| Metric | 11381217:btcusd:triple_med_gx:lsma100_65 | 11381217:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 3.07% | 61.52% |
| Max Drawdown | -11.47% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.2 | 0.86 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 0.63 | 1.07 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | 0.59 | 0.97 |
| Outlier Win Ratio | 49.24 | 2.9 |
| Outlier Loss Ratio | 3.49 | 2.86 |
| Volatility (ann.) | 7.22% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.26 | 2.02 |
| Skew | 0.15 | 0.21 |
| Kurtosis | 35.6 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.23% | 3.76% |
| Expected Yearly % | 1.52% | 27.09% |
| Kelly Criterion | -0.76% | 9.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11381217:BTCUSD | 11381217:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.69 | 0.15 | - |
| 2025 | 17.02 | -2.48 | -0.15 | - |
| Metric | 11381217:btcusd:triple_med_gx:lsma100_65 | 11381217:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.53% | 31.76% |
| 6M | 0.01% | 12.25% |
| YTD | -2.48% | 17.02% |
| 1Y | 3.07% | 57.19% |
| 3Y (ann.) | 2.98% | 59.47% |
| 5Y (ann.) | 2.98% | 59.47% |
| Metric | 11381217:btcusd:triple_med_gx:lsma100_65 | 11381217:BTCUSD |
|---|---|---|
| Max Drawdown | -11.47% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.82% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | 0.27 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -11.47 | 155 |
| 2024-07-02 | 2024-11-10 | -6.82 | 130 |
| 2024-12-17 | 2025-01-06 | -2.04 | 19 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-12-15 | -0.36 | 35 |
| Metric | 11381217:btcusd:triple_med_gx:lsma100_65 | 11381217:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -4.47% | -12.33% |
| Best Month | 5.38% | 37.42% |
| Worst Month | -4.89% | -17.69% |
| Best Year | 5.69% | 38.02% |
| Worst Year | -2.48% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 2.12% | 10.22% |
| Avg. Down Week | -3.32% | -3.66% |
| Avg. Up Month | 3.52% | 19.81% |
| Avg. Down Month | -1.25% | -17.69% |
| Win Days % | 46.7% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |