| Metric | 11385118:btcusd:triple_med_gx:lsma100_80 | 11385118:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -4.44% | 61.52% |
| Max Drawdown | -14.78% | -29.51% |
| Sharpe | -0.15 | 0.59 |
| Sortino | -0.22 | 0.86 |
| Payoff Ratio | 1.03 | 0.97 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.55 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 70.47 | 2.71 |
| Outlier Loss Ratio | 3.36 | 2.69 |
| Volatility (ann.) | 6.02% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.29 | 2.02 |
| Skew | 0.31 | 0.21 |
| Kurtosis | 54.98 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.35% | 3.76% |
| Expected Yearly % | -2.25% | 27.09% |
| Kelly Criterion | -7.87% | 2.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11385118:BTCUSD | 11385118:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.39 | 0.25 | - |
| 2025 | 17.02 | -12.64 | -0.74 | - |
| Metric | 11385118:btcusd:triple_med_gx:lsma100_80 | 11385118:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.14% | 31.76% |
| 6M | -8.32% | 12.25% |
| YTD | -12.64% | 17.02% |
| 1Y | -4.44% | 57.19% |
| 3Y (ann.) | -4.33% | 59.47% |
| 5Y (ann.) | -4.33% | 59.47% |
| Metric | 11385118:btcusd:triple_med_gx:lsma100_80 | 11385118:BTCUSD |
|---|---|---|
| Max Drawdown | -14.78% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -4.44% | -4.82% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | -0.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -14.78 | 176 |
| 2024-08-20 | 2024-11-10 | -6.54 | 82 |
| 2024-07-11 | 2024-08-20 | -3.08 | 39 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-07-01 | 2024-07-11 | -0.69 | 9 |
| 2024-11-10 | 2024-12-15 | -0.36 | 34 |
| Metric | 11385118:btcusd:triple_med_gx:lsma100_80 | 11385118:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.94% | 18.93% |
| Worst Week | -9.33% | -12.33% |
| Best Month | 4.94% | 37.42% |
| Worst Month | -9.32% | -17.69% |
| Best Year | 9.39% | 38.02% |
| Worst Year | -12.64% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 1.68% | 7.98% |
| Avg. Down Week | -3.46% | -3.66% |
| Avg. Up Month | 1.5% | 16.38% |
| Avg. Down Month | -1.01% | -9.5% |
| Win Days % | 45.26% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 41.18% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |