| Metric | 11382424:btcusd:triple_med_gx:lsma100_70 | 11382424:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -14.86% | 61.52% |
| Max Drawdown | -19.76% | -29.51% |
| Sharpe | -0.5 | 0.59 |
| Sortino | -0.67 | 0.86 |
| Payoff Ratio | 0.89 | 0.89 |
| Profit Factor | 0.82 | 1.1 |
| Common Sense Ratio | 0.71 | 1.07 |
| CPC Index | 0.33 | 0.5 |
| Tail Ratio | 0.86 | 0.97 |
| Outlier Win Ratio | 50.18 | 2.9 |
| Outlier Loss Ratio | 3.62 | 2.91 |
| Volatility (ann.) | 7.28% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.73 | 2.02 |
| Skew | -0.69 | 0.21 |
| Kurtosis | 31.04 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.23% | 3.76% |
| Expected Yearly % | -7.73% | 27.09% |
| Kelly Criterion | -15.95% | -2.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11382424:BTCUSD | 11382424:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.84 | 0.02 | - |
| 2025 | 17.02 | -15.57 | -0.91 | - |
| Metric | 11382424:btcusd:triple_med_gx:lsma100_70 | 11382424:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.09% | 31.76% |
| 6M | -11.35% | 12.25% |
| YTD | -15.57% | 17.02% |
| 1Y | -14.86% | 57.19% |
| 3Y (ann.) | -14.49% | 59.47% |
| 5Y (ann.) | -14.49% | 59.47% |
| Metric | 11382424:btcusd:triple_med_gx:lsma100_70 | 11382424:BTCUSD |
|---|---|---|
| Max Drawdown | -19.76% | -29.51% |
| Longest DD Days | 186.0 | 144.0 |
| Avg. Drawdown | -7.72% | -4.82% |
| Avg. Drawdown Days | 86.0 | 14.0 |
| Recovery Factor | -0.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -19.76 | 155 |
| 2024-06-12 | 2024-12-16 | -9.98 | 186 |
| 2025-01-04 | 2025-01-06 | -0.78 | 1 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11382424:btcusd:triple_med_gx:lsma100_70 | 11382424:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -5.73% | -12.33% |
| Best Month | 4.99% | 37.42% |
| Worst Month | -10.03% | -17.69% |
| Best Year | 0.84% | 38.02% |
| Worst Year | -15.57% | 17.02% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 0.81% | 5.57% |
| Avg. Down Week | -4.01% | -3.07% |
| Avg. Up Month | 1.52% | 24.15% |
| Avg. Down Month | -2.62% | -11.25% |
| Win Days % | 45.29% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |