| Metric | 11381161:btcusd:triple_med_gx:lsma100_65 | 11381161:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -9.74% | 61.52% |
| Max Drawdown | -20.2% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.34 | 0.86 |
| Payoff Ratio | 0.9 | 0.86 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.39 | 0.49 |
| Tail Ratio | 1.03 | 0.97 |
| Outlier Win Ratio | 42.5 | 3.01 |
| Outlier Loss Ratio | 3.54 | 2.99 |
| Volatility (ann.) | 8.28% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.47 | 2.02 |
| Skew | -2.08 | 0.21 |
| Kurtosis | 46.22 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.79% | 3.76% |
| Expected Yearly % | -5.0% | 27.09% |
| Kelly Criterion | -9.52% | -3.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11381161:BTCUSD | 11381161:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.16 | 0.19 | - |
| 2025 | 17.02 | -15.78 | -0.93 | - |
| Metric | 11381161:btcusd:triple_med_gx:lsma100_65 | 11381161:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.12% | 31.76% |
| 6M | -11.17% | 12.25% |
| YTD | -15.78% | 17.02% |
| 1Y | -9.74% | 57.19% |
| 3Y (ann.) | -9.5% | 59.47% |
| 5Y (ann.) | -9.5% | 59.47% |
| Metric | 11381161:btcusd:triple_med_gx:lsma100_65 | 11381161:BTCUSD |
|---|---|---|
| Max Drawdown | -20.2% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.78% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | -0.48 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -20.20 | 155 |
| 2024-06-11 | 2024-10-16 | -6.84 | 127 |
| 2024-11-09 | 2024-12-15 | -2.05 | 35 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2025-01-04 | 2025-01-05 | -0.42 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11381161:btcusd:triple_med_gx:lsma100_65 | 11381161:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -6.24% | -12.33% |
| Best Month | 5.47% | 37.42% |
| Worst Month | -8.78% | -17.69% |
| Best Year | 7.16% | 38.02% |
| Worst Year | -15.78% | 17.02% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 0.99% | 6.35% |
| Avg. Down Week | -5.26% | -3.02% |
| Avg. Up Month | 1.58% | 14.69% |
| Avg. Down Month | -3.15% | -9.04% |
| Win Days % | 47.98% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |