| Metric | 11391333:btcusd:triple_med_gx:lsma130_100 | 11391333:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 6.3% | 61.52% |
| Max Drawdown | -10.11% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.49 | 0.86 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 96.29 | 2.6 |
| Outlier Loss Ratio | 3.24 | 2.45 |
| Volatility (ann.) | 4.61% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.61 | 2.02 |
| Skew | -1.36 | 0.21 |
| Kurtosis | 94.8 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.47% | 3.76% |
| Expected Yearly % | 3.1% | 27.09% |
| Kelly Criterion | 7.74% | 2.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11391333:BTCUSD | 11391333:btcusd:triple_med_gx:lsma130_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.11 | -0.06 | - |
| 2025 | 17.02 | 8.58 | 0.50 | - |
| Metric | 11391333:btcusd:triple_med_gx:lsma130_100 | 11391333:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.54% | 31.76% |
| 6M | 8.58% | 12.25% |
| YTD | 8.58% | 17.02% |
| 1Y | 6.3% | 57.19% |
| 3Y (ann.) | 6.12% | 59.47% |
| 5Y (ann.) | 6.12% | 59.47% |
| Metric | 11391333:btcusd:triple_med_gx:lsma130_100 | 11391333:BTCUSD |
|---|---|---|
| Max Drawdown | -10.11% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -3.85% | -4.82% |
| Avg. Drawdown Days | 82.0 | 14.0 |
| Recovery Factor | 0.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-17 | -10.11 | 185 |
| 2025-01-17 | 2025-04-21 | -4.28 | 93 |
| 2025-04-21 | 2025-06-11 | -0.83 | 51 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391333:btcusd:triple_med_gx:lsma130_100 | 11391333:BTCUSD |
|---|---|---|
| Best Day | 2.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.29% | -12.33% |
| Best Month | 6.93% | 37.42% |
| Worst Month | -7.29% | -17.69% |
| Best Year | 8.58% | 38.02% |
| Worst Year | -2.11% | 17.02% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 3.26% | 7.73% |
| Avg. Down Week | -4.27% | -5.24% |
| Avg. Up Month | 2.86% | 9.03% |
| Avg. Down Month | -3.8% | -5.41% |
| Win Days % | 53.76% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |