| Metric | 11382058:btcusd:triple_med_gx:lsma100_70 | 11382058:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 2.54% | 61.52% |
| Max Drawdown | -18.76% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 0.23 | 1.07 |
| CPC Index | 0.5 | 0.56 |
| Tail Ratio | 0.21 | 0.97 |
| Outlier Win Ratio | 53.14 | 2.91 |
| Outlier Loss Ratio | 3.44 | 2.98 |
| Volatility (ann.) | 7.48% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.13 | 2.02 |
| Skew | -0.2 | 0.21 |
| Kurtosis | 39.95 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.19% | 3.76% |
| Expected Yearly % | 1.26% | 27.09% |
| Kelly Criterion | -4.84% | 3.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11382058:BTCUSD | 11382058:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.58 | 0.57 | - |
| 2025 | 17.02 | -15.66 | -0.92 | - |
| Metric | 11382058:btcusd:triple_med_gx:lsma100_70 | 11382058:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.4% | 31.76% |
| 6M | -16.04% | 12.25% |
| YTD | -15.66% | 17.02% |
| 1Y | 2.54% | 57.19% |
| 3Y (ann.) | 2.47% | 59.47% |
| 5Y (ann.) | 2.47% | 59.47% |
| Metric | 11382058:btcusd:triple_med_gx:lsma100_70 | 11382058:BTCUSD |
|---|---|---|
| Max Drawdown | -18.76% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -2.9% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-06-11 | -18.76 | 200 |
| 2024-06-12 | 2024-07-26 | -5.60 | 44 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-25 | 2024-11-10 | -2.40 | 16 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-08-24 | 2024-09-24 | -1.28 | 31 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-09-29 | 2024-10-24 | -0.46 | 25 |
| Metric | 11382058:btcusd:triple_med_gx:lsma100_70 | 11382058:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 9.0% | 18.93% |
| Worst Week | -8.28% | -12.33% |
| Best Month | 13.01% | 37.42% |
| Worst Month | -8.28% | -17.69% |
| Best Year | 21.58% | 38.02% |
| Worst Year | -15.66% | 17.02% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 3.5% | 9.14% |
| Avg. Down Week | -1.73% | -5.34% |
| Avg. Up Month | 5.88% | 15.5% |
| Avg. Down Month | -4.67% | -7.59% |
| Win Days % | 47.88% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |