| Metric | 11394466:btcusd:triple_med_gx:lsma100_110 | 11394466:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 1.54% | 61.16% |
| Max Drawdown | -3.4% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.16 | 0.85 |
| Payoff Ratio | 1.12 | 1.0 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 165.4 | 2.29 |
| Outlier Loss Ratio | 2.67 | 2.17 |
| Volatility (ann.) | 3.68% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.44 | 2.0 |
| Skew | -2.82 | 0.21 |
| Kurtosis | 138.04 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.12% | 3.74% |
| Expected Yearly % | 0.77% | 26.95% |
| Kelly Criterion | -6.01% | 3.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.13% |
| Expected Shortfall (cVaR) | -0.32% | -2.13% |
| Year | 11394466:BTCUSD | 11394466:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.93 | 0.05 | - |
| 2025 | 16.76 | -0.38 | -0.02 | - |
| Metric | 11394466:btcusd:triple_med_gx:lsma100_110 | 11394466:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.86% | 31.46% |
| 6M | -0.38% | 12.77% |
| YTD | -0.38% | 16.76% |
| 1Y | 0.95% | 56.84% |
| 3Y (ann.) | 1.5% | 59.12% |
| 5Y (ann.) | 1.5% | 59.12% |
| Metric | 11394466:btcusd:triple_med_gx:lsma100_110 | 11394466:BTCUSD |
|---|---|---|
| Max Drawdown | -3.4% | -29.51% |
| Longest DD Days | 65.0 | 144.0 |
| Avg. Drawdown | -1.55% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2024-08-06 | 2024-10-10 | -2.59 | 65 |
| 2025-02-06 | 2025-04-11 | -2.56 | 64 |
| 2024-08-06 | 2024-08-06 | -1.50 | 0 |
| 2024-12-03 | 2024-12-04 | -1.39 | 1 |
| 2025-02-05 | 2025-02-06 | -1.16 | 0 |
| 2025-04-11 | 2025-05-18 | -0.85 | 37 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11394466:btcusd:triple_med_gx:lsma100_110 | 11394466:BTCUSD |
|---|---|---|
| Best Day | 2.33% | 9.33% |
| Worst Day | -3.4% | -9.32% |
| Best Week | 3.05% | 18.93% |
| Worst Week | -2.1% | -12.33% |
| Best Month | 3.01% | 37.42% |
| Worst Month | -2.1% | -17.69% |
| Best Year | 1.93% | 38.02% |
| Worst Year | -0.38% | 16.76% |
| Avg. Up Day | 1.01% | 1.05% |
| Avg. Down Day | -0.89% | -1.04% |
| Avg. Up Week | 0.52% | 5.13% |
| Avg. Down Week | -0.73% | -3.32% |
| Avg. Up Month | 1.51% | 10.79% |
| Avg. Down Month | -0.73% | -13.21% |
| Win Days % | 43.9% | 51.86% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |