| Metric | 11396548:btcusd:triple_med_gx:lsma100_120 | 11396548:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 2.93% | 61.16% |
| Max Drawdown | -6.9% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.22 | 0.85 |
| Payoff Ratio | 1.25 | 1.3 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.74 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 84.08 | 2.78 |
| Outlier Loss Ratio | 3.44 | 2.63 |
| Volatility (ann.) | 5.71% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.41 | 2.0 |
| Skew | 0.71 | 0.21 |
| Kurtosis | 71.6 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.22% | 3.74% |
| Expected Yearly % | 1.46% | 26.95% |
| Kelly Criterion | -3.27% | 14.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11396548:BTCUSD | 11396548:btcusd:triple_med_gx:lsma100_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.01 | 0.13 | - |
| 2025 | 16.76 | -1.98 | -0.12 | - |
| Metric | 11396548:btcusd:triple_med_gx:lsma100_120 | 11396548:BTCUSD |
|---|---|---|
| MTD | -0.42% | 4.16% |
| 3M | -2.59% | 31.46% |
| 6M | -1.9% | 12.77% |
| YTD | -1.98% | 16.76% |
| 1Y | 3.03% | 56.84% |
| 3Y (ann.) | 2.85% | 59.12% |
| 5Y (ann.) | 2.85% | 59.12% |
| Metric | 11396548:btcusd:triple_med_gx:lsma100_120 | 11396548:BTCUSD |
|---|---|---|
| Max Drawdown | -6.9% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -2.11% | -4.82% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -6.90 | 184 |
| 2024-06-10 | 2024-09-13 | -4.76 | 94 |
| 2024-11-06 | 2024-11-07 | -1.33 | 0 |
| 2024-11-07 | 2024-12-08 | -0.82 | 31 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-10-13 | 2024-10-13 | -0.24 | 0 |
| Metric | 11396548:btcusd:triple_med_gx:lsma100_120 | 11396548:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 5.26% | 18.93% |
| Worst Week | -3.04% | -12.33% |
| Best Month | 5.26% | 37.42% |
| Worst Month | -4.11% | -17.69% |
| Best Year | 5.01% | 38.02% |
| Worst Year | -1.98% | 16.76% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 1.76% | 5.64% |
| Avg. Down Week | -1.48% | -4.73% |
| Avg. Up Month | 1.67% | 13.76% |
| Avg. Down Month | -3.29% | -4.22% |
| Win Days % | 42.57% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |