| Metric | 11402689:btcusd:triple_med_gx:lsma110_135 | 11402689:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 14.6% | 61.16% |
| Max Drawdown | -17.61% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.7 | 0.85 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 51.04 | 3.0 |
| Outlier Loss Ratio | 3.06 | 2.83 |
| Volatility (ann.) | 7.88% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.81 | 2.0 |
| Skew | 0.84 | 0.21 |
| Kurtosis | 44.09 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.05% | 3.74% |
| Expected Yearly % | 7.05% | 26.95% |
| Kelly Criterion | 6.24% | 8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11402689:BTCUSD | 11402689:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.42 | 0.38 | - |
| 2025 | 16.76 | 0.16 | 0.01 | - |
| Metric | 11402689:btcusd:triple_med_gx:lsma110_135 | 11402689:BTCUSD |
|---|---|---|
| MTD | 0.26% | 4.16% |
| 3M | 11.42% | 31.46% |
| 6M | -2.11% | 12.77% |
| YTD | 0.16% | 16.76% |
| 1Y | 14.6% | 56.84% |
| 3Y (ann.) | 14.19% | 59.12% |
| 5Y (ann.) | 14.19% | 59.12% |
| Metric | 11402689:btcusd:triple_med_gx:lsma110_135 | 11402689:BTCUSD |
|---|---|---|
| Max Drawdown | -17.61% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.83 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -17.61 | 188 |
| 2024-09-09 | 2024-11-11 | -7.41 | 63 |
| 2024-06-10 | 2024-08-06 | -4.69 | 56 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2024-12-02 | 2024-12-02 | -0.71 | 0 |
| 2024-09-07 | 2024-09-08 | -0.60 | 1 |
| Metric | 11402689:btcusd:triple_med_gx:lsma110_135 | 11402689:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -6.61% | -12.33% |
| Best Month | 11.22% | 37.42% |
| Worst Month | -11.58% | -17.69% |
| Best Year | 14.42% | 38.02% |
| Worst Year | 0.16% | 16.76% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.88% | -0.94% |
| Avg. Up Week | 2.73% | 6.28% |
| Avg. Down Week | -3.8% | -2.04% |
| Avg. Up Month | 4.51% | 14.83% |
| Avg. Down Month | -11.58% | -2.09% |
| Win Days % | 49.66% | 51.86% |
| Win Month % | 81.82% | 61.54% |
| Win Week % | 73.33% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |