| Metric | 11383810:btcusd:triple_med_gx:lsma100_75 | 11383810:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 5.35% | 61.52% |
| Max Drawdown | -10.81% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.34 | 0.86 |
| Payoff Ratio | 1.26 | 1.14 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 59.68 | 2.9 |
| Outlier Loss Ratio | 3.32 | 2.74 |
| Volatility (ann.) | 6.7% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.48 | 2.02 |
| Skew | 1.28 | 0.21 |
| Kurtosis | 41.97 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.4% | 3.76% |
| Expected Yearly % | 2.64% | 27.09% |
| Kelly Criterion | 1.96% | 9.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11383810:BTCUSD | 11383810:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.81 | 0.07 | - |
| 2025 | 17.02 | 2.47 | 0.15 | - |
| Metric | 11383810:btcusd:triple_med_gx:lsma100_75 | 11383810:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.19% | 31.76% |
| 6M | 0.71% | 12.25% |
| YTD | 2.47% | 17.02% |
| 1Y | 5.35% | 57.19% |
| 3Y (ann.) | 5.2% | 59.47% |
| 5Y (ann.) | 5.2% | 59.47% |
| Metric | 11383810:btcusd:triple_med_gx:lsma100_75 | 11383810:BTCUSD |
|---|---|---|
| Max Drawdown | -10.81% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.53% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 0.49 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -10.81 | 175 |
| 2024-07-03 | 2024-11-10 | -9.50 | 130 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383810:btcusd:triple_med_gx:lsma100_75 | 11383810:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -5.76% | -12.33% |
| Best Month | 6.99% | 37.42% |
| Worst Month | -5.88% | -17.69% |
| Best Year | 2.81% | 38.02% |
| Worst Year | 2.47% | 17.02% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.76% | -0.86% |
| Avg. Up Week | 3.03% | 9.72% |
| Avg. Down Week | -3.09% | -3.98% |
| Avg. Up Month | 2.9% | 16.18% |
| Avg. Down Month | -1.39% | -5.98% |
| Win Days % | 45.39% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |