| Metric | 11383270:btcusd:triple_med_gx:lsma100_75 | 11383270:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 9.7% | 61.52% |
| Max Drawdown | -16.84% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.57 | 0.86 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 61.06 | 2.72 |
| Outlier Loss Ratio | 3.56 | 2.75 |
| Volatility (ann.) | 6.33% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.56 | 2.02 |
| Skew | 0.62 | 0.21 |
| Kurtosis | 52.82 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.71% | 3.76% |
| Expected Yearly % | 4.74% | 27.09% |
| Kelly Criterion | 0.86% | 2.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11383270:BTCUSD | 11383270:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.86 | 0.79 | - |
| 2025 | 17.02 | -15.52 | -0.91 | - |
| Metric | 11383270:btcusd:triple_med_gx:lsma100_75 | 11383270:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.25% | 31.76% |
| 6M | -11.1% | 12.25% |
| YTD | -15.52% | 17.02% |
| 1Y | 9.7% | 57.19% |
| 3Y (ann.) | 9.43% | 59.47% |
| 5Y (ann.) | 9.43% | 59.47% |
| Metric | 11383270:btcusd:triple_med_gx:lsma100_75 | 11383270:BTCUSD |
|---|---|---|
| Max Drawdown | -16.84% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -1.93% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 0.58 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-11 | 2025-06-11 | -16.84 | 151 |
| 2024-07-24 | 2024-07-26 | -3.95 | 1 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-07 | 2024-11-20 | -1.71 | 13 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-14 | 2024-12-15 | -0.74 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-24 | 2024-09-24 | -0.59 | 31 |
| Metric | 11383270:btcusd:triple_med_gx:lsma100_75 | 11383270:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -7.22% | -12.33% |
| Best Month | 7.16% | 37.42% |
| Worst Month | -7.22% | -17.69% |
| Best Year | 29.86% | 38.02% |
| Worst Year | -15.52% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.25% | 8.15% |
| Avg. Down Week | -2.78% | -5.73% |
| Avg. Up Month | 3.65% | 14.69% |
| Avg. Down Month | -3.14% | -9.04% |
| Win Days % | 50.36% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 52.38% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |