| Metric | 11379977:btcusd:triple_med_gx:lsma100_60 | 11379977:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -0.0% | 79.62% |
| Max Drawdown | -17.59% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.06 | 0.96 |
| Payoff Ratio | 1.02 | 0.95 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.5 | 0.55 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 40.92 | 3.05 |
| Outlier Loss Ratio | 3.63 | 2.94 |
| Volatility (ann.) | 8.15% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.0 | 2.33 |
| Skew | -1.72 | 0.2 |
| Kurtosis | 48.57 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.0% | 4.27% |
| Expected Yearly % | -0.0% | 34.02% |
| Kelly Criterion | -1.83% | 1.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11379977:BTCUSD | 11379977:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.34 | 0.38 | - |
| 2025 | 30.14 | -12.55 | -0.42 | - |
| Metric | 11379977:btcusd:triple_med_gx:lsma100_60 | 11379977:BTCUSD |
|---|---|---|
| MTD | 0.62% | 13.36% |
| 3M | -1.9% | 45.08% |
| 6M | -7.07% | 28.47% |
| YTD | -12.55% | 30.14% |
| 1Y | 0.58% | 105.13% |
| 3Y (ann.) | -0.0% | 68.87% |
| 5Y (ann.) | -0.0% | 68.87% |
| Metric | 11379977:btcusd:triple_med_gx:lsma100_60 | 11379977:BTCUSD |
|---|---|---|
| Max Drawdown | -17.59% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.14% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | -0.0 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -17.59 | 188 |
| 2024-08-20 | 2024-11-08 | -6.73 | 80 |
| 2024-07-09 | 2024-08-17 | -3.27 | 39 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-06 | -1.19 | 20 |
| 2024-07-01 | 2024-07-09 | -0.69 | 7 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-10 | 2024-12-14 | -0.36 | 34 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11379977:btcusd:triple_med_gx:lsma100_60 | 11379977:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.38% | 18.93% |
| Worst Week | -5.72% | -12.33% |
| Best Month | 5.56% | 37.42% |
| Worst Month | -5.88% | -17.69% |
| Best Year | 14.34% | 38.02% |
| Worst Year | -12.55% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 1.78% | 8.66% |
| Avg. Down Week | -2.32% | -3.4% |
| Avg. Up Month | 2.58% | 18.19% |
| Avg. Down Month | -2.68% | -9.89% |
| Win Days % | 48.52% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |