| Metric | 11390964:btcusd:triple_med_gx:lsma110_100 | 11390964:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -0.82% | 61.52% |
| Max Drawdown | -9.52% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.02 | 0.86 |
| Payoff Ratio | 0.87 | 0.79 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.4 | 0.45 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 112.78 | 2.43 |
| Outlier Loss Ratio | 3.04 | 2.34 |
| Volatility (ann.) | 5.04% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.08 | 2.02 |
| Skew | 0.04 | 0.21 |
| Kurtosis | 162.3 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.06% | 3.76% |
| Expected Yearly % | -0.41% | 27.09% |
| Kelly Criterion | -14.54% | -9.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11390964:BTCUSD | 11390964:btcusd:triple_med_gx:lsma110_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.42 | -0.01 | - |
| 2025 | 17.02 | -0.40 | -0.02 | - |
| Metric | 11390964:btcusd:triple_med_gx:lsma110_100 | 11390964:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.21% | 31.76% |
| 6M | -6.69% | 12.25% |
| YTD | -0.4% | 17.02% |
| 1Y | -0.69% | 57.19% |
| 3Y (ann.) | -0.8% | 59.47% |
| 5Y (ann.) | -0.8% | 59.47% |
| Metric | 11390964:btcusd:triple_med_gx:lsma110_100 | 11390964:BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -2.77% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.09 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-11 | -9.52 | 174 |
| 2024-07-04 | 2024-11-11 | -3.16 | 129 |
| 2024-11-12 | 2024-12-18 | -0.69 | 36 |
| 2024-06-02 | 2024-07-04 | -0.43 | 32 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11390964:btcusd:triple_med_gx:lsma110_100 | 11390964:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 7.23% | 18.93% |
| Worst Week | -6.31% | -12.33% |
| Best Month | 7.23% | 37.42% |
| Worst Month | -6.31% | -17.69% |
| Best Year | -0.4% | 38.02% |
| Worst Year | -0.42% | 17.02% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.87% | -0.98% |
| Avg. Up Week | 2.85% | 6.79% |
| Avg. Down Week | -2.4% | -3.31% |
| Avg. Up Month | 2.6% | 16.4% |
| Avg. Down Month | -3.08% | -4.22% |
| Win Days % | 46.84% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 35.29% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |