| Metric | 11388312:btcusd:triple_med_gx:lsma100_90 | 11388312:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 3.77% | 61.52% |
| Max Drawdown | -7.03% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.57 | 0.86 |
| Payoff Ratio | 1.53 | 1.45 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.86 | 0.83 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 178.03 | 2.23 |
| Outlier Loss Ratio | 4.26 | 2.17 |
| Volatility (ann.) | 3.13% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.52 | 2.02 |
| Skew | 8.9 | 0.21 |
| Kurtosis | 205.46 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.28% | 3.76% |
| Expected Yearly % | 1.87% | 27.09% |
| Kelly Criterion | 5.58% | 18.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.13% |
| Expected Shortfall (cVaR) | -0.27% | -2.13% |
| Year | 11388312:BTCUSD | 11388312:btcusd:triple_med_gx:lsma100_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.08 | -0.03 | - |
| 2025 | 17.02 | 4.90 | 0.29 | - |
| Metric | 11388312:btcusd:triple_med_gx:lsma100_90 | 11388312:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.74% | 31.76% |
| 6M | 4.9% | 12.25% |
| YTD | 4.9% | 17.02% |
| 1Y | 3.77% | 57.19% |
| 3Y (ann.) | 3.66% | 59.47% |
| 5Y (ann.) | 3.66% | 59.47% |
| Metric | 11388312:btcusd:triple_med_gx:lsma100_90 | 11388312:BTCUSD |
|---|---|---|
| Max Drawdown | -7.03% | -29.51% |
| Longest DD Days | 290.0 | 144.0 |
| Avg. Drawdown | -2.51% | -4.82% |
| Avg. Drawdown Days | 97.0 | 14.0 |
| Recovery Factor | 0.54 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-06-11 | -7.03 | 290 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11388312:btcusd:triple_med_gx:lsma100_90 | 11388312:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -1.39% | -9.32% |
| Best Week | 4.31% | 18.93% |
| Worst Week | -3.1% | -12.33% |
| Best Month | 4.31% | 37.42% |
| Worst Month | -3.1% | -17.69% |
| Best Year | 4.9% | 38.02% |
| Worst Year | -1.08% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.51% | -0.55% |
| Avg. Up Week | 1.89% | 8.21% |
| Avg. Down Week | -1.62% | -5.24% |
| Avg. Up Month | 1.53% | 9.51% |
| Avg. Down Month | -0.15% | -8.73% |
| Win Days % | 42.86% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |