| Metric | 11401217:btcusd:triple_med_gx:lsma100_135 | 11401217:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 5.61% | 61.16% |
| Max Drawdown | -10.76% | -29.51% |
| Sharpe | 0.23 | 0.59 |
| Sortino | 0.36 | 0.85 |
| Payoff Ratio | 1.38 | 1.22 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.67 | 0.69 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 64.04 | 2.93 |
| Outlier Loss Ratio | 3.6 | 2.65 |
| Volatility (ann.) | 6.61% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.51 | 2.0 |
| Skew | 0.66 | 0.21 |
| Kurtosis | 55.86 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.42% | 3.74% |
| Expected Yearly % | 2.77% | 26.95% |
| Kelly Criterion | 1.56% | 12.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11401217:BTCUSD | 11401217:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.60 | -0.12 | - |
| 2025 | 16.76 | 10.71 | 0.64 | - |
| Metric | 11401217:btcusd:triple_med_gx:lsma100_135 | 11401217:BTCUSD |
|---|---|---|
| MTD | 3.89% | 4.16% |
| 3M | 10.62% | 31.46% |
| 6M | 10.06% | 12.77% |
| YTD | 10.71% | 16.76% |
| 1Y | 6.2% | 56.84% |
| 3Y (ann.) | 5.46% | 59.12% |
| 5Y (ann.) | 5.46% | 59.12% |
| Metric | 11401217:btcusd:triple_med_gx:lsma100_135 | 11401217:BTCUSD |
|---|---|---|
| Max Drawdown | -10.76% | -29.51% |
| Longest DD Days | 340.0 | 144.0 |
| Avg. Drawdown | -6.79% | -4.82% |
| Avg. Drawdown Days | 182.0 | 14.0 |
| Recovery Factor | 0.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-09 | -10.76 | 340 |
| 2024-06-07 | 2024-06-30 | -2.83 | 23 |
| Metric | 11401217:btcusd:triple_med_gx:lsma100_135 | 11401217:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.49% | 18.93% |
| Worst Week | -3.41% | -12.33% |
| Best Month | 4.44% | 37.42% |
| Worst Month | -4.99% | -17.69% |
| Best Year | 10.71% | 38.02% |
| Worst Year | -4.6% | 16.76% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.69% | -0.8% |
| Avg. Up Week | 2.33% | 6.92% |
| Avg. Down Week | -1.42% | -3.61% |
| Avg. Up Month | 2.74% | 9.53% |
| Avg. Down Month | -2.53% | -9.88% |
| Win Days % | 42.86% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |