| Metric | 11390985:btcusd:triple_med_gx:lsma105_100 | 11390985:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 5.08% | 61.52% |
| Max Drawdown | -4.61% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.53 | 0.86 |
| Payoff Ratio | 1.3 | 1.18 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 160.79 | 2.16 |
| Outlier Loss Ratio | 3.84 | 2.17 |
| Volatility (ann.) | 3.88% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.07 | 2.02 |
| Skew | 3.45 | 0.21 |
| Kurtosis | 346.46 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.38% | 3.76% |
| Expected Yearly % | 2.51% | 27.09% |
| Kelly Criterion | -5.27% | 11.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11390985:BTCUSD | 11390985:btcusd:triple_med_gx:lsma105_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.60 | 0.15 | - |
| 2025 | 17.02 | -0.49 | -0.03 | - |
| Metric | 11390985:btcusd:triple_med_gx:lsma105_100 | 11390985:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.46% | 31.76% |
| 6M | -1.98% | 12.25% |
| YTD | -0.49% | 17.02% |
| 1Y | 5.08% | 57.19% |
| 3Y (ann.) | 4.94% | 59.47% |
| 5Y (ann.) | 4.94% | 59.47% |
| Metric | 11390985:btcusd:triple_med_gx:lsma105_100 | 11390985:BTCUSD |
|---|---|---|
| Max Drawdown | -4.61% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -1.66% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | 1.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-11 | -4.61 | 174 |
| 2024-09-19 | 2024-11-11 | -2.17 | 53 |
| 2024-11-12 | 2024-12-18 | -0.69 | 36 |
| 2024-07-05 | 2024-08-21 | -0.67 | 46 |
| 2024-09-19 | 2024-09-19 | -0.18 | 0 |
| Metric | 11390985:btcusd:triple_med_gx:lsma105_100 | 11390985:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 4.04% | 18.93% |
| Worst Week | -1.75% | -12.33% |
| Best Month | 4.04% | 37.42% |
| Worst Month | -1.75% | -17.69% |
| Best Year | 5.6% | 38.02% |
| Worst Year | -0.49% | 17.02% |
| Avg. Up Day | 1.03% | 1.1% |
| Avg. Down Day | -0.79% | -0.93% |
| Avg. Up Week | 2.21% | 8.17% |
| Avg. Down Week | -0.76% | -4.14% |
| Avg. Up Month | 1.99% | 18.63% |
| Avg. Down Month | -1.62% | -2.66% |
| Win Days % | 40.48% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |