| Metric | 11381599:btcusd:triple_med_gx:lsma100_65 | 11381599:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -3.71% | 61.52% |
| Max Drawdown | -16.78% | -29.51% |
| Sharpe | -0.13 | 0.59 |
| Sortino | -0.18 | 0.86 |
| Payoff Ratio | 1.19 | 1.22 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.47 | 0.7 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 83.76 | 2.71 |
| Outlier Loss Ratio | 3.35 | 2.66 |
| Volatility (ann.) | 5.84% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.22 | 2.02 |
| Skew | 0.03 | 0.21 |
| Kurtosis | 72.51 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.29% | 3.76% |
| Expected Yearly % | -1.87% | 27.09% |
| Kelly Criterion | -6.03% | 12.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11381599:BTCUSD | 11381599:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.96 | 0.18 | - |
| 2025 | 17.02 | -9.97 | -0.59 | - |
| Metric | 11381599:btcusd:triple_med_gx:lsma100_65 | 11381599:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.64% | 31.76% |
| 6M | -9.97% | 12.25% |
| YTD | -9.97% | 17.02% |
| 1Y | -3.71% | 57.19% |
| 3Y (ann.) | -3.61% | 59.47% |
| 5Y (ann.) | -3.61% | 59.47% |
| Metric | 11381599:btcusd:triple_med_gx:lsma100_65 | 11381599:BTCUSD |
|---|---|---|
| Max Drawdown | -16.78% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -3.95% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | -0.22 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -16.78 | 233 |
| 2024-07-15 | 2024-09-17 | -4.57 | 64 |
| 2024-09-20 | 2024-10-18 | -2.10 | 28 |
| 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 | -0.18 | 0 |
| Metric | 11381599:btcusd:triple_med_gx:lsma100_65 | 11381599:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 4.1% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 4.1% | 37.42% |
| Worst Month | -12.29% | -17.69% |
| Best Year | 6.96% | 38.02% |
| Worst Year | -9.97% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.73% | -0.73% |
| Avg. Up Week | 2.67% | 6.57% |
| Avg. Down Week | -2.69% | -4.3% |
| Avg. Up Month | 3.11% | 7.19% |
| Avg. Down Month | -0.57% | -8.73% |
| Win Days % | 42.34% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |