| Metric | 11401145:btcusd:triple_med_gx:lsma100_130 | 11401145:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 29.49% | 61.16% |
| Max Drawdown | -5.45% | -29.51% |
| Sharpe | 0.88 | 0.59 |
| Sortino | 1.52 | 0.85 |
| Payoff Ratio | 1.38 | 1.31 |
| Profit Factor | 1.6 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.13 | 0.75 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 53.26 | 3.0 |
| Outlier Loss Ratio | 3.03 | 2.66 |
| Volatility (ann.) | 7.4% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 5.25 | 2.0 |
| Skew | 2.37 | 0.21 |
| Kurtosis | 52.19 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.01% | 3.74% |
| Expected Yearly % | 13.79% | 26.95% |
| Kelly Criterion | 15.79% | 15.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11401145:BTCUSD | 11401145:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.34 | 0.64 | - |
| 2025 | 16.76 | 4.14 | 0.25 | - |
| Metric | 11401145:btcusd:triple_med_gx:lsma100_130 | 11401145:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.63% | 31.46% |
| 6M | 4.14% | 12.77% |
| YTD | 4.14% | 16.76% |
| 1Y | 29.48% | 56.84% |
| 3Y (ann.) | 28.6% | 59.12% |
| 5Y (ann.) | 28.6% | 59.12% |
| Metric | 11401145:btcusd:triple_med_gx:lsma100_130 | 11401145:BTCUSD |
|---|---|---|
| Max Drawdown | -5.45% | -29.51% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -1.97% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 5.41 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-12 | -5.45 | 128 |
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2025-04-15 | 2025-05-20 | -3.30 | 35 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-08-09 | 2024-09-12 | -2.90 | 34 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-09-14 | 2024-10-11 | -1.70 | 27 |
| 2024-10-12 | 2024-12-04 | -1.43 | 52 |
| 2025-05-21 | 2025-06-11 | -1.16 | 21 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11401145:btcusd:triple_med_gx:lsma100_130 | 11401145:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.59% | 18.93% |
| Worst Week | -1.52% | -12.33% |
| Best Month | 8.59% | 37.42% |
| Worst Month | -1.41% | -17.69% |
| Best Year | 24.34% | 38.02% |
| Worst Year | 4.14% | 16.76% |
| Avg. Up Day | 1.16% | 1.16% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 2.94% | 4.97% |
| Avg. Down Week | -1.41% | -5.74% |
| Avg. Up Month | 3.92% | 10.87% |
| Avg. Down Month | -1.41% | -17.69% |
| Win Days % | 51.24% | 51.86% |
| Win Month % | 87.5% | 61.54% |
| Win Week % | 81.82% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |