| Metric | 11387037:btcusd:triple_med_gx:lsma100_90 | 11387037:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -11.33% | 61.52% |
| Max Drawdown | -13.11% | -29.51% |
| Sharpe | -0.76 | 0.59 |
| Sortino | -0.91 | 0.86 |
| Payoff Ratio | 0.69 | 0.69 |
| Profit Factor | 0.54 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.15 | 0.4 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 211.44 | 2.25 |
| Outlier Loss Ratio | 2.73 | 2.29 |
| Volatility (ann.) | 3.76% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.84 | 2.02 |
| Skew | -5.25 | 0.21 |
| Kurtosis | 135.33 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.92% | 3.76% |
| Expected Yearly % | -5.83% | 27.09% |
| Kelly Criterion | -47.6% | -17.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11387037:BTCUSD | 11387037:btcusd:triple_med_gx:lsma100_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.96 | -0.03 | - |
| 2025 | 17.02 | -10.47 | -0.62 | - |
| Metric | 11387037:btcusd:triple_med_gx:lsma100_90 | 11387037:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.27% | 31.76% |
| 6M | -10.47% | 12.25% |
| YTD | -10.47% | 17.02% |
| 1Y | -11.33% | 57.19% |
| 3Y (ann.) | -11.04% | 59.47% |
| 5Y (ann.) | -11.04% | 59.47% |
| Metric | 11387037:btcusd:triple_med_gx:lsma100_90 | 11387037:BTCUSD |
|---|---|---|
| Max Drawdown | -13.11% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -4.36% | -4.82% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.86 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -13.11 | 256 |
| 2024-07-24 | 2024-09-27 | -3.93 | 64 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-24 | 2024-07-24 | -0.18 | 0 |
| Metric | 11387037:btcusd:triple_med_gx:lsma100_90 | 11387037:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 3.98% | 18.93% |
| Worst Week | -4.84% | -12.33% |
| Best Month | 3.49% | 37.42% |
| Worst Month | -4.84% | -17.69% |
| Best Year | -0.96% | 38.02% |
| Worst Year | -10.47% | 17.02% |
| Avg. Up Day | 0.6% | 0.62% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 2.83% | 5.51% |
| Avg. Down Week | -1.92% | -3.97% |
| Avg. Up Month | 1.92% | 18.63% |
| Avg. Down Month | -3.62% | -9.89% |
| Win Days % | 39.66% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 23.08% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |