| Metric | 11382502:btcusd:triple_med_gx:lsma100_70 | 11382502:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 3.02% | 61.52% |
| Max Drawdown | -10.58% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.2 | 0.86 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.58 | 0.66 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 54.37 | 2.9 |
| Outlier Loss Ratio | 3.29 | 2.76 |
| Volatility (ann.) | 7.06% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.28 | 2.02 |
| Skew | 0.54 | 0.21 |
| Kurtosis | 39.45 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.23% | 3.76% |
| Expected Yearly % | 1.5% | 27.09% |
| Kelly Criterion | 0.74% | 10.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11382502:BTCUSD | 11382502:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.08 | 0.05 | - |
| 2025 | 17.02 | 0.92 | 0.05 | - |
| Metric | 11382502:btcusd:triple_med_gx:lsma100_70 | 11382502:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.01% | 31.76% |
| 6M | -0.82% | 12.25% |
| YTD | 0.92% | 17.02% |
| 1Y | 3.02% | 57.19% |
| 3Y (ann.) | 2.93% | 59.47% |
| 5Y (ann.) | 2.93% | 59.47% |
| Metric | 11382502:btcusd:triple_med_gx:lsma100_70 | 11382502:BTCUSD |
|---|---|---|
| Max Drawdown | -10.58% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -4.45% | -4.82% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | 0.28 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -10.58 | 155 |
| 2024-07-03 | 2024-11-10 | -9.75 | 130 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382502:btcusd:triple_med_gx:lsma100_70 | 11382502:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -5.76% | -12.33% |
| Best Month | 7.76% | 37.42% |
| Worst Month | -5.88% | -17.69% |
| Best Year | 2.08% | 38.02% |
| Worst Year | 0.92% | 17.02% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 2.64% | 9.8% |
| Avg. Down Week | -2.61% | -3.98% |
| Avg. Up Month | 2.97% | 16.18% |
| Avg. Down Month | -1.12% | -4.68% |
| Win Days % | 46.25% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |