| Metric | 11391368:btcusd:triple_med_gx:lsma140_100 | 11391368:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 10.76% | 61.52% |
| Max Drawdown | -8.8% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.68 | 0.86 |
| Payoff Ratio | 0.86 | 0.85 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.65 | 0.48 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 72.93 | 2.67 |
| Outlier Loss Ratio | 2.9 | 2.51 |
| Volatility (ann.) | 5.34% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.19 | 2.02 |
| Skew | -2.22 | 0.21 |
| Kurtosis | 74.81 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.79% | 3.76% |
| Expected Yearly % | 5.24% | 27.09% |
| Kelly Criterion | 9.16% | -4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11391368:BTCUSD | 11391368:btcusd:triple_med_gx:lsma140_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.58 | 0.15 | - |
| 2025 | 17.02 | 4.91 | 0.29 | - |
| Metric | 11391368:btcusd:triple_med_gx:lsma140_100 | 11391368:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.52% | 31.76% |
| 6M | 4.91% | 12.25% |
| YTD | 4.91% | 17.02% |
| 1Y | 10.76% | 57.19% |
| 3Y (ann.) | 10.46% | 59.47% |
| 5Y (ann.) | 10.46% | 59.47% |
| Metric | 11391368:btcusd:triple_med_gx:lsma140_100 | 11391368:BTCUSD |
|---|---|---|
| Max Drawdown | -8.8% | -29.51% |
| Longest DD Days | 79.0 | 144.0 |
| Avg. Drawdown | -2.81% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 1.22 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2024-10-29 | -8.80 | 65 |
| 2025-01-19 | 2025-03-19 | -3.61 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-10-30 | 2025-01-17 | -2.04 | 79 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-03-24 | 2025-06-11 | -1.26 | 78 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391368:btcusd:triple_med_gx:lsma140_100 | 11391368:BTCUSD |
|---|---|---|
| Best Day | 3.11% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.7% | 18.93% |
| Worst Week | -8.04% | -12.33% |
| Best Month | 7.34% | 37.42% |
| Worst Month | -8.06% | -17.69% |
| Best Year | 5.58% | 38.02% |
| Worst Year | 4.91% | 17.02% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.82% | 6.39% |
| Avg. Down Week | -3.1% | -6.41% |
| Avg. Up Month | 3.89% | 7.76% |
| Avg. Down Month | -8.06% | -8.73% |
| Win Days % | 57.89% | 51.9% |
| Win Month % | 83.33% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 100.0% |