| Metric | 11386508:btcusd:triple_med_gx:lsma100_85 | 11386508:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -4.5% | 61.52% |
| Max Drawdown | -15.27% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.25 | 0.86 |
| Payoff Ratio | 1.09 | 0.98 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 80.51 | 2.54 |
| Outlier Loss Ratio | 3.46 | 2.65 |
| Volatility (ann.) | 5.54% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.29 | 2.02 |
| Skew | 1.16 | 0.21 |
| Kurtosis | 66.31 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.35% | 3.76% |
| Expected Yearly % | -2.28% | 27.09% |
| Kelly Criterion | -9.05% | 2.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11386508:BTCUSD | 11386508:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.07 | 0.24 | - |
| 2025 | 17.02 | -12.44 | -0.73 | - |
| Metric | 11386508:btcusd:triple_med_gx:lsma100_85 | 11386508:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.56% | 31.76% |
| 6M | -9.22% | 12.25% |
| YTD | -12.44% | 17.02% |
| 1Y | -4.5% | 57.19% |
| 3Y (ann.) | -4.38% | 59.47% |
| 5Y (ann.) | -4.38% | 59.47% |
| Metric | 11386508:btcusd:triple_med_gx:lsma100_85 | 11386508:BTCUSD |
|---|---|---|
| Max Drawdown | -15.27% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -4.38% | -4.82% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.29 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -15.27 | 176 |
| 2024-08-20 | 2024-11-10 | -4.72 | 81 |
| 2024-07-11 | 2024-08-20 | -4.04 | 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 | 11386508:btcusd:triple_med_gx:lsma100_85 | 11386508:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.71% | 18.93% |
| Worst Week | -8.4% | -12.33% |
| Best Month | 4.71% | 37.42% |
| Worst Month | -8.39% | -17.69% |
| Best Year | 9.07% | 38.02% |
| Worst Year | -12.44% | 17.02% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.73% | -0.85% |
| Avg. Up Week | 1.61% | 6.67% |
| Avg. Down Week | -2.62% | -3.55% |
| Avg. Up Month | 1.82% | 16.18% |
| Avg. Down Month | -2.73% | -9.5% |
| Win Days % | 43.1% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |