| Metric | 11387985:btcusd:triple_med_gx:lsma110_90 | 11387985:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -0.17% | 61.52% |
| Max Drawdown | -11.45% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.04 | 0.86 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.49 | 0.62 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 66.83 | 2.78 |
| Outlier Loss Ratio | 3.27 | 2.7 |
| Volatility (ann.) | 6.74% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.01 | 2.02 |
| Skew | 0.49 | 0.21 |
| Kurtosis | 66.88 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.01% | 3.76% |
| Expected Yearly % | -0.08% | 27.09% |
| Kelly Criterion | -6.63% | 7.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11387985:BTCUSD | 11387985:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.73 | -0.10 | - |
| 2025 | 17.02 | 3.70 | 0.22 | - |
| Metric | 11387985:btcusd:triple_med_gx:lsma110_90 | 11387985:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.3% | 31.76% |
| 6M | -6.08% | 12.25% |
| YTD | 3.7% | 17.02% |
| 1Y | -0.04% | 57.19% |
| 3Y (ann.) | -0.17% | 59.47% |
| 5Y (ann.) | -0.17% | 59.47% |
| Metric | 11387985:btcusd:triple_med_gx:lsma110_90 | 11387985:BTCUSD |
|---|---|---|
| Max Drawdown | -11.45% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -6.28% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.01 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -11.45 | 211 |
| 2024-06-02 | 2024-11-11 | -7.34 | 162 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11387985:btcusd:triple_med_gx:lsma110_90 | 11387985:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 9.61% | 18.93% |
| Worst Week | -9.43% | -12.33% |
| Best Month | 9.61% | 37.42% |
| Worst Month | -9.43% | -17.69% |
| Best Year | 3.7% | 38.02% |
| Worst Year | -3.73% | 17.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 3.87% | 8.28% |
| Avg. Down Week | -4.64% | -3.26% |
| Avg. Up Month | 4.73% | 16.4% |
| Avg. Down Month | -3.54% | -5.35% |
| Win Days % | 44.19% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |