| Metric | 11385252:btcusd:triple_med_gx:lsma100_80 | 11385252:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -3.32% | 61.52% |
| Max Drawdown | -16.65% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.16 | 0.86 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.57 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 83.26 | 2.65 |
| Outlier Loss Ratio | 3.24 | 2.68 |
| Volatility (ann.) | 5.72% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.19 | 2.02 |
| Skew | -0.27 | 0.21 |
| Kurtosis | 72.4 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.26% | 3.76% |
| Expected Yearly % | -1.68% | 27.09% |
| Kelly Criterion | -9.25% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11385252:BTCUSD | 11385252:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.18 | 0.22 | - |
| 2025 | 17.02 | -10.63 | -0.62 | - |
| Metric | 11385252:btcusd:triple_med_gx:lsma100_80 | 11385252:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.57% | 31.76% |
| 6M | -16.17% | 12.25% |
| YTD | -10.63% | 17.02% |
| 1Y | -3.32% | 57.19% |
| 3Y (ann.) | -3.24% | 59.47% |
| 5Y (ann.) | -3.24% | 59.47% |
| Metric | 11385252:btcusd:triple_med_gx:lsma100_80 | 11385252:BTCUSD |
|---|---|---|
| Max Drawdown | -16.65% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.2 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -16.65 | 175 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-19 | 2024-11-10 | -2.51 | 51 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-08-22 | 2024-09-17 | -1.04 | 26 |
| 2024-08-19 | 2024-08-20 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385252:btcusd:triple_med_gx:lsma100_80 | 11385252:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 7.77% | 18.93% |
| Worst Week | -6.2% | -12.33% |
| Best Month | 7.77% | 37.42% |
| Worst Month | -6.2% | -17.69% |
| Best Year | 8.18% | 38.02% |
| Worst Year | -10.63% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.81% | 11.07% |
| Avg. Down Week | -3.67% | -2.83% |
| Avg. Up Month | 4.45% | 19.63% |
| Avg. Down Month | -3.53% | -7.67% |
| Win Days % | 44.44% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |