| Metric | 11401180:btcusd:triple_med_gx:lsma100_130 | 11401180:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 24.07% | 61.16% |
| Max Drawdown | -5.45% | -29.51% |
| Sharpe | 0.77 | 0.59 |
| Sortino | 1.34 | 0.85 |
| Payoff Ratio | 1.38 | 1.33 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.07 | 0.76 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 54.32 | 2.85 |
| Outlier Loss Ratio | 3.05 | 2.64 |
| Volatility (ann.) | 7.15% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 4.29 | 2.0 |
| Skew | 2.85 | 0.21 |
| Kurtosis | 57.33 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.67% | 3.74% |
| Expected Yearly % | 11.39% | 26.95% |
| Kelly Criterion | 16.53% | 15.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11401180:BTCUSD | 11401180:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.84 | 0.47 | - |
| 2025 | 16.76 | 5.29 | 0.32 | - |
| Metric | 11401180:btcusd:triple_med_gx:lsma100_130 | 11401180:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.87% | 31.46% |
| 6M | 5.29% | 12.77% |
| YTD | 5.29% | 16.76% |
| 1Y | 24.57% | 56.84% |
| 3Y (ann.) | 23.36% | 59.12% |
| 5Y (ann.) | 23.36% | 59.12% |
| Metric | 11401180:btcusd:triple_med_gx:lsma100_130 | 11401180:BTCUSD |
|---|---|---|
| Max Drawdown | -5.45% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -2.28% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 4.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-21 | -5.45 | 167 |
| 2024-06-10 | 2024-08-08 | -4.69 | 58 |
| 2024-08-09 | 2024-09-12 | -3.23 | 34 |
| 2024-09-14 | 2024-10-11 | -2.68 | 27 |
| 2024-10-13 | 2024-12-04 | -1.44 | 52 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-06-09 | 2024-06-10 | -0.47 | 0 |
| Metric | 11401180:btcusd:triple_med_gx:lsma100_130 | 11401180:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.46% | 18.93% |
| Worst Week | -3.31% | -12.33% |
| Best Month | 9.46% | 37.42% |
| Worst Month | -3.31% | -17.69% |
| Best Year | 17.84% | 38.02% |
| Worst Year | 5.29% | 16.76% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.89% | 4.08% |
| Avg. Down Week | -3.31% | -4.88% |
| Avg. Up Month | 2.9% | 10.87% |
| Avg. Down Month | -3.31% | -7.35% |
| Win Days % | 51.64% | 51.86% |
| Win Month % | 87.5% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |