| Metric | 11386946:btcusd:triple_med_gx:lsma100_85 | 11386946:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 3.95% | 61.52% |
| Max Drawdown | -6.27% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.43 | 0.86 |
| Payoff Ratio | 1.21 | 1.25 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.66 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 119.03 | 2.53 |
| Outlier Loss Ratio | 3.59 | 2.39 |
| Volatility (ann.) | 3.97% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.61 | 2.02 |
| Skew | 4.63 | 0.21 |
| Kurtosis | 100.35 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.76% |
| Expected Yearly % | 1.96% | 27.09% |
| Kelly Criterion | 1.33% | 13.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.13% |
| Expected Shortfall (cVaR) | -0.34% | -2.13% |
| Year | 11386946:BTCUSD | 11386946:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.55 | 0.09 | - |
| 2025 | 17.02 | 0.39 | 0.02 | - |
| Metric | 11386946:btcusd:triple_med_gx:lsma100_85 | 11386946:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.12% | 31.76% |
| 6M | 0.39% | 12.25% |
| YTD | 0.39% | 17.02% |
| 1Y | 3.95% | 57.19% |
| 3Y (ann.) | 3.84% | 59.47% |
| 5Y (ann.) | 3.84% | 59.47% |
| Metric | 11386946:btcusd:triple_med_gx:lsma100_85 | 11386946:BTCUSD |
|---|---|---|
| Max Drawdown | -6.27% | -29.51% |
| Longest DD Days | 242.0 | 144.0 |
| Avg. Drawdown | -2.92% | -4.82% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | 0.63 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-05-21 | -6.27 | 242 |
| 2025-05-21 | 2025-06-11 | -5.07 | 21 |
| 2024-07-15 | 2024-09-18 | -1.87 | 65 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11386946:btcusd:triple_med_gx:lsma100_85 | 11386946:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 3.58% | 18.93% |
| Worst Week | -3.23% | -12.33% |
| Best Month | 3.58% | 37.42% |
| Worst Month | -2.18% | -17.69% |
| Best Year | 3.55% | 38.02% |
| Worst Year | 0.39% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.67% | -0.66% |
| Avg. Up Week | 2.12% | 7.41% |
| Avg. Down Week | -1.17% | -5.24% |
| Avg. Up Month | 2.49% | 6.72% |
| Avg. Down Month | -0.16% | -8.73% |
| Win Days % | 45.95% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |