| Metric | 11385138:btcusd:triple_med_gx:lsma100_80 | 11385138:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -2.29% | 61.52% |
| Max Drawdown | -11.61% | -29.51% |
| Sharpe | -0.07 | 0.59 |
| Sortino | -0.11 | 0.86 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.49 | 0.64 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 78.61 | 2.68 |
| Outlier Loss Ratio | 3.38 | 2.64 |
| Volatility (ann.) | 5.6% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.19 | 2.02 |
| Skew | 0.79 | 0.21 |
| Kurtosis | 62.35 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.18% | 3.76% |
| Expected Yearly % | -1.15% | 27.09% |
| Kelly Criterion | -4.96% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11385138:BTCUSD | 11385138:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.67 | 0.18 | - |
| 2025 | 17.02 | -8.40 | -0.49 | - |
| Metric | 11385138:btcusd:triple_med_gx:lsma100_80 | 11385138:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.78% | 31.76% |
| 6M | -5.13% | 12.25% |
| YTD | -8.4% | 17.02% |
| 1Y | -2.29% | 57.19% |
| 3Y (ann.) | -2.23% | 59.47% |
| 5Y (ann.) | -2.23% | 59.47% |
| Metric | 11385138:btcusd:triple_med_gx:lsma100_80 | 11385138:BTCUSD |
|---|---|---|
| Max Drawdown | -11.61% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.19% | -4.82% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | -0.2 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -11.61 | 175 |
| 2024-07-02 | 2024-11-10 | -6.81 | 130 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-12-15 | -0.36 | 34 |
| Metric | 11385138:btcusd:triple_med_gx:lsma100_80 | 11385138:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.71% | 18.93% |
| Worst Week | -8.09% | -12.33% |
| Best Month | 4.71% | 37.42% |
| Worst Month | -8.09% | -17.69% |
| Best Year | 6.67% | 38.02% |
| Worst Year | -8.4% | 17.02% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 2.07% | 7.56% |
| Avg. Down Week | -5.64% | -4.8% |
| Avg. Up Month | 2.32% | 17.44% |
| Avg. Down Month | -1.26% | -5.41% |
| Win Days % | 43.1% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |