| Metric | 11384741:btcusd:triple_med_gx:lsma100_80 | 11384741:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 14.12% | 61.52% |
| Max Drawdown | -9.35% | -29.51% |
| Sharpe | 0.55 | 0.59 |
| Sortino | 0.89 | 0.86 |
| Payoff Ratio | 1.17 | 1.01 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 60.27 | 2.81 |
| Outlier Loss Ratio | 3.95 | 2.75 |
| Volatility (ann.) | 6.13% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.47 | 2.02 |
| Skew | 2.29 | 0.21 |
| Kurtosis | 53.33 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.02% | 3.76% |
| Expected Yearly % | 6.83% | 27.09% |
| Kelly Criterion | 6.5% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11384741:BTCUSD | 11384741:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.71 | 0.47 | - |
| 2025 | 17.02 | -3.05 | -0.18 | - |
| Metric | 11384741:btcusd:triple_med_gx:lsma100_80 | 11384741:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.18% | 31.76% |
| 6M | -2.39% | 12.25% |
| YTD | -3.05% | 17.02% |
| 1Y | 14.12% | 57.19% |
| 3Y (ann.) | 13.72% | 59.47% |
| 5Y (ann.) | 13.72% | 59.47% |
| Metric | 11384741:btcusd:triple_med_gx:lsma100_80 | 11384741:BTCUSD |
|---|---|---|
| Max Drawdown | -9.35% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -1.61% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.51 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -9.35 | 134 |
| 2024-07-27 | 2024-08-23 | -3.91 | 26 |
| 2024-07-11 | 2024-07-14 | -3.31 | 2 |
| 2024-12-19 | 2025-01-27 | -2.59 | 39 |
| 2024-06-14 | 2024-07-11 | -1.63 | 27 |
| 2024-08-25 | 2024-09-26 | -1.35 | 32 |
| 2024-11-23 | 2024-12-15 | -1.26 | 22 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-09-28 | 2024-10-26 | -0.57 | 27 |
| 2024-10-26 | 2024-11-21 | -0.35 | 25 |
| Metric | 11384741:btcusd:triple_med_gx:lsma100_80 | 11384741:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.08% | -9.32% |
| Best Week | 7.79% | 18.93% |
| Worst Week | -3.55% | -12.33% |
| Best Month | 4.57% | 37.42% |
| Worst Month | -3.55% | -17.69% |
| Best Year | 17.71% | 38.02% |
| Worst Year | -3.05% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.69% | -0.81% |
| Avg. Up Week | 2.97% | 5.93% |
| Avg. Down Week | -1.11% | -5.42% |
| Avg. Up Month | 3.08% | 13.69% |
| Avg. Down Month | -2.13% | -9.04% |
| Win Days % | 49.66% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |