| Metric | 11392881:btcusd:triple_med_gx:lsma110_105 | 11392881:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 2.4% | 75.42% |
| Max Drawdown | -4.09% | -29.51% |
| Sharpe | 0.24 | 0.63 |
| Sortino | 0.42 | 0.92 |
| Payoff Ratio | 1.34 | 1.18 |
| Profit Factor | 1.33 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 308.07 | 2.18 |
| Outlier Loss Ratio | 3.35 | 2.12 |
| Volatility (ann.) | 2.3% | 24.55% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.52 | 2.19 |
| Skew | 7.22 | 0.2 |
| Kurtosis | 272.6 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.17% | 4.1% |
| Expected Yearly % | 1.19% | 32.45% |
| Kelly Criterion | 2.3% | 11.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.2% | -2.07% |
| Expected Shortfall (cVaR) | -0.2% | -2.07% |
| Year | 11392881:BTCUSD | 11392881:btcusd:triple_med_gx:lsma110_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.21 | -0.08 | - |
| 2025 | 27.10 | 5.79 | 0.21 | - |
| Metric | 11392881:btcusd:triple_med_gx:lsma110_105 | 11392881:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.52% | 41.88% |
| 6M | 5.79% | 22.91% |
| YTD | 5.79% | 27.1% |
| 1Y | 1.64% | 82.29% |
| 3Y (ann.) | 2.12% | 64.73% |
| 5Y (ann.) | 2.12% | 64.73% |
| Metric | 11392881:btcusd:triple_med_gx:lsma110_105 | 11392881:BTCUSD |
|---|---|---|
| Max Drawdown | -4.09% | -29.51% |
| Longest DD Days | 238.0 | 144.0 |
| Avg. Drawdown | -2.13% | -4.71% |
| Avg. Drawdown Days | 119.0 | 14.0 |
| Recovery Factor | 0.59 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-21 | -4.09 | 238 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11392881:btcusd:triple_med_gx:lsma110_105 | 11392881:BTCUSD |
|---|---|---|
| Best Day | 2.6% | 9.33% |
| Worst Day | -2.09% | -9.32% |
| Best Week | 3.61% | 18.93% |
| Worst Week | -2.4% | -12.33% |
| Best Month | 3.61% | 37.42% |
| Worst Month | -2.4% | -17.69% |
| Best Year | 5.79% | 38.02% |
| Worst Year | -3.21% | 27.1% |
| Avg. Up Day | 0.9% | 0.95% |
| Avg. Down Day | -0.67% | -0.81% |
| Avg. Up Week | 2.29% | 12.42% |
| Avg. Down Week | -1.68% | -5.24% |
| Avg. Up Month | 2.29% | 8.97% |
| Avg. Down Month | -0.68% | -5.41% |
| Win Days % | 44.0% | 51.89% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |