| Metric | 11392915:btcusd:triple_med_gx:lsma100_105 | 11392915:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 4.44% | 61.16% |
| Max Drawdown | -2.78% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.82 | 0.85 |
| Payoff Ratio | 2.12 | 1.47 |
| Profit Factor | 1.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.9 | 0.84 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 313.25 | 2.14 |
| Outlier Loss Ratio | 4.74 | 2.07 |
| Volatility (ann.) | 2.12% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.55 | 2.0 |
| Skew | -0.21 | 0.21 |
| Kurtosis | 335.05 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.33% | 3.74% |
| Expected Yearly % | 2.19% | 26.95% |
| Kelly Criterion | 19.68% | 19.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -2.13% |
| Expected Shortfall (cVaR) | -0.18% | -2.13% |
| Year | 11392915:BTCUSD | 11392915:btcusd:triple_med_gx:lsma100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.39 | 0.01 | - |
| 2025 | 16.76 | 4.03 | 0.24 | - |
| Metric | 11392915:btcusd:triple_med_gx:lsma100_105 | 11392915:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.99% | 31.46% |
| 6M | 4.03% | 12.77% |
| YTD | 4.03% | 16.76% |
| 1Y | 5.12% | 56.84% |
| 3Y (ann.) | 4.32% | 59.12% |
| 5Y (ann.) | 4.32% | 59.12% |
| Metric | 11392915:btcusd:triple_med_gx:lsma100_105 | 11392915:BTCUSD |
|---|---|---|
| Max Drawdown | -2.78% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -0.81% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 1.6 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-02-06 | -2.78 | 148 |
| 2024-06-09 | 2024-08-06 | -0.83 | 57 |
| 2024-09-10 | 2024-09-10 | -0.18 | 0 |
| 2025-04-12 | 2025-04-12 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11392915:btcusd:triple_med_gx:lsma100_105 | 11392915:BTCUSD |
|---|---|---|
| Best Day | 2.14% | 9.33% |
| Worst Day | -2.6% | -9.32% |
| Best Week | 2.0% | 18.93% |
| Worst Week | -1.59% | -12.33% |
| Best Month | 2.0% | 37.42% |
| Worst Month | -1.59% | -17.69% |
| Best Year | 4.03% | 38.02% |
| Worst Year | 0.39% | 16.76% |
| Avg. Up Day | 0.9% | 0.97% |
| Avg. Down Day | -0.42% | -0.66% |
| Avg. Up Week | 0.9% | 1.49% |
| Avg. Down Week | -0.65% | -4.88% |
| Avg. Up Month | 1.04% | 12.5% |
| Avg. Down Month | -0.65% | -7.35% |
| Win Days % | 45.45% | 51.86% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 71.43% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |