| Metric | 11384630:btcusd:triple_med_gx:lsma100_80 | 11384630:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 13.77% | 61.52% |
| Max Drawdown | -10.28% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.8 | 0.86 |
| Payoff Ratio | 1.04 | 0.93 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.71 | 0.53 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 62.49 | 2.81 |
| Outlier Loss Ratio | 3.26 | 2.73 |
| Volatility (ann.) | 6.42% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.3 | 2.02 |
| Skew | 1.18 | 0.21 |
| Kurtosis | 52.95 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.0% | 3.76% |
| Expected Yearly % | 6.66% | 27.09% |
| Kelly Criterion | 5.65% | 0.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11384630:BTCUSD | 11384630:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.37 | 0.67 | - |
| 2025 | 17.02 | -9.25 | -0.54 | - |
| Metric | 11384630:btcusd:triple_med_gx:lsma100_80 | 11384630:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.59% | 31.76% |
| 6M | -6.53% | 12.25% |
| YTD | -9.25% | 17.02% |
| 1Y | 13.77% | 57.19% |
| 3Y (ann.) | 13.38% | 59.47% |
| 5Y (ann.) | 13.38% | 59.47% |
| Metric | 11384630:btcusd:triple_med_gx:lsma100_80 | 11384630:BTCUSD |
|---|---|---|
| Max Drawdown | -10.28% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -1.91% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.34 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -10.28 | 176 |
| 2024-06-12 | 2024-07-25 | -4.00 | 43 |
| 2024-08-25 | 2024-09-26 | -2.42 | 32 |
| 2024-10-25 | 2024-11-21 | -2.40 | 27 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-09-28 | 2024-10-24 | -0.63 | 26 |
| 2024-07-27 | 2024-08-21 | -0.37 | 25 |
| 2024-11-22 | 2024-12-15 | -0.30 | 23 |
| Metric | 11384630:btcusd:triple_med_gx:lsma100_80 | 11384630:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.4% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 7.93% | 37.42% |
| Worst Month | -5.13% | -17.69% |
| Best Year | 25.37% | 38.02% |
| Worst Year | -9.25% | 17.02% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.85% | -0.97% |
| Avg. Up Week | 4.77% | 7.73% |
| Avg. Down Week | -1.11% | -5.77% |
| Avg. Up Month | 5.18% | 15.96% |
| Avg. Down Month | -2.97% | -12.52% |
| Win Days % | 52.0% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 31.82% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |