| Metric | 11384244:btcusd:triple_med_gx:lsma100_80 | 11384244:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -8.93% | 61.52% |
| Max Drawdown | -11.68% | -29.51% |
| Sharpe | -0.62 | 0.59 |
| Sortino | -0.76 | 0.86 |
| Payoff Ratio | 0.77 | 0.74 |
| Profit Factor | 0.69 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.23 | 0.42 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 156.24 | 2.43 |
| Outlier Loss Ratio | 3.5 | 2.44 |
| Volatility (ann.) | 3.56% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.75 | 2.02 |
| Skew | -3.97 | 0.21 |
| Kurtosis | 66.42 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.72% | 3.76% |
| Expected Yearly % | -4.57% | 27.09% |
| Kelly Criterion | -28.15% | -13.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.13% |
| Expected Shortfall (cVaR) | -0.31% | -2.13% |
| Year | 11384244:BTCUSD | 11384244:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.11 | 0.08 | - |
| 2025 | 17.02 | -11.68 | -0.69 | - |
| Metric | 11384244:btcusd:triple_med_gx:lsma100_80 | 11384244:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.83% | 31.76% |
| 6M | -11.0% | 12.25% |
| YTD | -11.68% | 17.02% |
| 1Y | -8.93% | 57.19% |
| 3Y (ann.) | -8.7% | 59.47% |
| 5Y (ann.) | -8.7% | 59.47% |
| Metric | 11384244:btcusd:triple_med_gx:lsma100_80 | 11384244:BTCUSD |
|---|---|---|
| Max Drawdown | -11.68% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -2.54% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.76 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-06-11 | -11.68 | 153 |
| 2024-07-24 | 2024-09-27 | -4.16 | 64 |
| 2024-09-28 | 2024-11-18 | -1.42 | 51 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-22 | 2024-12-19 | -1.09 | 27 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-11-21 | 2024-11-21 | -0.18 | 0 |
| Metric | 11384244:btcusd:triple_med_gx:lsma100_80 | 11384244:BTCUSD |
|---|---|---|
| Best Day | 1.51% | 9.33% |
| Worst Day | -2.37% | -9.32% |
| Best Week | 3.72% | 18.93% |
| Worst Week | -4.21% | -12.33% |
| Best Month | 3.56% | 37.42% |
| Worst Month | -6.84% | -17.69% |
| Best Year | 3.11% | 38.02% |
| Worst Year | -11.68% | 17.02% |
| Avg. Up Day | 0.53% | 0.54% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 3.45% | 6.41% |
| Avg. Down Week | -1.41% | -3.97% |
| Avg. Up Month | 3.08% | 22.39% |
| Avg. Down Month | -1.61% | -9.89% |
| Win Days % | 44.19% | 51.9% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 18.75% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |