| Metric | 11383045:btcusd:triple_med_gx:lsma100_75 | 11383045:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -2.19% | 61.52% |
| Max Drawdown | -8.56% | -29.51% |
| Sharpe | -0.1 | 0.59 |
| Sortino | -0.14 | 0.86 |
| Payoff Ratio | 0.98 | 0.91 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 99.69 | 2.6 |
| Outlier Loss Ratio | 3.94 | 2.51 |
| Volatility (ann.) | 4.55% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.25 | 2.02 |
| Skew | 1.19 | 0.21 |
| Kurtosis | 77.23 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 3.76% |
| Expected Yearly % | -1.1% | 27.09% |
| Kelly Criterion | -9.68% | -0.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.13% |
| Expected Shortfall (cVaR) | -0.39% | -2.13% |
| Year | 11383045:BTCUSD | 11383045:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.08 | 0.05 | - |
| 2025 | 17.02 | -4.19 | -0.25 | - |
| Metric | 11383045:btcusd:triple_med_gx:lsma100_75 | 11383045:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.91% | 31.76% |
| 6M | -4.72% | 12.25% |
| YTD | -4.19% | 17.02% |
| 1Y | -2.19% | 57.19% |
| 3Y (ann.) | -2.14% | 59.47% |
| 5Y (ann.) | -2.14% | 59.47% |
| Metric | 11383045:btcusd:triple_med_gx:lsma100_75 | 11383045:BTCUSD |
|---|---|---|
| Max Drawdown | -8.56% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -2.67% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.26 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -8.56 | 256 |
| 2024-07-24 | 2024-08-23 | -4.13 | 29 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-06-29 | 2024-07-24 | -1.15 | 25 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-09-24 | 2024-09-24 | -0.18 | 0 |
| Metric | 11383045:btcusd:triple_med_gx:lsma100_75 | 11383045:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.37% | -9.32% |
| Best Week | 6.87% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 6.87% | 37.42% |
| Worst Month | -3.18% | -17.69% |
| Best Year | 2.08% | 38.02% |
| Worst Year | -4.19% | 17.02% |
| Avg. Up Day | 0.62% | 0.66% |
| Avg. Down Day | -0.64% | -0.72% |
| Avg. Up Week | 2.74% | 6.34% |
| Avg. Down Week | -1.78% | -3.22% |
| Avg. Up Month | 3.76% | 7.35% |
| Avg. Down Month | -0.98% | -4.22% |
| Win Days % | 45.69% | 51.9% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |