| Metric | 11396492:btcusd:triple_med_gx:lsma100_120 | 11396492:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 6.92% | 61.16% |
| Max Drawdown | -6.08% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.6 | 0.85 |
| Payoff Ratio | 1.39 | 1.22 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.74 | 0.69 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 89.56 | 2.76 |
| Outlier Loss Ratio | 4.22 | 2.51 |
| Volatility (ann.) | 4.85% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.11 | 2.0 |
| Skew | 3.34 | 0.21 |
| Kurtosis | 70.11 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.52% | 3.74% |
| Expected Yearly % | 3.4% | 26.95% |
| Kelly Criterion | 2.95% | 12.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11396492:BTCUSD | 11396492:btcusd:triple_med_gx:lsma100_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.48 | 0.22 | - |
| 2025 | 16.76 | -1.44 | -0.09 | - |
| Metric | 11396492:btcusd:triple_med_gx:lsma100_120 | 11396492:BTCUSD |
|---|---|---|
| MTD | -0.91% | 4.16% |
| 3M | -1.22% | 31.46% |
| 6M | 2.72% | 12.77% |
| YTD | -1.44% | 16.76% |
| 1Y | 6.95% | 56.84% |
| 3Y (ann.) | 6.73% | 59.12% |
| 5Y (ann.) | 6.73% | 59.12% |
| Metric | 11396492:btcusd:triple_med_gx:lsma100_120 | 11396492:BTCUSD |
|---|---|---|
| Max Drawdown | -6.08% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -1.69% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 1.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -6.08 | 125 |
| 2025-03-07 | 2025-06-11 | -3.54 | 96 |
| 2024-11-08 | 2024-12-15 | -3.18 | 37 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2025-02-14 | 2025-03-06 | -1.33 | 20 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2025-01-02 | 2025-01-03 | -0.41 | 0 |
| 2025-01-04 | 2025-02-12 | -0.40 | 39 |
| 2024-06-07 | 2024-06-09 | -0.37 | 1 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| Metric | 11396492:btcusd:triple_med_gx:lsma100_120 | 11396492:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -2.35% | -9.32% |
| Best Week | 4.18% | 18.93% |
| Worst Week | -3.28% | -12.33% |
| Best Month | 4.18% | 37.42% |
| Worst Month | -3.63% | -17.69% |
| Best Year | 8.48% | 38.02% |
| Worst Year | -1.44% | 16.76% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.59% | -0.68% |
| Avg. Up Week | 2.0% | 8.14% |
| Avg. Down Week | -0.92% | -3.97% |
| Avg. Up Month | 1.64% | 13.26% |
| Avg. Down Month | -1.39% | -9.04% |
| Win Days % | 43.64% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |