| Metric | 11383157:btcusd:triple_med_gx:lsma100_75 | 11383157:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -6.94% | 61.52% |
| Max Drawdown | -17.31% | -29.51% |
| Sharpe | -0.3 | 0.59 |
| Sortino | -0.4 | 0.86 |
| Payoff Ratio | 0.83 | 0.76 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.32 | 0.43 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 96.64 | 2.68 |
| Outlier Loss Ratio | 3.27 | 2.68 |
| Volatility (ann.) | 5.28% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.39 | 2.02 |
| Skew | -0.95 | 0.21 |
| Kurtosis | 62.79 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.55% | 3.76% |
| Expected Yearly % | -3.53% | 27.09% |
| Kelly Criterion | -20.13% | -11.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11383157:BTCUSD | 11383157:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.63 | 0.28 | - |
| 2025 | 17.02 | -15.89 | -0.93 | - |
| Metric | 11383157:btcusd:triple_med_gx:lsma100_75 | 11383157:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -7.19% | 31.76% |
| 6M | -15.04% | 12.25% |
| YTD | -15.89% | 17.02% |
| 1Y | -6.94% | 57.19% |
| 3Y (ann.) | -6.76% | 59.47% |
| 5Y (ann.) | -6.76% | 59.47% |
| Metric | 11383157:btcusd:triple_med_gx:lsma100_75 | 11383157:BTCUSD |
|---|---|---|
| Max Drawdown | -17.31% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -4.16% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | -0.4 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -17.31 | 151 |
| 2024-06-11 | 2024-07-26 | -3.97 | 45 |
| 2024-10-22 | 2025-01-10 | -3.78 | 79 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-20 | 2024-08-21 | -0.18 | 0 |
| Metric | 11383157:btcusd:triple_med_gx:lsma100_75 | 11383157:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.08% | -9.32% |
| Best Week | 8.2% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 8.2% | 37.42% |
| Worst Month | -5.13% | -17.69% |
| Best Year | 10.63% | 38.02% |
| Worst Year | -15.89% | 17.02% |
| Avg. Up Day | 0.72% | 0.76% |
| Avg. Down Day | -0.87% | -1.0% |
| Avg. Up Week | 2.79% | 5.14% |
| Avg. Down Week | -2.56% | -4.83% |
| Avg. Up Month | 2.52% | 5.22% |
| Avg. Down Month | -3.98% | -9.04% |
| Win Days % | 45.37% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |