| Metric | 11385227:btcusd:triple_med_gx:lsma100_80 | 11385227:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 10.39% | 61.52% |
| Max Drawdown | -12.51% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.7 | 0.86 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 76.04 | 2.71 |
| Outlier Loss Ratio | 3.24 | 2.51 |
| Volatility (ann.) | 5.53% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.81 | 2.02 |
| Skew | 0.96 | 0.21 |
| Kurtosis | 65.29 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.76% | 3.76% |
| Expected Yearly % | 5.07% | 27.09% |
| Kelly Criterion | 9.35% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11385227:BTCUSD | 11385227:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.72 | 0.57 | - |
| 2025 | 17.02 | -9.31 | -0.55 | - |
| Metric | 11385227:btcusd:triple_med_gx:lsma100_80 | 11385227:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.05% | 31.76% |
| 6M | -10.87% | 12.25% |
| YTD | -9.31% | 17.02% |
| 1Y | 10.39% | 57.19% |
| 3Y (ann.) | 10.1% | 59.47% |
| 5Y (ann.) | 10.1% | 59.47% |
| Metric | 11385227:btcusd:triple_med_gx:lsma100_80 | 11385227:BTCUSD |
|---|---|---|
| Max Drawdown | -12.51% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -1.99% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.83 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -12.51 | 175 |
| 2024-08-20 | 2024-09-17 | -3.50 | 27 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-11-09 | 2024-11-10 | -0.60 | 1 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| 2024-10-18 | 2024-10-18 | -0.18 | 0 |
| 2024-12-16 | 2024-12-17 | -0.18 | 0 |
| 2024-12-17 | 2024-12-17 | -0.01 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385227:btcusd:triple_med_gx:lsma100_80 | 11385227:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 9.21% | 18.93% |
| Worst Week | -6.24% | -12.33% |
| Best Month | 9.21% | 37.42% |
| Worst Month | -6.51% | -17.69% |
| Best Year | 21.72% | 38.02% |
| Worst Year | -9.31% | 17.02% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.72% | 9.17% |
| Avg. Down Week | -3.98% | -3.56% |
| Avg. Up Month | 4.66% | 17.44% |
| Avg. Down Month | -1.69% | -2.66% |
| Win Days % | 50.94% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 64.29% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |