| Metric | 11381198:btcusd:triple_med_gx:lsma100_65 | 11381198:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 0.49% | 61.52% |
| Max Drawdown | -15.34% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.08 | 0.86 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.5 | 0.56 |
| Tail Ratio | 0.96 | 0.97 |
| Outlier Win Ratio | 49.07 | 2.9 |
| Outlier Loss Ratio | 3.48 | 2.78 |
| Volatility (ann.) | 7.2% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.03 | 2.02 |
| Skew | 0.06 | 0.21 |
| Kurtosis | 36.18 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.04% | 3.76% |
| Expected Yearly % | 0.24% | 27.09% |
| Kelly Criterion | -1.95% | 3.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11381198:BTCUSD | 11381198:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.15 | 0.29 | - |
| 2025 | 17.02 | -9.59 | -0.56 | - |
| Metric | 11381198:btcusd:triple_med_gx:lsma100_65 | 11381198:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.13% | 31.76% |
| 6M | -5.12% | 12.25% |
| YTD | -9.59% | 17.02% |
| 1Y | 0.49% | 57.19% |
| 3Y (ann.) | 0.47% | 59.47% |
| 5Y (ann.) | 0.47% | 59.47% |
| Metric | 11381198:btcusd:triple_med_gx:lsma100_65 | 11381198:BTCUSD |
|---|---|---|
| Max Drawdown | -15.34% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.55% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.03 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -15.34 | 155 |
| 2024-08-20 | 2024-11-10 | -6.38 | 81 |
| 2024-07-10 | 2024-08-18 | -3.98 | 39 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-06 | -0.96 | 20 |
| 2024-07-01 | 2024-07-10 | -0.69 | 8 |
| 2024-11-10 | 2024-12-15 | -0.36 | 34 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11381198:btcusd:triple_med_gx:lsma100_65 | 11381198:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.94% | 18.93% |
| Worst Week | -5.62% | -12.33% |
| Best Month | 5.56% | 37.42% |
| Worst Month | -5.6% | -17.69% |
| Best Year | 11.15% | 38.02% |
| Worst Year | -9.59% | 17.02% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 1.19% | 8.82% |
| Avg. Down Week | -2.18% | -3.55% |
| Avg. Up Month | 1.96% | 16.69% |
| Avg. Down Month | -1.57% | -9.5% |
| Win Days % | 48.76% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |