| Metric | 11385159:btcusd:triple_med_gx:lsma100_80 | 11385159:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 1.59% | 61.52% |
| Max Drawdown | -13.17% | -29.51% |
| Sharpe | 0.09 | 0.59 |
| Sortino | 0.14 | 0.86 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.69 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 71.15 | 2.78 |
| Outlier Loss Ratio | 3.22 | 2.69 |
| Volatility (ann.) | 6.26% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.12 | 2.02 |
| Skew | 1.29 | 0.21 |
| Kurtosis | 52.53 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.12% | 3.76% |
| Expected Yearly % | 0.79% | 27.09% |
| Kelly Criterion | -1.67% | 12.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11385159:BTCUSD | 11385159:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.96 | 0.10 | - |
| 2025 | 17.02 | -2.28 | -0.13 | - |
| Metric | 11385159:btcusd:triple_med_gx:lsma100_80 | 11385159:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.64% | 31.76% |
| 6M | -2.22% | 12.25% |
| YTD | -2.28% | 17.02% |
| 1Y | 1.59% | 57.19% |
| 3Y (ann.) | 1.55% | 59.47% |
| 5Y (ann.) | 1.55% | 59.47% |
| Metric | 11385159:btcusd:triple_med_gx:lsma100_80 | 11385159:BTCUSD |
|---|---|---|
| Max Drawdown | -13.17% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.15% | -4.82% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | 0.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -13.17 | 175 |
| 2024-07-03 | 2024-11-10 | -9.39 | 130 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385159:btcusd:triple_med_gx:lsma100_80 | 11385159:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.04% | 18.93% |
| Worst Week | -6.72% | -12.33% |
| Best Month | 7.04% | 37.42% |
| Worst Month | -6.72% | -17.69% |
| Best Year | 3.96% | 38.02% |
| Worst Year | -2.28% | 17.02% |
| Avg. Up Day | 0.99% | 1.02% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 2.75% | 8.02% |
| Avg. Down Week | -3.46% | -3.88% |
| Avg. Up Month | 3.72% | 16.18% |
| Avg. Down Month | -1.95% | -5.41% |
| Win Days % | 43.48% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |