| Metric | 11383325:btcusd:triple_med_gx:lsma100_75 | 11383325:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 2.5% | 61.52% |
| Max Drawdown | -19.15% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 0.86 | 0.8 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.48 | 0.45 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 65.48 | 2.76 |
| Outlier Loss Ratio | 3.05 | 2.75 |
| Volatility (ann.) | 6.5% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.13 | 2.02 |
| Skew | -1.35 | 0.21 |
| Kurtosis | 54.93 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.19% | 3.76% |
| Expected Yearly % | 1.24% | 27.09% |
| Kelly Criterion | -3.86% | -8.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11383325:BTCUSD | 11383325:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.77 | 0.70 | - |
| 2025 | 17.02 | -19.15 | -1.12 | - |
| Metric | 11383325:btcusd:triple_med_gx:lsma100_75 | 11383325:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -7.41% | 31.76% |
| 6M | -17.33% | 12.25% |
| YTD | -19.15% | 17.02% |
| 1Y | 2.5% | 57.19% |
| 3Y (ann.) | 2.43% | 59.47% |
| 5Y (ann.) | 2.43% | 59.47% |
| Metric | 11383325:btcusd:triple_med_gx:lsma100_75 | 11383325:BTCUSD |
|---|---|---|
| Max Drawdown | -19.15% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.02% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.13 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-06-11 | -19.15 | 149 |
| 2024-10-25 | 2024-11-21 | -2.95 | 27 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-06-12 | 2024-07-25 | -1.50 | 42 |
| 2024-11-22 | 2024-12-15 | -1.08 | 22 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-27 | 2024-08-21 | -0.43 | 25 |
| 2024-08-24 | 2024-09-24 | -0.38 | 31 |
| 2024-09-29 | 2024-10-24 | -0.35 | 25 |
| Metric | 11383325:btcusd:triple_med_gx:lsma100_75 | 11383325:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 8.34% | 18.93% |
| Worst Week | -8.28% | -12.33% |
| Best Month | 8.13% | 37.42% |
| Worst Month | -8.28% | -17.69% |
| Best Year | 26.77% | 38.02% |
| Worst Year | -19.15% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.9% | -1.01% |
| Avg. Up Week | 4.88% | 7.73% |
| Avg. Down Week | -1.99% | -5.45% |
| Avg. Up Month | 5.56% | 15.96% |
| Avg. Down Month | -4.96% | -9.04% |
| Win Days % | 51.88% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 30.43% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |