| Metric | 11382114:btcusd:triple_med_gx:lsma100_70 | 11382114:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -4.8% | 61.52% |
| Max Drawdown | -25.77% | -29.51% |
| Sharpe | -0.12 | 0.59 |
| Sortino | -0.15 | 0.86 |
| Payoff Ratio | 0.94 | 0.92 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 0.71 | 1.07 |
| CPC Index | 0.43 | 0.52 |
| Tail Ratio | 0.75 | 0.97 |
| Outlier Win Ratio | 51.67 | 2.91 |
| Outlier Loss Ratio | 3.42 | 2.98 |
| Volatility (ann.) | 7.68% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.18 | 2.02 |
| Skew | -1.95 | 0.21 |
| Kurtosis | 46.13 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.38% | 3.76% |
| Expected Yearly % | -2.43% | 27.09% |
| Kelly Criterion | -6.99% | -0.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11382114:BTCUSD | 11382114:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.43 | 0.25 | - |
| 2025 | 17.02 | -13.00 | -0.76 | - |
| Metric | 11382114:btcusd:triple_med_gx:lsma100_70 | 11382114:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.06% | 31.76% |
| 6M | -22.48% | 12.25% |
| YTD | -13.0% | 17.02% |
| 1Y | -4.8% | 57.19% |
| 3Y (ann.) | -4.67% | 59.47% |
| 5Y (ann.) | -4.67% | 59.47% |
| Metric | 11382114:btcusd:triple_med_gx:lsma100_70 | 11382114:BTCUSD |
|---|---|---|
| Max Drawdown | -25.77% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -3.37% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | -0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -25.77 | 200 |
| 2024-08-20 | 2024-08-21 | -2.71 | 1 |
| 2024-06-12 | 2024-07-14 | -2.65 | 31 |
| 2024-10-25 | 2024-11-20 | -2.34 | 26 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-08-24 | 2024-09-24 | -1.22 | 31 |
| 2024-07-14 | 2024-07-25 | -1.01 | 11 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-09-27 | 2024-10-24 | -0.30 | 27 |
| Metric | 11382114:btcusd:triple_med_gx:lsma100_70 | 11382114:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 7.78% | 18.93% |
| Worst Week | -10.53% | -12.33% |
| Best Month | 10.04% | 37.42% |
| Worst Month | -10.9% | -17.69% |
| Best Year | 9.43% | 38.02% |
| Worst Year | -13.0% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 3.2% | 6.62% |
| Avg. Down Week | -3.32% | -4.48% |
| Avg. Up Month | 4.35% | 14.62% |
| Avg. Down Month | -5.78% | -7.59% |
| Win Days % | 48.13% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 48.15% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |