| Metric | 11381891:btcusd:triple_med_gx:lsma100_70 | 11381891:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -2.87% | 61.52% |
| Max Drawdown | -17.9% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.12 | 0.86 |
| Payoff Ratio | 0.88 | 0.82 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.4 | 0.47 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 72.21 | 2.8 |
| Outlier Loss Ratio | 3.33 | 2.72 |
| Volatility (ann.) | 6.14% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.16 | 2.02 |
| Skew | -0.87 | 0.21 |
| Kurtosis | 46.17 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.22% | 3.76% |
| Expected Yearly % | -1.45% | 27.09% |
| Kelly Criterion | -13.05% | -6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11381891:BTCUSD | 11381891:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.79 | 0.18 | - |
| 2025 | 17.02 | -9.05 | -0.53 | - |
| Metric | 11381891:btcusd:triple_med_gx:lsma100_70 | 11381891:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.1% | 31.76% |
| 6M | -8.14% | 12.25% |
| YTD | -9.05% | 17.02% |
| 1Y | -2.87% | 57.19% |
| 3Y (ann.) | -2.8% | 59.47% |
| 5Y (ann.) | -2.8% | 59.47% |
| Metric | 11381891:btcusd:triple_med_gx:lsma100_70 | 11381891:BTCUSD |
|---|---|---|
| Max Drawdown | -17.9% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -3.88% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | -0.16 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -17.90 | 151 |
| 2024-07-11 | 2024-08-20 | -5.83 | 39 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-22 | 2024-11-19 | -2.64 | 28 |
| 2024-08-22 | 2024-09-26 | -2.44 | 35 |
| 2024-11-19 | 2024-12-15 | -1.46 | 25 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-06-30 | 2024-07-11 | -0.28 | 11 |
| 2025-01-10 | 2025-01-10 | -0.18 | 0 |
| Metric | 11381891:btcusd:triple_med_gx:lsma100_70 | 11381891:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.7% | 18.93% |
| Worst Week | -9.49% | -12.33% |
| Best Month | 9.34% | 37.42% |
| Worst Month | -9.33% | -17.69% |
| Best Year | 6.79% | 38.02% |
| Worst Year | -9.05% | 17.02% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.87% | -0.97% |
| Avg. Up Week | 4.83% | 8.45% |
| Avg. Down Week | -3.13% | -4.82% |
| Avg. Up Month | 4.56% | 19.63% |
| Avg. Down Month | -3.94% | -9.04% |
| Win Days % | 47.06% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |