| Metric | 11386911:btcusd:triple_med_gx:lsma100_85 | 11386911:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 6.22% | 75.42% |
| Max Drawdown | -6.27% | -29.51% |
| Sharpe | 0.36 | 0.63 |
| Sortino | 0.6 | 0.92 |
| Payoff Ratio | 1.45 | 1.54 |
| Profit Factor | 1.32 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.85 | 0.88 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 129.48 | 2.45 |
| Outlier Loss Ratio | 3.39 | 2.29 |
| Volatility (ann.) | 3.91% | 24.55% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.88 | 2.19 |
| Skew | 3.58 | 0.2 |
| Kurtosis | 132.36 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.43% | 4.1% |
| Expected Yearly % | 3.06% | 32.45% |
| Kelly Criterion | 6.07% | 20.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.07% |
| Expected Shortfall (cVaR) | -0.33% | -2.07% |
| Year | 11386911:BTCUSD | 11386911:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.78 | 0.05 | - |
| 2025 | 27.10 | 4.36 | 0.16 | - |
| Metric | 11386911:btcusd:triple_med_gx:lsma100_85 | 11386911:BTCUSD |
|---|---|---|
| MTD | -0.9% | 10.71% |
| 3M | 0.2% | 41.88% |
| 6M | 4.36% | 22.91% |
| YTD | 4.36% | 27.1% |
| 1Y | 2.44% | 82.29% |
| 3Y (ann.) | 5.5% | 64.73% |
| 5Y (ann.) | 5.5% | 64.73% |
| Metric | 11386911:btcusd:triple_med_gx:lsma100_85 | 11386911:BTCUSD |
|---|---|---|
| Max Drawdown | -6.27% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.26% | -4.71% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 0.99 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-17 | -6.27 | 208 |
| 2025-05-19 | 2025-07-17 | -3.29 | 59 |
| 2024-07-15 | 2024-09-19 | -1.60 | 66 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-04-17 | 2025-05-18 | -1.00 | 31 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386911:btcusd:triple_med_gx:lsma100_85 | 11386911:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 4.15% | 18.93% |
| Worst Week | -2.18% | -12.33% |
| Best Month | 4.15% | 37.42% |
| Worst Month | -2.18% | -17.69% |
| Best Year | 4.36% | 38.02% |
| Worst Year | 1.78% | 27.1% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.65% | -0.62% |
| Avg. Up Week | 1.99% | 4.94% |
| Avg. Down Week | -1.33% | -5.24% |
| Avg. Up Month | 1.45% | 8.92% |
| Avg. Down Month | -0.65% | -8.73% |
| Win Days % | 44.44% | 51.89% |
| Win Month % | 62.5% | 64.29% |
| Win Week % | 55.56% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |