| Metric | 11382461:btcusd:triple_med_gx:lsma100_70 | 11382461:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -1.43% | 61.52% |
| Max Drawdown | -15.33% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.02 | 0.86 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 0.73 | 1.07 |
| CPC Index | 0.48 | 0.57 |
| Tail Ratio | 0.74 | 0.97 |
| Outlier Win Ratio | 53.87 | 2.9 |
| Outlier Loss Ratio | 3.45 | 2.78 |
| Volatility (ann.) | 6.93% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.09 | 2.02 |
| Skew | 0.04 | 0.21 |
| Kurtosis | 40.56 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.76% |
| Expected Yearly % | -0.72% | 27.09% |
| Kelly Criterion | -3.16% | 3.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11382461:BTCUSD | 11382461:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.38 | 0.25 | - |
| 2025 | 17.02 | -9.89 | -0.58 | - |
| Metric | 11382461:btcusd:triple_med_gx:lsma100_70 | 11382461:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.2% | 31.76% |
| 6M | -5.46% | 12.25% |
| YTD | -9.89% | 17.02% |
| 1Y | -1.43% | 57.19% |
| 3Y (ann.) | -1.39% | 59.47% |
| 5Y (ann.) | -1.39% | 59.47% |
| Metric | 11382461:btcusd:triple_med_gx:lsma100_70 | 11382461:BTCUSD |
|---|---|---|
| Max Drawdown | -15.33% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -4.26% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.09 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -15.33 | 155 |
| 2024-08-20 | 2024-11-10 | -6.38 | 81 |
| 2024-07-01 | 2024-08-20 | -4.35 | 49 |
| 2024-12-16 | 2025-01-06 | -1.39 | 20 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-10 | 2024-12-15 | -0.80 | 34 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11382461:btcusd:triple_med_gx:lsma100_70 | 11382461:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.1% | 18.93% |
| Worst Week | -6.08% | -12.33% |
| Best Month | 5.38% | 37.42% |
| Worst Month | -6.07% | -17.69% |
| Best Year | 9.38% | 38.02% |
| Worst Year | -9.89% | 17.02% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 1.29% | 9.25% |
| Avg. Down Week | -2.91% | -3.66% |
| Avg. Up Month | 1.9% | 16.69% |
| Avg. Down Month | -2.28% | -9.89% |
| Win Days % | 48.11% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |