| Metric | 11381779:btcusd:triple_med_gx:lsma100_70 | 11381779:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -6.02% | 61.52% |
| Max Drawdown | -11.92% | -29.51% |
| Sharpe | -0.27 | 0.59 |
| Sortino | -0.37 | 0.86 |
| Payoff Ratio | 0.93 | 0.82 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.37 | 0.47 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 83.85 | 2.68 |
| Outlier Loss Ratio | 3.86 | 2.69 |
| Volatility (ann.) | 5.13% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.49 | 2.02 |
| Skew | -0.29 | 0.21 |
| Kurtosis | 45.8 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.48% | 3.76% |
| Expected Yearly % | -3.06% | 27.09% |
| Kelly Criterion | -13.99% | -6.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11381779:BTCUSD | 11381779:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.51 | -0.09 | - |
| 2025 | 17.02 | -2.61 | -0.15 | - |
| Metric | 11381779:btcusd:triple_med_gx:lsma100_70 | 11381779:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.31% | 31.76% |
| 6M | -4.78% | 12.25% |
| YTD | -2.61% | 17.02% |
| 1Y | -6.02% | 57.19% |
| 3Y (ann.) | -5.87% | 59.47% |
| 5Y (ann.) | -5.87% | 59.47% |
| Metric | 11381779:btcusd:triple_med_gx:lsma100_70 | 11381779:BTCUSD |
|---|---|---|
| Max Drawdown | -11.92% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | -0.51 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -11.92 | 256 |
| 2024-07-23 | 2024-08-20 | -4.39 | 27 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-09-24 | -1.92 | 33 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-23 | 2024-07-23 | -0.18 | 0 |
| Metric | 11381779:btcusd:triple_med_gx:lsma100_70 | 11381779:BTCUSD |
|---|---|---|
| Best Day | 2.87% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 3.71% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 3.71% | 37.42% |
| Worst Month | -4.89% | -17.69% |
| Best Year | -2.61% | 38.02% |
| Worst Year | -3.51% | 17.02% |
| Avg. Up Day | 0.65% | 0.67% |
| Avg. Down Day | -0.7% | -0.82% |
| Avg. Up Week | 2.58% | 8.74% |
| Avg. Down Week | -2.12% | -2.85% |
| Avg. Up Month | 2.62% | 10.73% |
| Avg. Down Month | -2.0% | -2.66% |
| Win Days % | 44.93% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |