| Metric | 11394431:btcusd:triple_med_gx:lsma100_110 | 11394431:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 3.74% | 61.16% |
| Max Drawdown | -6.2% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.42 | 0.85 |
| Payoff Ratio | 1.12 | 0.9 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.51 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 180.32 | 2.32 |
| Outlier Loss Ratio | 3.08 | 2.17 |
| Volatility (ann.) | 3.46% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.59 | 2.0 |
| Skew | 2.0 | 0.21 |
| Kurtosis | 207.79 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.28% | 3.74% |
| Expected Yearly % | 1.85% | 26.95% |
| Kelly Criterion | 0.54% | -1.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.13% |
| Expected Shortfall (cVaR) | -0.3% | -2.13% |
| Year | 11394431:BTCUSD | 11394431:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.52 | 0.01 | - |
| 2025 | 16.76 | 3.19 | 0.19 | - |
| Metric | 11394431:btcusd:triple_med_gx:lsma100_110 | 11394431:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.87% | 31.46% |
| 6M | 3.19% | 12.77% |
| YTD | 3.19% | 16.76% |
| 1Y | 3.73% | 56.84% |
| 3Y (ann.) | 3.63% | 59.12% |
| 5Y (ann.) | 3.63% | 59.12% |
| Metric | 11394431:btcusd:triple_med_gx:lsma100_110 | 11394431:BTCUSD |
|---|---|---|
| Max Drawdown | -6.2% | -29.51% |
| Longest DD Days | 273.0 | 144.0 |
| Avg. Drawdown | -1.58% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 0.6 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-06-11 | -6.20 | 273 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-06 | 2024-09-10 | -1.19 | 34 |
| 2024-06-09 | 2024-08-06 | -0.51 | 57 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11394431:btcusd:triple_med_gx:lsma100_110 | 11394431:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -3.08% | -9.32% |
| Best Week | 3.36% | 18.93% |
| Worst Week | -2.57% | -12.33% |
| Best Month | 3.36% | 37.42% |
| Worst Month | -2.57% | -17.69% |
| Best Year | 3.19% | 38.02% |
| Worst Year | 0.52% | 16.76% |
| Avg. Up Day | 0.88% | 0.92% |
| Avg. Down Day | -0.79% | -1.03% |
| Avg. Up Week | 0.71% | 7.96% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 0.98% | 10.86% |
| Avg. Down Month | -0.3% | -3.23% |
| Win Days % | 47.5% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 75.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |