| Metric | 11388348:btcusd:triple_med_gx:lsma110_90 | 11388348:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 9.29% | 61.52% |
| Max Drawdown | -5.19% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.96 | 0.86 |
| Payoff Ratio | 1.45 | 1.3 |
| Profit Factor | 1.4 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.96 | 0.74 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 101.27 | 2.54 |
| Outlier Loss Ratio | 3.65 | 2.36 |
| Volatility (ann.) | 4.39% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.74 | 2.02 |
| Skew | 5.52 | 0.21 |
| Kurtosis | 90.6 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.69% | 3.76% |
| Expected Yearly % | 4.54% | 27.09% |
| Kelly Criterion | 11.14% | 14.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11388348:BTCUSD | 11388348:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.63 | 0.04 | - |
| 2025 | 17.02 | 7.54 | 0.44 | - |
| Metric | 11388348:btcusd:triple_med_gx:lsma110_90 | 11388348:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.8% | 31.76% |
| 6M | 7.54% | 12.25% |
| YTD | 7.54% | 17.02% |
| 1Y | 9.29% | 57.19% |
| 3Y (ann.) | 9.03% | 59.47% |
| 5Y (ann.) | 9.03% | 59.47% |
| Metric | 11388348:btcusd:triple_med_gx:lsma110_90 | 11388348:BTCUSD |
|---|---|---|
| Max Drawdown | -5.19% | -29.51% |
| Longest DD Days | 117.0 | 144.0 |
| Avg. Drawdown | -1.82% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.79 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-20 | 2025-05-19 | -5.19 | 60 |
| 2024-09-20 | 2025-01-15 | -4.41 | 117 |
| 2025-03-17 | 2025-03-19 | -3.23 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-26 | 2024-09-19 | -0.96 | 24 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| 2024-08-24 | 2024-08-24 | -0.18 | 0 |
| Metric | 11388348:btcusd:triple_med_gx:lsma110_90 | 11388348:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -2.09% | -9.32% |
| Best Week | 3.61% | 18.93% |
| Worst Week | -1.41% | -12.33% |
| Best Month | 3.61% | 37.42% |
| Worst Month | -1.41% | -17.69% |
| Best Year | 7.54% | 38.02% |
| Worst Year | 1.63% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.6% | -0.69% |
| Avg. Up Week | 2.46% | 9.07% |
| Avg. Down Week | -0.95% | -5.24% |
| Avg. Up Month | 2.26% | 9.08% |
| Avg. Down Month | -0.42% | -5.41% |
| Win Days % | 47.44% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |