| Metric | 11391228:btcusd:triple_med_gx:lsma110_100 | 11391228:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 10.86% | 61.52% |
| Max Drawdown | -4.99% | -29.51% |
| Sharpe | 0.7 | 0.59 |
| Sortino | 1.65 | 0.86 |
| Payoff Ratio | 2.08 | 1.64 |
| Profit Factor | 1.94 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.78 | 0.93 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 135.85 | 2.27 |
| Outlier Loss Ratio | 4.03 | 2.17 |
| Volatility (ann.) | 3.66% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 2.11 | 2.02 |
| Skew | 9.74 | 0.21 |
| Kurtosis | 161.67 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.8% | 3.76% |
| Expected Yearly % | 5.29% | 27.09% |
| Kelly Criterion | 17.32% | 22.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11391228:BTCUSD | 11391228:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.31 | -0.06 | - |
| 2025 | 17.02 | 13.48 | 0.79 | - |
| Metric | 11391228:btcusd:triple_med_gx:lsma110_100 | 11391228:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.57% | 31.76% |
| 6M | 13.48% | 12.25% |
| YTD | 13.48% | 17.02% |
| 1Y | 10.86% | 57.19% |
| 3Y (ann.) | 10.55% | 59.47% |
| 5Y (ann.) | 10.55% | 59.47% |
| Metric | 11391228:btcusd:triple_med_gx:lsma110_100 | 11391228:BTCUSD |
|---|---|---|
| Max Drawdown | -4.99% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.16% | -4.82% |
| Avg. Drawdown Days | 54.0 | 14.0 |
| Recovery Factor | 2.18 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-01-13 | -4.99 | 183 |
| 2025-03-20 | 2025-04-22 | -3.44 | 33 |
| 2025-03-19 | 2025-03-19 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11391228:btcusd:triple_med_gx:lsma110_100 | 11391228:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -1.67% | -9.32% |
| Best Week | 7.03% | 18.93% |
| Worst Week | -1.12% | -12.33% |
| Best Month | 7.03% | 37.42% |
| Worst Month | -1.76% | -17.69% |
| Best Year | 13.48% | 38.02% |
| Worst Year | -2.31% | 17.02% |
| Avg. Up Day | 1.15% | 1.19% |
| Avg. Down Day | -0.55% | -0.73% |
| Avg. Up Week | 6.76% | 11.03% |
| Avg. Down Week | -0.01% | -5.24% |
| Avg. Up Month | 6.76% | 11.91% |
| Avg. Down Month | -0.22% | -5.41% |
| Win Days % | 44.19% | 51.9% |
| Win Month % | 28.57% | 61.54% |
| Win Week % | 25.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |