| Metric | 11383379:btcusd:triple_med_gx:lsma100_75 | 11383379:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 10.38% | 61.52% |
| Max Drawdown | -15.45% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.53 | 0.86 |
| Payoff Ratio | 0.98 | 0.92 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 7.07 | 1.07 |
| CPC Index | 0.62 | 0.52 |
| Tail Ratio | 5.92 | 0.97 |
| Outlier Win Ratio | 54.42 | 2.9 |
| Outlier Loss Ratio | 3.42 | 2.87 |
| Volatility (ann.) | 7.07% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.65 | 2.02 |
| Skew | -0.85 | 0.21 |
| Kurtosis | 51.04 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.76% | 3.76% |
| Expected Yearly % | 5.06% | 27.09% |
| Kelly Criterion | 4.62% | -0.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11383379:BTCUSD | 11383379:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.74 | 0.49 | - |
| 2025 | 17.02 | -7.04 | -0.41 | - |
| Metric | 11383379:btcusd:triple_med_gx:lsma100_75 | 11383379:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.39% | 31.76% |
| 6M | -9.2% | 12.25% |
| YTD | -7.04% | 17.02% |
| 1Y | 10.38% | 57.19% |
| 3Y (ann.) | 10.09% | 59.47% |
| 5Y (ann.) | 10.09% | 59.47% |
| Metric | 11383379:btcusd:triple_med_gx:lsma100_75 | 11383379:BTCUSD |
|---|---|---|
| Max Drawdown | -15.45% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -1.82% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.67 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-06-11 | -15.45 | 173 |
| 2024-09-28 | 2024-11-21 | -2.93 | 53 |
| 2024-06-13 | 2024-07-14 | -2.10 | 30 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-23 | 2024-12-13 | -1.31 | 20 |
| 2024-07-14 | 2024-07-25 | -1.01 | 11 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-25 | 2024-09-24 | -0.37 | 30 |
| Metric | 11383379:btcusd:triple_med_gx:lsma100_75 | 11383379:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -7.8% | -12.33% |
| Best Month | 7.71% | 37.42% |
| Worst Month | -7.8% | -17.69% |
| Best Year | 18.74% | 38.02% |
| Worst Year | -7.04% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 3.04% | 5.57% |
| Avg. Down Week | -1.99% | -4.75% |
| Avg. Up Month | 3.75% | 14.62% |
| Avg. Down Month | -3.9% | -9.42% |
| Win Days % | 52.76% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |