| Metric | 11381238:btcusd:triple_med_gx:lsma100_65 | 11381238:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 5.27% | 61.52% |
| Max Drawdown | -9.66% | -29.51% |
| Sharpe | 0.2 | 0.59 |
| Sortino | 0.3 | 0.86 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 0.59 | 1.07 |
| CPC Index | 0.59 | 0.65 |
| Tail Ratio | 0.54 | 0.97 |
| Outlier Win Ratio | 47.43 | 2.98 |
| Outlier Loss Ratio | 3.42 | 2.81 |
| Volatility (ann.) | 7.49% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.53 | 2.02 |
| Skew | 0.67 | 0.21 |
| Kurtosis | 32.87 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.4% | 3.76% |
| Expected Yearly % | 2.6% | 27.09% |
| Kelly Criterion | 0.58% | 9.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11381238:BTCUSD | 11381238:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.46 | 0.09 | - |
| 2025 | 17.02 | 1.75 | 0.10 | - |
| Metric | 11381238:btcusd:triple_med_gx:lsma100_65 | 11381238:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.51% | 31.76% |
| 6M | -0.01% | 12.25% |
| YTD | 1.75% | 17.02% |
| 1Y | 5.27% | 57.19% |
| 3Y (ann.) | 5.12% | 59.47% |
| 5Y (ann.) | 5.12% | 59.47% |
| Metric | 11381238:btcusd:triple_med_gx:lsma100_65 | 11381238:BTCUSD |
|---|---|---|
| Max Drawdown | -9.66% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.21% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 0.55 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -9.66 | 175 |
| 2024-07-02 | 2024-11-10 | -9.03 | 130 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381238:btcusd:triple_med_gx:lsma100_65 | 11381238:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -7.3% | -12.33% |
| Best Month | 7.72% | 37.42% |
| Worst Month | -6.59% | -17.69% |
| Best Year | 3.46% | 38.02% |
| Worst Year | 1.75% | 17.02% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.46% | 8.74% |
| Avg. Down Week | -2.66% | -3.46% |
| Avg. Up Month | 4.04% | 16.69% |
| Avg. Down Month | -1.23% | -10.46% |
| Win Days % | 46.52% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |