| Metric | 11394061:btcusd:triple_med_gx:lsma100_110 | 11394061:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -18.84% | 61.16% |
| Max Drawdown | -20.43% | -29.51% |
| Sharpe | -0.91 | 0.59 |
| Sortino | -1.07 | 0.85 |
| Payoff Ratio | 0.82 | 0.77 |
| Profit Factor | 0.6 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.19 | 0.44 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 108.8 | 2.58 |
| Outlier Loss Ratio | 3.35 | 2.85 |
| Volatility (ann.) | 5.42% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.9 | 2.0 |
| Skew | -4.44 | 0.21 |
| Kurtosis | 67.72 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.59% | 3.74% |
| Expected Yearly % | -9.91% | 26.95% |
| Kelly Criterion | -37.35% | -10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11394061:BTCUSD | 11394061:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.10 | -0.24 | - |
| 2025 | 16.76 | -10.71 | -0.64 | - |
| Metric | 11394061:btcusd:triple_med_gx:lsma100_110 | 11394061:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.7% | 31.46% |
| 6M | -11.78% | 12.77% |
| YTD | -10.71% | 16.76% |
| 1Y | -19.75% | 56.84% |
| 3Y (ann.) | -18.38% | 59.12% |
| 5Y (ann.) | -18.38% | 59.12% |
| Metric | 11394061:btcusd:triple_med_gx:lsma100_110 | 11394061:BTCUSD |
|---|---|---|
| Max Drawdown | -20.43% | -29.51% |
| Longest DD Days | 335.0 | 144.0 |
| Avg. Drawdown | -4.75% | -4.82% |
| Avg. Drawdown Days | 71.0 | 14.0 |
| Recovery Factor | -0.92 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-06-11 | -20.43 | 335 |
| 2024-07-10 | 2024-07-11 | -1.64 | 1 |
| 2024-06-18 | 2024-07-09 | -1.36 | 20 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394061:btcusd:triple_med_gx:lsma100_110 | 11394061:BTCUSD |
|---|---|---|
| Best Day | 2.87% | 9.33% |
| Worst Day | -3.94% | -9.32% |
| Best Week | 1.71% | 18.93% |
| Worst Week | -7.22% | -12.33% |
| Best Month | 1.2% | 37.42% |
| Worst Month | -7.0% | -17.69% |
| Best Year | -9.1% | 38.02% |
| Worst Year | -10.71% | 16.76% |
| Avg. Up Day | 0.72% | 0.76% |
| Avg. Down Day | -0.87% | -0.98% |
| Avg. Up Week | 0.96% | 4.86% |
| Avg. Down Week | -2.86% | -4.89% |
| Avg. Up Month | 0.59% | 19.34% |
| Avg. Down Month | -1.33% | -7.93% |
| Win Days % | 38.18% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |