| Metric | 11383770:btcusd:triple_med_gx:lsma100_75 | 11383770:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -4.26% | 61.52% |
| Max Drawdown | -15.61% | -29.51% |
| Sharpe | -0.13 | 0.59 |
| Sortino | -0.18 | 0.86 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.44 | 0.56 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 62.03 | 2.86 |
| Outlier Loss Ratio | 3.35 | 2.74 |
| Volatility (ann.) | 6.64% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.27 | 2.02 |
| Skew | -0.12 | 0.21 |
| Kurtosis | 46.79 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.33% | 3.76% |
| Expected Yearly % | -2.16% | 27.09% |
| Kelly Criterion | -6.99% | 3.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11383770:BTCUSD | 11383770:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.80 | 0.18 | - |
| 2025 | 17.02 | -10.36 | -0.61 | - |
| Metric | 11383770:btcusd:triple_med_gx:lsma100_75 | 11383770:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.34% | 31.76% |
| 6M | -6.23% | 12.25% |
| YTD | -10.36% | 17.02% |
| 1Y | -4.26% | 57.19% |
| 3Y (ann.) | -4.15% | 59.47% |
| 5Y (ann.) | -4.15% | 59.47% |
| Metric | 11383770:btcusd:triple_med_gx:lsma100_75 | 11383770:BTCUSD |
|---|---|---|
| Max Drawdown | -15.61% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -4.17% | -4.82% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | -0.27 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -15.61 | 155 |
| 2024-08-20 | 2024-11-10 | -6.82 | 82 |
| 2024-07-01 | 2024-08-20 | -3.15 | 49 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-10 | 2024-12-15 | -1.10 | 34 |
| 2024-12-16 | 2025-01-06 | -0.96 | 20 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11383770:btcusd:triple_med_gx:lsma100_75 | 11383770:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 4.83% | 37.42% |
| Worst Month | -6.08% | -17.69% |
| Best Year | 6.8% | 38.02% |
| Worst Year | -10.36% | 17.02% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 1.99% | 9.62% |
| Avg. Down Week | -2.28% | -3.66% |
| Avg. Up Month | 2.98% | 24.26% |
| Avg. Down Month | -1.57% | -9.5% |
| Win Days % | 45.91% | 51.9% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 35.29% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |