| Metric | 11391196:btcusd:triple_med_gx:lsma110_100 | 11391196:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -7.2% | 61.52% |
| Max Drawdown | -11.54% | -29.51% |
| Sharpe | -0.32 | 0.59 |
| Sortino | -0.39 | 0.86 |
| Payoff Ratio | 0.89 | 0.88 |
| Profit Factor | 0.76 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.5 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 135.78 | 2.25 |
| Outlier Loss Ratio | 2.18 | 2.3 |
| Volatility (ann.) | 5.25% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.61 | 2.02 |
| Skew | -7.03 | 0.21 |
| Kurtosis | 191.0 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.57% | 3.76% |
| Expected Yearly % | -3.67% | 27.09% |
| Kelly Criterion | -24.39% | -2.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11391196:BTCUSD | 11391196:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.07 | 0.03 | - |
| 2025 | 17.02 | -8.18 | -0.48 | - |
| Metric | 11391196:btcusd:triple_med_gx:lsma110_100 | 11391196:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.43% | 31.76% |
| 6M | -8.18% | 12.25% |
| YTD | -8.18% | 17.02% |
| 1Y | -7.2% | 57.19% |
| 3Y (ann.) | -7.02% | 59.47% |
| 5Y (ann.) | -7.02% | 59.47% |
| Metric | 11391196:btcusd:triple_med_gx:lsma110_100 | 11391196:BTCUSD |
|---|---|---|
| Max Drawdown | -11.54% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -3.62% | -4.82% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | -0.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-14 | 2025-06-11 | -11.54 | 147 |
| 2024-09-20 | 2025-01-14 | -5.67 | 116 |
| 2024-08-25 | 2024-09-20 | -0.37 | 26 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-07-13 | 2024-07-14 | -0.18 | 0 |
| Metric | 11391196:btcusd:triple_med_gx:lsma110_100 | 11391196:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 1.78% | 18.93% |
| Worst Week | -10.17% | -12.33% |
| Best Month | 1.78% | 37.42% |
| Worst Month | -10.17% | -17.69% |
| Best Year | 1.07% | 38.02% |
| Worst Year | -8.18% | 17.02% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -1.1% | -1.15% |
| Avg. Up Week | 1.13% | 10.41% |
| Avg. Down Week | -3.54% | -7.61% |
| Avg. Up Month | 1.43% | 8.97% |
| Avg. Down Month | -3.58% | -9.5% |
| Win Days % | 41.51% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |