| Metric | 11377182:btcusd:triple_med_gx:lsma100_50 | 11377182:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -10.94% | 79.62% |
| Max Drawdown | -18.99% | -29.51% |
| Sharpe | -0.29 | 0.65 |
| Sortino | -0.39 | 0.96 |
| Payoff Ratio | 1.03 | 0.92 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 1.13 | 1.08 |
| CPC Index | 0.41 | 0.53 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 47.06 | 2.95 |
| Outlier Loss Ratio | 3.86 | 2.92 |
| Volatility (ann.) | 7.76% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.52 | 2.33 |
| Skew | -2.12 | 0.2 |
| Kurtosis | 63.26 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.82% | 4.27% |
| Expected Yearly % | -5.63% | 34.02% |
| Kelly Criterion | -9.38% | -0.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11377182:BTCUSD | 11377182:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.65 | -0.07 | - |
| 2025 | 30.14 | -8.52 | -0.28 | - |
| Metric | 11377182:btcusd:triple_med_gx:lsma100_50 | 11377182:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 3.99% | 45.08% |
| 6M | -8.14% | 28.47% |
| YTD | -8.52% | 30.14% |
| 1Y | -6.71% | 105.13% |
| 3Y (ann.) | -9.84% | 68.87% |
| 5Y (ann.) | -9.84% | 68.87% |
| Metric | 11377182:btcusd:triple_med_gx:lsma100_50 | 11377182:BTCUSD |
|---|---|---|
| Max Drawdown | -18.99% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -5.0% | -4.58% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.58 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -18.99 | 266 |
| 2024-06-09 | 2024-09-19 | -11.56 | 102 |
| 2024-09-20 | 2024-09-26 | -2.23 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-28 | 2024-10-14 | -0.63 | 15 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11377182:btcusd:triple_med_gx:lsma100_50 | 11377182:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -9.09% | -12.33% |
| Best Month | 9.7% | 37.42% |
| Worst Month | -9.4% | -17.69% |
| Best Year | -2.65% | 38.02% |
| Worst Year | -8.52% | 30.14% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.68% | -0.78% |
| Avg. Up Week | 2.47% | 4.9% |
| Avg. Down Week | -2.73% | -3.52% |
| Avg. Up Month | 3.67% | 9.31% |
| Avg. Down Month | -3.8% | -4.22% |
| Win Days % | 44.57% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 41.94% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |