| Metric | 11391328:btcusd:triple_med_gx:lsma115_100 | 11391328:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 1.49% | 61.52% |
| Max Drawdown | -6.19% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.22 | 0.86 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.68 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 174.73 | 2.3 |
| Outlier Loss Ratio | 3.8 | 2.25 |
| Volatility (ann.) | 3.13% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.23 | 2.02 |
| Skew | 5.31 | 0.21 |
| Kurtosis | 137.18 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.11% | 3.76% |
| Expected Yearly % | 0.74% | 27.09% |
| Kelly Criterion | 1.5% | 11.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -2.13% |
| Expected Shortfall (cVaR) | -0.27% | -2.13% |
| Year | 11391328:BTCUSD | 11391328:btcusd:triple_med_gx:lsma115_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.14 | 0.03 | - |
| 2025 | 17.02 | 0.35 | 0.02 | - |
| Metric | 11391328:btcusd:triple_med_gx:lsma115_100 | 11391328:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.8% | 31.76% |
| 6M | 0.35% | 12.25% |
| YTD | 0.35% | 17.02% |
| 1Y | 1.49% | 57.19% |
| 3Y (ann.) | 1.45% | 59.47% |
| 5Y (ann.) | 1.45% | 59.47% |
| Metric | 11391328:btcusd:triple_med_gx:lsma115_100 | 11391328:BTCUSD |
|---|---|---|
| Max Drawdown | -6.19% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -2.36% | -4.82% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | 0.24 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-11 | -6.19 | 146 |
| 2024-08-26 | 2025-01-15 | -2.90 | 142 |
| 2024-08-25 | 2024-08-25 | -0.18 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391328:btcusd:triple_med_gx:lsma115_100 | 11391328:BTCUSD |
|---|---|---|
| Best Day | 2.78% | 9.33% |
| Worst Day | -1.91% | -9.32% |
| Best Week | 3.29% | 18.93% |
| Worst Week | -3.4% | -12.33% |
| Best Month | 3.29% | 37.42% |
| Worst Month | -3.31% | -17.69% |
| Best Year | 1.14% | 38.02% |
| Worst Year | 0.35% | 17.02% |
| Avg. Up Day | 0.68% | 0.71% |
| Avg. Down Day | -0.55% | -0.6% |
| Avg. Up Week | 1.37% | 7.73% |
| Avg. Down Week | -1.38% | -5.24% |
| Avg. Up Month | 1.81% | 8.57% |
| Avg. Down Month | -2.41% | -5.41% |
| Win Days % | 45.45% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |