| Metric | 11381565:btcusd:triple_med_gx:lsma100_65 | 11381565:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 6.03% | 61.52% |
| Max Drawdown | -16.1% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.39 | 0.86 |
| Payoff Ratio | 1.3 | 1.29 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.74 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 68.86 | 2.87 |
| Outlier Loss Ratio | 3.54 | 2.67 |
| Volatility (ann.) | 6.45% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.36 | 2.02 |
| Skew | 1.38 | 0.21 |
| Kurtosis | 60.36 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.45% | 3.76% |
| Expected Yearly % | 2.97% | 27.09% |
| Kelly Criterion | 2.42% | 14.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11381565:BTCUSD | 11381565:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.56 | 0.33 | - |
| 2025 | 17.02 | -5.80 | -0.34 | - |
| Metric | 11381565:btcusd:triple_med_gx:lsma100_65 | 11381565:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.65% | 31.76% |
| 6M | -5.8% | 12.25% |
| YTD | -5.8% | 17.02% |
| 1Y | 6.03% | 57.19% |
| 3Y (ann.) | 5.87% | 59.47% |
| 5Y (ann.) | 5.87% | 59.47% |
| Metric | 11381565:btcusd:triple_med_gx:lsma100_65 | 11381565:BTCUSD |
|---|---|---|
| Max Drawdown | -16.1% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.78% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.37 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -16.10 | 233 |
| 2024-09-20 | 2024-10-18 | -2.10 | 28 |
| 2024-08-25 | 2024-09-17 | -2.02 | 23 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| Metric | 11381565:btcusd:triple_med_gx:lsma100_65 | 11381565:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.65% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 5.65% | 37.42% |
| Worst Month | -6.41% | -17.69% |
| Best Year | 12.56% | 38.02% |
| Worst Year | -5.8% | 17.02% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 2.91% | 9.09% |
| Avg. Down Week | -3.17% | -4.3% |
| Avg. Up Month | 2.86% | 8.92% |
| Avg. Down Month | -1.02% | -2.09% |
| Win Days % | 44.88% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |