| Metric | 11382866:btcusd:triple_med_gx:lsma100_70 | 11382866:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 4.3% | 61.52% |
| Max Drawdown | -11.78% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.34 | 0.86 |
| Payoff Ratio | 1.25 | 1.25 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 74.57 | 2.71 |
| Outlier Loss Ratio | 3.5 | 2.68 |
| Volatility (ann.) | 5.69% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.36 | 2.02 |
| Skew | 2.94 | 0.21 |
| Kurtosis | 64.99 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.32% | 3.76% |
| Expected Yearly % | 2.13% | 27.09% |
| Kelly Criterion | 2.79% | 13.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11382866:BTCUSD | 11382866:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.19 | 0.29 | - |
| 2025 | 17.02 | -6.19 | -0.36 | - |
| Metric | 11382866:btcusd:triple_med_gx:lsma100_70 | 11382866:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.12% | 31.76% |
| 6M | -6.19% | 12.25% |
| YTD | -6.19% | 17.02% |
| 1Y | 4.3% | 57.19% |
| 3Y (ann.) | 4.18% | 59.47% |
| 5Y (ann.) | 4.18% | 59.47% |
| Metric | 11382866:btcusd:triple_med_gx:lsma100_70 | 11382866:BTCUSD |
|---|---|---|
| Max Drawdown | -11.78% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -2.94% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 0.36 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -11.78 | 264 |
| 2024-07-15 | 2024-08-23 | -2.86 | 39 |
| 2024-08-25 | 2024-09-17 | -2.44 | 23 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11382866:btcusd:triple_med_gx:lsma100_70 | 11382866:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 5.65% | 18.93% |
| Worst Week | -3.99% | -12.33% |
| Best Month | 5.65% | 37.42% |
| Worst Month | -4.16% | -17.69% |
| Best Year | 11.19% | 38.02% |
| Worst Year | -6.19% | 17.02% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.7% | -0.7% |
| Avg. Up Week | 2.89% | 8.31% |
| Avg. Down Week | -1.62% | -4.3% |
| Avg. Up Month | 3.09% | 7.19% |
| Avg. Down Month | -1.86% | -2.09% |
| Win Days % | 46.09% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |