| Metric | 11384074:btcusd:triple_med_gx:lsma100_75 | 11384074:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 3.92% | 61.52% |
| Max Drawdown | -10.79% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.31 | 0.86 |
| Payoff Ratio | 1.1 | 1.12 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 80.26 | 2.61 |
| Outlier Loss Ratio | 3.53 | 2.54 |
| Volatility (ann.) | 5.2% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.35 | 2.02 |
| Skew | 0.93 | 0.21 |
| Kurtosis | 76.98 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.76% |
| Expected Yearly % | 1.94% | 27.09% |
| Kelly Criterion | 2.15% | 8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11384074:BTCUSD | 11384074:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.71 | 0.33 | - |
| 2025 | 17.02 | -7.80 | -0.46 | - |
| Metric | 11384074:btcusd:triple_med_gx:lsma100_75 | 11384074:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.77% | 31.76% |
| 6M | -7.8% | 12.25% |
| YTD | -7.8% | 17.02% |
| 1Y | 3.92% | 57.19% |
| 3Y (ann.) | 3.81% | 59.47% |
| 5Y (ann.) | 3.81% | 59.47% |
| Metric | 11384074:btcusd:triple_med_gx:lsma100_75 | 11384074:BTCUSD |
|---|---|---|
| Max Drawdown | -10.79% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.41% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 0.36 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -10.79 | 233 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-08-24 | 2024-09-18 | -1.23 | 25 |
| 2024-09-19 | 2024-10-20 | -1.23 | 31 |
| 2024-07-14 | 2024-08-21 | -0.84 | 38 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11384074:btcusd:triple_med_gx:lsma100_75 | 11384074:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 6.71% | 18.93% |
| Worst Week | -4.33% | -12.33% |
| Best Month | 6.28% | 37.42% |
| Worst Month | -3.82% | -17.69% |
| Best Year | 12.71% | 38.02% |
| Worst Year | -7.8% | 17.02% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.67% | -0.68% |
| Avg. Up Week | 3.82% | 10.14% |
| Avg. Down Week | -1.12% | -5.24% |
| Avg. Up Month | 3.95% | 5.22% |
| Avg. Down Month | -0.2% | -2.09% |
| Win Days % | 48.7% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |