| Metric | 11403082:btcusd:triple_med_gx:lsma100_140 | 11403082:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -1.7% | 61.16% |
| Max Drawdown | -10.22% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.04 | 0.85 |
| Payoff Ratio | 0.97 | 0.89 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.45 | 0.51 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 75.51 | 2.87 |
| Outlier Loss Ratio | 3.28 | 2.56 |
| Volatility (ann.) | 6.57% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.16 | 2.0 |
| Skew | -4.74 | 0.21 |
| Kurtosis | 120.38 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.74% |
| Expected Yearly % | -0.86% | 26.95% |
| Kelly Criterion | -8.3% | -2.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11403082:BTCUSD | 11403082:btcusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.36 | -0.01 | - |
| 2025 | 16.76 | -1.35 | -0.08 | - |
| Metric | 11403082:btcusd:triple_med_gx:lsma100_140 | 11403082:BTCUSD |
|---|---|---|
| MTD | 0.71% | 4.16% |
| 3M | 2.78% | 31.46% |
| 6M | -0.88% | 12.77% |
| YTD | -1.35% | 16.76% |
| 1Y | -1.36% | 56.84% |
| 3Y (ann.) | -1.66% | 59.12% |
| 5Y (ann.) | -1.66% | 59.12% |
| Metric | 11403082:btcusd:triple_med_gx:lsma100_140 | 11403082:BTCUSD |
|---|---|---|
| Max Drawdown | -10.22% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -5.2% | -4.82% |
| Avg. Drawdown Days | 86.0 | 14.0 |
| Recovery Factor | -0.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-10-14 | -10.22 | 105 |
| 2024-12-09 | 2025-06-11 | -7.56 | 184 |
| 2024-11-06 | 2024-12-08 | -1.66 | 32 |
| 2024-06-06 | 2024-06-30 | -1.36 | 24 |
| Metric | 11403082:btcusd:triple_med_gx:lsma100_140 | 11403082:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.26% | 18.93% |
| Worst Week | -3.1% | -12.33% |
| Best Month | 5.26% | 37.42% |
| Worst Month | -4.59% | -17.69% |
| Best Year | -0.36% | 38.02% |
| Worst Year | -1.35% | 16.76% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.79% | -0.89% |
| Avg. Up Week | 1.73% | 5.92% |
| Avg. Down Week | -2.04% | -3.76% |
| Avg. Up Month | 2.48% | 9.24% |
| Avg. Down Month | -2.31% | -7.93% |
| Win Days % | 46.67% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |