| Metric | 11383832:btcusd:triple_med_gx:lsma100_75 | 11383832:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 4.33% | 61.52% |
| Max Drawdown | -10.88% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.28 | 0.86 |
| Payoff Ratio | 1.11 | 1.13 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 62.26 | 2.78 |
| Outlier Loss Ratio | 3.29 | 2.69 |
| Volatility (ann.) | 6.63% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.39 | 2.02 |
| Skew | 0.24 | 0.21 |
| Kurtosis | 53.31 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.33% | 3.76% |
| Expected Yearly % | 2.14% | 27.09% |
| Kelly Criterion | -2.2% | 9.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11383832:BTCUSD | 11383832:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.33 | 0.06 | - |
| 2025 | 17.02 | 1.95 | 0.11 | - |
| Metric | 11383832:btcusd:triple_med_gx:lsma100_75 | 11383832:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.91% | 31.76% |
| 6M | -1.8% | 12.25% |
| YTD | 1.95% | 17.02% |
| 1Y | 4.33% | 57.19% |
| 3Y (ann.) | 4.21% | 59.47% |
| 5Y (ann.) | 4.21% | 59.47% |
| Metric | 11383832:btcusd:triple_med_gx:lsma100_75 | 11383832:BTCUSD |
|---|---|---|
| Max Drawdown | -10.88% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -5.69% | -4.82% |
| Avg. Drawdown Days | 76.0 | 14.0 |
| Recovery Factor | 0.4 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -10.88 | 175 |
| 2024-07-04 | 2024-11-10 | -10.76 | 128 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383832:btcusd:triple_med_gx:lsma100_75 | 11383832:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -6.21% | -12.33% |
| Best Month | 10.45% | 37.42% |
| Worst Month | -8.13% | -17.69% |
| Best Year | 2.33% | 38.02% |
| Worst Year | 1.95% | 17.02% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 3.37% | 8.12% |
| Avg. Down Week | -3.8% | -3.98% |
| Avg. Up Month | 4.08% | 16.18% |
| Avg. Down Month | -2.13% | -5.98% |
| Win Days % | 46.27% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |