| Metric | 11389474:btcusd:triple_med_gx:lsma100_95 | 11389474:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 9.98% | 61.52% |
| Max Drawdown | -4.21% | -29.51% |
| Sharpe | 0.75 | 0.59 |
| Sortino | 1.49 | 0.86 |
| Payoff Ratio | 1.64 | 1.14 |
| Profit Factor | 2.23 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.88 | 0.65 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 170.04 | 2.29 |
| Outlier Loss Ratio | 4.54 | 2.17 |
| Volatility (ann.) | 3.13% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 2.3 | 2.02 |
| Skew | 7.03 | 0.21 |
| Kurtosis | 209.33 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.73% | 3.76% |
| Expected Yearly % | 4.87% | 27.09% |
| Kelly Criterion | 21.63% | 9.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.13% |
| Expected Shortfall (cVaR) | -0.26% | -2.13% |
| Year | 11389474:BTCUSD | 11389474:btcusd:triple_med_gx:lsma100_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.58 | 0.09 | - |
| 2025 | 17.02 | 6.18 | 0.36 | - |
| Metric | 11389474:btcusd:triple_med_gx:lsma100_95 | 11389474:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.32% | 31.76% |
| 6M | 1.88% | 12.25% |
| YTD | 6.18% | 17.02% |
| 1Y | 9.98% | 57.19% |
| 3Y (ann.) | 9.7% | 59.47% |
| 5Y (ann.) | 9.7% | 59.47% |
| Metric | 11389474:btcusd:triple_med_gx:lsma100_95 | 11389474:BTCUSD |
|---|---|---|
| Max Drawdown | -4.21% | -29.51% |
| Longest DD Days | 141.0 | 144.0 |
| Avg. Drawdown | -0.76% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 2.37 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-07 | -4.21 | 141 |
| 2024-08-20 | 2024-08-21 | -0.23 | 0 |
| 2024-07-10 | 2024-07-11 | -0.18 | 0 |
| 2024-09-18 | 2024-09-18 | -0.18 | 0 |
| 2024-10-19 | 2024-10-19 | -0.18 | 0 |
| 2024-11-11 | 2024-11-11 | -0.18 | 0 |
| 2025-05-22 | 2025-05-22 | -0.18 | 0 |
| Metric | 11389474:btcusd:triple_med_gx:lsma100_95 | 11389474:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -2.6% | -9.32% |
| Best Week | 4.49% | 18.93% |
| Worst Week | -4.04% | -12.33% |
| Best Month | 4.49% | 37.42% |
| Worst Month | -4.04% | -17.69% |
| Best Year | 6.18% | 38.02% |
| Worst Year | 3.58% | 17.02% |
| Avg. Up Day | 0.88% | 0.96% |
| Avg. Down Day | -0.54% | -0.84% |
| Avg. Up Week | 1.53% | 7.07% |
| Avg. Down Week | -4.04% | -3.61% |
| Avg. Up Month | 1.69% | 13.38% |
| Avg. Down Month | -4.04% | -3.23% |
| Win Days % | 51.28% | 51.9% |
| Win Month % | 90.91% | 61.54% |
| Win Week % | 78.57% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |