| Metric | 11381471:btcusd:triple_med_gx:lsma100_65 | 11381471:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -2.25% | 61.52% |
| Max Drawdown | -19.5% | -29.51% |
| Sharpe | -0.05 | 0.59 |
| Sortino | -0.07 | 0.86 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.48 | 0.61 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 66.83 | 2.77 |
| Outlier Loss Ratio | 3.28 | 2.7 |
| Volatility (ann.) | 6.51% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.11 | 2.02 |
| Skew | -0.78 | 0.21 |
| Kurtosis | 56.39 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 3.76% |
| Expected Yearly % | -1.13% | 27.09% |
| Kelly Criterion | -4.85% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11381471:BTCUSD | 11381471:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.34 | 0.32 | - |
| 2025 | 17.02 | -12.98 | -0.76 | - |
| Metric | 11381471:btcusd:triple_med_gx:lsma100_65 | 11381471:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.99% | 31.76% |
| 6M | -12.98% | 12.25% |
| YTD | -12.98% | 17.02% |
| 1Y | -2.25% | 57.19% |
| 3Y (ann.) | -2.19% | 59.47% |
| 5Y (ann.) | -2.19% | 59.47% |
| Metric | 11381471:btcusd:triple_med_gx:lsma100_65 | 11381471:BTCUSD |
|---|---|---|
| Max Drawdown | -19.5% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -3.76% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -19.50 | 233 |
| 2024-08-20 | 2024-08-22 | -3.68 | 2 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-10-18 | -1.58 | 28 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-24 | 2024-09-17 | -0.44 | 24 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11381471:btcusd:triple_med_gx:lsma100_65 | 11381471:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.77% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 7.77% | 37.42% |
| Worst Month | -7.74% | -17.69% |
| Best Year | 12.34% | 38.02% |
| Worst Year | -12.98% | 17.02% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 3.53% | 10.0% |
| Avg. Down Week | -4.04% | -6.58% |
| Avg. Up Month | 3.81% | 8.19% |
| Avg. Down Month | -4.45% | -9.89% |
| Win Days % | 45.65% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |