| Metric | 11391294:btcusd:triple_med_gx:lsma115_100 | 11391294:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 5.87% | 61.52% |
| Max Drawdown | -5.27% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.79 | 0.86 |
| Payoff Ratio | 1.55 | 1.38 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.96 | 0.79 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 147.0 | 2.44 |
| Outlier Loss Ratio | 4.11 | 2.3 |
| Volatility (ann.) | 3.41% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.08 | 2.02 |
| Skew | 6.59 | 0.21 |
| Kurtosis | 136.53 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.44% | 3.76% |
| Expected Yearly % | 2.89% | 27.09% |
| Kelly Criterion | 9.21% | 17.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.13% |
| Expected Shortfall (cVaR) | -0.29% | -2.13% |
| Year | 11391294:BTCUSD | 11391294:btcusd:triple_med_gx:lsma115_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.46 | -0.01 | - |
| 2025 | 17.02 | 6.36 | 0.37 | - |
| Metric | 11391294:btcusd:triple_med_gx:lsma115_100 | 11391294:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.43% | 31.76% |
| 6M | 6.36% | 12.25% |
| YTD | 6.36% | 17.02% |
| 1Y | 5.87% | 57.19% |
| 3Y (ann.) | 5.71% | 59.47% |
| 5Y (ann.) | 5.71% | 59.47% |
| Metric | 11391294:btcusd:triple_med_gx:lsma115_100 | 11391294:BTCUSD |
|---|---|---|
| Max Drawdown | -5.27% | -29.51% |
| Longest DD Days | 96.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.82% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 1.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-04-22 | -5.27 | 96 |
| 2024-08-25 | 2024-10-24 | -2.55 | 60 |
| 2024-10-25 | 2025-01-15 | -2.34 | 82 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| Metric | 11391294:btcusd:triple_med_gx:lsma115_100 | 11391294:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 7.02% | 18.93% |
| Worst Week | -2.41% | -12.33% |
| Best Month | 7.02% | 37.42% |
| Worst Month | -2.41% | -17.69% |
| Best Year | 6.36% | 38.02% |
| Worst Year | -0.46% | 17.02% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.53% | -0.62% |
| Avg. Up Week | 2.04% | 9.2% |
| Avg. Down Week | -2.24% | -7.76% |
| Avg. Up Month | 2.7% | 9.45% |
| Avg. Down Month | -2.32% | -5.41% |
| Win Days % | 44.83% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |