| Metric | 11397974:btcusd:triple_med_gx:lsma110_125 | 11397974:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 2.21% | 61.16% |
| Max Drawdown | -5.2% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.33 | 0.85 |
| Payoff Ratio | 1.37 | 1.2 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.68 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 173.62 | 2.24 |
| Outlier Loss Ratio | 4.33 | 2.17 |
| Volatility (ann.) | 3.0% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.41 | 2.0 |
| Skew | 5.72 | 0.21 |
| Kurtosis | 134.35 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.17% | 3.74% |
| Expected Yearly % | 1.1% | 26.95% |
| Kelly Criterion | -3.9% | 11.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.13% |
| Expected Shortfall (cVaR) | -0.26% | -2.13% |
| Year | 11397974:BTCUSD | 11397974:btcusd:triple_med_gx:lsma110_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.55 | -0.01 | - |
| 2025 | 16.76 | 2.77 | 0.17 | - |
| Metric | 11397974:btcusd:triple_med_gx:lsma110_125 | 11397974:BTCUSD |
|---|---|---|
| MTD | -0.17% | 4.16% |
| 3M | -1.16% | 31.46% |
| 6M | 4.08% | 12.77% |
| YTD | 2.77% | 16.76% |
| 1Y | 2.51% | 56.84% |
| 3Y (ann.) | 2.15% | 59.12% |
| 5Y (ann.) | 2.15% | 59.12% |
| Metric | 11397974:btcusd:triple_med_gx:lsma110_125 | 11397974:BTCUSD |
|---|---|---|
| Max Drawdown | -5.2% | -29.51% |
| Longest DD Days | 119.0 | 144.0 |
| Avg. Drawdown | -1.61% | -4.82% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | 0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-03-10 | -5.20 | 91 |
| 2024-08-11 | 2024-12-08 | -2.14 | 119 |
| 2025-03-30 | 2025-06-11 | -1.39 | 73 |
| 2024-06-08 | 2024-06-30 | -0.55 | 22 |
| 2025-03-14 | 2025-03-15 | -0.18 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11397974:btcusd:triple_med_gx:lsma110_125 | 11397974:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -1.67% | -9.32% |
| Best Week | 2.72% | 18.93% |
| Worst Week | -3.37% | -12.33% |
| Best Month | 3.11% | 37.42% |
| Worst Month | -2.14% | -17.69% |
| Best Year | 2.77% | 38.02% |
| Worst Year | -0.55% | 16.76% |
| Avg. Up Day | 0.76% | 0.85% |
| Avg. Down Day | -0.56% | -0.7% |
| Avg. Up Week | 0.96% | 3.24% |
| Avg. Down Week | -0.69% | -2.73% |
| Avg. Up Month | 0.72% | 9.45% |
| Avg. Down Month | -1.49% | -9.88% |
| Win Days % | 40.0% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |