| Metric | 11390924:btcusd:triple_med_gx:lsma110_100 | 11390924:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 6.94% | 61.52% |
| Max Drawdown | -8.54% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.43 | 0.86 |
| Payoff Ratio | 1.0 | 1.03 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 71.15 | 2.73 |
| Outlier Loss Ratio | 3.08 | 2.73 |
| Volatility (ann.) | 5.96% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.79 | 2.02 |
| Skew | -0.96 | 0.21 |
| Kurtosis | 66.48 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.52% | 3.76% |
| Expected Yearly % | 3.41% | 27.09% |
| Kelly Criterion | 3.65% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11390924:BTCUSD | 11390924:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.76 | 0.05 | - |
| 2025 | 17.02 | 5.09 | 0.30 | - |
| Metric | 11390924:btcusd:triple_med_gx:lsma110_100 | 11390924:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.46% | 31.76% |
| 6M | -1.8% | 12.25% |
| YTD | 5.09% | 17.02% |
| 1Y | 6.94% | 57.19% |
| 3Y (ann.) | 6.75% | 59.47% |
| 5Y (ann.) | 6.75% | 59.47% |
| Metric | 11390924:btcusd:triple_med_gx:lsma110_100 | 11390924:BTCUSD |
|---|---|---|
| Max Drawdown | -8.54% | -29.51% |
| Longest DD Days | 107.0 | 144.0 |
| Avg. Drawdown | -3.75% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | 0.81 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-24 | 2025-06-11 | -8.54 | 107 |
| 2024-12-17 | 2025-02-19 | -7.34 | 64 |
| 2024-06-17 | 2024-08-21 | -6.02 | 65 |
| 2024-08-22 | 2024-09-18 | -1.93 | 27 |
| 2024-09-19 | 2024-11-11 | -1.58 | 52 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-12-17 | 2024-12-17 | -0.18 | 0 |
| Metric | 11390924:btcusd:triple_med_gx:lsma110_100 | 11390924:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 5.98% | 18.93% |
| Worst Week | -6.56% | -12.33% |
| Best Month | 7.48% | 37.42% |
| Worst Month | -6.56% | -17.69% |
| Best Year | 5.09% | 38.02% |
| Worst Year | 1.76% | 17.02% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 2.85% | 8.5% |
| Avg. Down Week | -3.18% | -4.77% |
| Avg. Up Month | 5.42% | 16.4% |
| Avg. Down Month | -3.69% | -7.59% |
| Win Days % | 51.79% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 47.62% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |