| Metric | 11382547:btcusd:triple_med_gx:lsma100_70 | 11382547:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 14.12% | 61.52% |
| Max Drawdown | -9.59% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.85 | 0.86 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 58.65 | 2.87 |
| Outlier Loss Ratio | 3.56 | 2.68 |
| Volatility (ann.) | 6.29% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.43 | 2.02 |
| Skew | 1.4 | 0.21 |
| Kurtosis | 45.91 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.02% | 3.76% |
| Expected Yearly % | 6.83% | 27.09% |
| Kelly Criterion | 7.78% | 9.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11382547:BTCUSD | 11382547:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.76 | 0.39 | - |
| 2025 | 17.02 | -0.56 | -0.03 | - |
| Metric | 11382547:btcusd:triple_med_gx:lsma100_70 | 11382547:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.87% | 31.76% |
| 6M | -3.21% | 12.25% |
| YTD | -0.56% | 17.02% |
| 1Y | 14.12% | 57.19% |
| 3Y (ann.) | 13.72% | 59.47% |
| 5Y (ann.) | 13.72% | 59.47% |
| Metric | 11382547:btcusd:triple_med_gx:lsma100_70 | 11382547:BTCUSD |
|---|---|---|
| Max Drawdown | -9.59% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.47% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.47 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -9.59 | 155 |
| 2024-08-20 | 2024-09-18 | -5.07 | 29 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| 2024-10-18 | 2024-11-09 | -0.94 | 22 |
| 2024-10-17 | 2024-10-18 | -0.90 | 1 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-08-17 | 2024-08-18 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382547:btcusd:triple_med_gx:lsma100_70 | 11382547:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -3.88% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -4.41% | -17.69% |
| Best Year | 14.76% | 38.02% |
| Worst Year | -0.56% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 3.0% | 10.66% |
| Avg. Down Week | -2.25% | -3.28% |
| Avg. Up Month | 5.55% | 18.55% |
| Avg. Down Month | -2.67% | -3.23% |
| Win Days % | 49.66% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |