| Metric | 11383854:btcusd:triple_med_gx:lsma100_75 | 11383854:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 12.42% | 61.52% |
| Max Drawdown | -9.56% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.81 | 0.86 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 66.25 | 2.75 |
| Outlier Loss Ratio | 3.51 | 2.59 |
| Volatility (ann.) | 5.9% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.26 | 2.02 |
| Skew | 1.62 | 0.21 |
| Kurtosis | 57.65 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.9% | 3.76% |
| Expected Yearly % | 6.03% | 27.09% |
| Kelly Criterion | 8.83% | 10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11383854:BTCUSD | 11383854:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.57 | 0.41 | - |
| 2025 | 17.02 | -2.73 | -0.16 | - |
| Metric | 11383854:btcusd:triple_med_gx:lsma100_75 | 11383854:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.16% | 31.76% |
| 6M | -4.41% | 12.25% |
| YTD | -2.73% | 17.02% |
| 1Y | 12.42% | 57.19% |
| 3Y (ann.) | 12.07% | 59.47% |
| 5Y (ann.) | 12.07% | 59.47% |
| Metric | 11383854:btcusd:triple_med_gx:lsma100_75 | 11383854:BTCUSD |
|---|---|---|
| Max Drawdown | -9.56% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.01% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -9.56 | 175 |
| 2024-08-20 | 2024-09-17 | -3.95 | 28 |
| 2024-08-18 | 2024-08-20 | -2.88 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-18 | 2024-11-10 | -1.03 | 22 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-10-17 | 2024-10-17 | -0.18 | 0 |
| 2024-12-16 | 2024-12-17 | -0.18 | 0 |
| 2024-12-17 | 2024-12-17 | -0.01 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383854:btcusd:triple_med_gx:lsma100_75 | 11383854:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -4.73% | -12.33% |
| Best Month | 10.45% | 37.42% |
| Worst Month | -5.26% | -17.69% |
| Best Year | 15.57% | 38.02% |
| Worst Year | -2.73% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 3.83% | 9.24% |
| Avg. Down Week | -2.22% | -3.28% |
| Avg. Up Month | 4.73% | 17.44% |
| Avg. Down Month | -1.11% | -5.98% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |