | 11385522:BTCUSD |
|---|---|---|
| Max Drawdown | -5.69% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -1.75% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 2.16 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -5.69 | 180 |
| 2025-05-19 | 2025-06-11 | -5.56 | 23 |
| 2024-08-25 | 2024-09-18 | -1.44 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-04-17 | 2025-05-18 | -1.00 | 31 |
| 2024-07-15 | 2024-08-23 | -0.95 | 39 |
| 2025-04-16 | 2025-04-17 | -0.83 | 0 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2025-04-16 | 2025-04-16 | -0.18 | 0 |
| Metric | 11385522:btcusd:triple_med_gx:lsma100_80 | 11385522:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 5.32% | 18.93% |
| Worst Week | -4.29% | -12.33% |
| Best Month | 5.04% | 37.42% |
| Worst Month | -4.29% | -17.69% |
| Best Year | 10.75% | 38.02% |
| Worst Year | 1.39% | 17.02% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.68% | -0.72% |
| Avg. Up Week | 3.73% | 5.97% |
| Avg. Down Week | -1.03% | -5.24% |
| Avg. Up Month | 2.77% | 8.19% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.67% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |