| Metric | 11380672:btcusd:triple_med_gx:lsma100_65 | 11380672:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -0.44% | 79.62% |
| Max Drawdown | -17.2% | -29.51% |
| Sharpe | 0.02 | 0.65 |
| Sortino | 0.02 | 0.96 |
| Payoff Ratio | 0.89 | 0.75 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 0.7 | 1.08 |
| CPC Index | 0.45 | 0.43 |
| Tail Ratio | 0.69 | 0.98 |
| Outlier Win Ratio | 60.45 | 2.86 |
| Outlier Loss Ratio | 3.74 | 2.82 |
| Volatility (ann.) | 6.23% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.02 | 2.33 |
| Skew | -0.84 | 0.2 |
| Kurtosis | 41.19 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.03% | 4.27% |
| Expected Yearly % | -0.22% | 34.02% |
| Kelly Criterion | -4.91% | -12.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11380672:BTCUSD | 11380672:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.27 | 0.19 | - |
| 2025 | 30.14 | -7.19 | -0.24 | - |
| Metric | 11380672:btcusd:triple_med_gx:lsma100_65 | 11380672:BTCUSD |
|---|---|---|
| MTD | -0.59% | 13.36% |
| 3M | 7.81% | 45.08% |
| 6M | -7.48% | 28.47% |
| YTD | -7.19% | 30.14% |
| 1Y | 0.58% | 105.13% |
| 3Y (ann.) | -0.39% | 68.87% |
| 5Y (ann.) | -0.39% | 68.87% |
| Metric | 11380672:btcusd:triple_med_gx:lsma100_65 | 11380672:BTCUSD |
|---|---|---|
| Max Drawdown | -17.2% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -3.66% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | -0.03 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -17.20 | 170 |
| 2024-06-11 | 2024-08-18 | -4.70 | 68 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-10-22 | 2024-11-19 | -2.63 | 28 |
| 2024-08-22 | 2024-09-26 | -1.93 | 34 |
| 2025-01-10 | 2025-01-24 | -1.56 | 13 |
| 2024-11-19 | 2024-12-15 | -1.46 | 25 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2025-01-10 | 2025-01-10 | -0.18 | 0 |
| Metric | 11380672:btcusd:triple_med_gx:lsma100_65 | 11380672:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -10.16% | -12.33% |
| Best Month | 8.91% | 37.42% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 7.27% | 38.02% |
| Worst Year | -7.19% | 30.14% |
| Avg. Up Day | 0.63% | 0.65% |
| Avg. Down Day | -0.7% | -0.87% |
| Avg. Up Week | 2.57% | 5.92% |
| Avg. Down Week | -2.31% | -4.35% |
| Avg. Up Month | 4.08% | 15.5% |
| Avg. Down Month | -4.33% | -9.04% |
| Win Days % | 50.51% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |