| Metric | 11398189:btcusd:triple_med_gx:lsma100_125 | 11398189:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 2.55% | 61.16% |
| Max Drawdown | -8.27% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.2 | 0.85 |
| Payoff Ratio | 1.24 | 1.27 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.72 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 76.26 | 2.78 |
| Outlier Loss Ratio | 3.6 | 2.7 |
| Volatility (ann.) | 5.85% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.3 | 2.0 |
| Skew | 0.69 | 0.21 |
| Kurtosis | 65.38 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.19% | 3.74% |
| Expected Yearly % | 1.26% | 26.95% |
| Kelly Criterion | -2.82% | 14.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11398189:BTCUSD | 11398189:btcusd:triple_med_gx:lsma100_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.90 | 0.18 | - |
| 2025 | 16.76 | -4.07 | -0.24 | - |
| Metric | 11398189:btcusd:triple_med_gx:lsma100_125 | 11398189:BTCUSD |
|---|---|---|
| MTD | -0.42% | 4.16% |
| 3M | -2.9% | 31.46% |
| 6M | -1.8% | 12.77% |
| YTD | -4.07% | 16.76% |
| 1Y | 2.65% | 56.84% |
| 3Y (ann.) | 2.48% | 59.12% |
| 5Y (ann.) | 2.48% | 59.12% |
| Metric | 11398189:btcusd:triple_med_gx:lsma100_125 | 11398189:BTCUSD |
|---|---|---|
| Max Drawdown | -8.27% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -3.22% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 0.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -8.27 | 116 |
| 2024-12-09 | 2025-02-14 | -5.80 | 67 |
| 2024-06-10 | 2024-09-13 | -4.91 | 94 |
| 2024-10-15 | 2024-12-08 | -2.60 | 54 |
| 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 | 11398189:btcusd:triple_med_gx:lsma100_125 | 11398189:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 4.09% | 18.93% |
| Worst Week | -3.04% | -12.33% |
| Best Month | 4.09% | 37.42% |
| Worst Month | -4.98% | -17.69% |
| Best Year | 6.9% | 38.02% |
| Worst Year | -4.07% | 16.76% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.75% | -0.74% |
| Avg. Up Week | 1.73% | 6.56% |
| Avg. Down Week | -1.22% | -3.82% |
| Avg. Up Month | 1.69% | 15.9% |
| Avg. Down Month | -2.83% | -4.22% |
| Win Days % | 43.1% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |