| Metric | 11399659:btcusd:triple_med_gx:lsma100_130 | 11399659:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 3.0% | 61.16% |
| Max Drawdown | -7.53% | -29.51% |
| Sharpe | 0.16 | 0.59 |
| Sortino | 0.21 | 0.85 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 100.46 | 2.78 |
| Outlier Loss Ratio | 3.48 | 2.45 |
| Volatility (ann.) | 5.35% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.39 | 2.0 |
| Skew | -5.91 | 0.21 |
| Kurtosis | 187.08 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.23% | 3.74% |
| Expected Yearly % | 1.49% | 26.95% |
| Kelly Criterion | -2.81% | 5.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11399659:BTCUSD | 11399659:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.26 | 0.01 | - |
| 2025 | 16.76 | 2.73 | 0.16 | - |
| Metric | 11399659:btcusd:triple_med_gx:lsma100_130 | 11399659:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | 0.72% | 31.46% |
| 6M | 3.27% | 12.77% |
| YTD | 2.73% | 16.76% |
| 1Y | 4.1% | 56.84% |
| 3Y (ann.) | 2.92% | 59.12% |
| 5Y (ann.) | 2.92% | 59.12% |
| Metric | 11399659:btcusd:triple_med_gx:lsma100_130 | 11399659:BTCUSD |
|---|---|---|
| Max Drawdown | -7.53% | -29.51% |
| Longest DD Days | 160.0 | 144.0 |
| Avg. Drawdown | -3.94% | -4.82% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | 0.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-12-08 | -7.53 | 160 |
| 2025-03-10 | 2025-06-11 | -6.33 | 93 |
| 2024-12-09 | 2025-03-05 | -4.44 | 86 |
| 2024-06-06 | 2024-06-30 | -1.24 | 24 |
| 2025-03-09 | 2025-03-10 | -0.18 | 0 |
| Metric | 11399659:btcusd:triple_med_gx:lsma100_130 | 11399659:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -3.72% | -12.33% |
| Best Month | 4.16% | 37.42% |
| Worst Month | -3.72% | -17.69% |
| Best Year | 2.73% | 38.02% |
| Worst Year | 0.26% | 16.76% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 1.88% | 5.3% |
| Avg. Down Week | -1.77% | -3.25% |
| Avg. Up Month | 1.98% | 17.44% |
| Avg. Down Month | -2.77% | -5.98% |
| Win Days % | 46.39% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |