| Metric | 11386948:btcusd:triple_med_gx:lsma110_85 | 11386948:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 4.91% | 61.52% |
| Max Drawdown | -6.17% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.44 | 0.86 |
| Payoff Ratio | 1.2 | 1.22 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.7 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 83.64 | 2.61 |
| Outlier Loss Ratio | 3.62 | 2.56 |
| Volatility (ann.) | 4.88% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.77 | 2.02 |
| Skew | 3.75 | 0.21 |
| Kurtosis | 67.29 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.37% | 3.76% |
| Expected Yearly % | 2.43% | 27.09% |
| Kelly Criterion | 2.09% | 12.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11386948:BTCUSD | 11386948:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.37 | 0.14 | - |
| 2025 | 17.02 | -0.43 | -0.03 | - |
| Metric | 11386948:btcusd:triple_med_gx:lsma110_85 | 11386948:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.79% | 31.76% |
| 6M | -0.43% | 12.25% |
| YTD | -0.43% | 17.02% |
| 1Y | 4.91% | 57.19% |
| 3Y (ann.) | 4.78% | 59.47% |
| 5Y (ann.) | 4.78% | 59.47% |
| Metric | 11386948:btcusd:triple_med_gx:lsma110_85 | 11386948:BTCUSD |
|---|---|---|
| Max Drawdown | -6.17% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -2.24% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.8 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-20 | 2025-06-11 | -6.17 | 83 |
| 2024-09-20 | 2025-03-19 | -5.90 | 180 |
| 2024-08-26 | 2024-09-18 | -3.11 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11386948:btcusd:triple_med_gx:lsma110_85 | 11386948:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 6.11% | 18.93% |
| Worst Week | -3.23% | -12.33% |
| Best Month | 6.11% | 37.42% |
| Worst Month | -2.53% | -17.69% |
| Best Year | 5.37% | 38.02% |
| Worst Year | -0.43% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.68% | -0.67% |
| Avg. Up Week | 2.15% | 7.69% |
| Avg. Down Week | -2.54% | -5.24% |
| Avg. Up Month | 2.72% | 8.57% |
| Avg. Down Month | -2.03% | -8.73% |
| Win Days % | 46.67% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |