| Metric | 11392844:btcusd:triple_med_gx:lsma100_105 | 11392844:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 0.09% | 61.16% |
| Max Drawdown | -3.68% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.04 | 0.85 |
| Payoff Ratio | 1.11 | 0.79 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.46 | 0.45 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 400.49 | 2.14 |
| Outlier Loss Ratio | 4.23 | 2.08 |
| Volatility (ann.) | 2.26% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.02 | 2.0 |
| Skew | 15.87 | 0.21 |
| Kurtosis | 603.13 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 3.74% |
| Expected Yearly % | 0.04% | 26.95% |
| Kelly Criterion | -12.64% | -9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -2.13% |
| Expected Shortfall (cVaR) | -0.19% | -2.13% |
| Year | 11392844:BTCUSD | 11392844:btcusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.86 | 0.05 | - |
| 2025 | 16.76 | -1.74 | -0.10 | - |
| Metric | 11392844:btcusd:triple_med_gx:lsma100_105 | 11392844:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.15% | 31.46% |
| 6M | -1.74% | 12.77% |
| YTD | -1.74% | 16.76% |
| 1Y | -0.06% | 56.84% |
| 3Y (ann.) | 0.08% | 59.12% |
| 5Y (ann.) | 0.08% | 59.12% |
| Metric | 11392844:btcusd:triple_med_gx:lsma100_105 | 11392844:BTCUSD |
|---|---|---|
| Max Drawdown | -3.68% | -29.51% |
| Longest DD Days | 309.0 | 144.0 |
| Avg. Drawdown | -1.35% | -4.82% |
| Avg. Drawdown Days | 103.0 | 14.0 |
| Recovery Factor | 0.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-06 | 2025-06-11 | -3.68 | 309 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-08-05 | 2024-08-06 | -0.18 | 0 |
| Metric | 11392844:btcusd:triple_med_gx:lsma100_105 | 11392844:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -1.5% | -9.32% |
| Best Week | 1.86% | 18.93% |
| Worst Week | -2.0% | -12.33% |
| Best Month | 1.86% | 37.42% |
| Worst Month | -2.0% | -17.69% |
| Best Year | 1.86% | 38.02% |
| Worst Year | -1.74% | 16.76% |
| Avg. Up Day | 0.64% | 0.72% |
| Avg. Down Day | -0.57% | -0.91% |
| Avg. Up Week | 0.35% | 6.64% |
| Avg. Down Week | -2.0% | -5.74% |
| Avg. Up Month | 0.28% | 10.63% |
| Avg. Down Month | -1.63% | -10.46% |
| Win Days % | 40.74% | 51.86% |
| Win Month % | 77.78% | 61.54% |
| Win Week % | 77.78% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |