| Metric | 11383789:btcusd:triple_med_gx:lsma100_75 | 11383789:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -4.77% | 61.52% |
| Max Drawdown | -12.15% | -29.51% |
| Sharpe | -0.15 | 0.59 |
| Sortino | -0.22 | 0.86 |
| Payoff Ratio | 1.12 | 1.13 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.45 | 0.64 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 65.42 | 2.84 |
| Outlier Loss Ratio | 3.32 | 2.76 |
| Volatility (ann.) | 6.44% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.38 | 2.02 |
| Skew | 0.09 | 0.21 |
| Kurtosis | 47.3 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.38% | 3.76% |
| Expected Yearly % | -2.41% | 27.09% |
| Kelly Criterion | -7.04% | 9.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11383789:BTCUSD | 11383789:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.27 | 0.06 | - |
| 2025 | 17.02 | -6.88 | -0.40 | - |
| Metric | 11383789:btcusd:triple_med_gx:lsma100_75 | 11383789:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.44% | 31.76% |
| 6M | -2.48% | 12.25% |
| YTD | -6.88% | 17.02% |
| 1Y | -4.77% | 57.19% |
| 3Y (ann.) | -4.64% | 59.47% |
| 5Y (ann.) | -4.64% | 59.47% |
| Metric | 11383789:btcusd:triple_med_gx:lsma100_75 | 11383789:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -29.51% |
| Longest DD Days | 166.0 | 144.0 |
| Avg. Drawdown | -5.39% | -4.82% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | -0.39 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -12.15 | 155 |
| 2024-07-02 | 2024-12-15 | -10.96 | 166 |
| 2024-12-17 | 2025-01-06 | -1.65 | 19 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11383789:btcusd:triple_med_gx:lsma100_75 | 11383789:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -4.8% | -12.33% |
| Best Month | 4.73% | 37.42% |
| Worst Month | -7.24% | -17.69% |
| Best Year | 2.27% | 38.02% |
| Worst Year | -6.88% | 17.02% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 2.54% | 10.69% |
| Avg. Down Week | -4.52% | -4.8% |
| Avg. Up Month | 2.21% | 19.81% |
| Avg. Down Month | -0.8% | -5.41% |
| Win Days % | 43.36% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |