| Metric | 11385180:btcusd:triple_med_gx:lsma100_80 | 11385180:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 0.74% | 61.52% |
| Max Drawdown | -13.3% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.09 | 0.86 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.52 | 0.61 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 74.99 | 2.7 |
| Outlier Loss Ratio | 3.16 | 2.68 |
| Volatility (ann.) | 6.25% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.05 | 2.02 |
| Skew | 0.08 | 0.21 |
| Kurtosis | 66.88 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.06% | 3.76% |
| Expected Yearly % | 0.37% | 27.09% |
| Kelly Criterion | -3.74% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11385180:BTCUSD | 11385180:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.12 | 0.21 | - |
| 2025 | 17.02 | -6.82 | -0.40 | - |
| Metric | 11385180:btcusd:triple_med_gx:lsma100_80 | 11385180:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.21% | 31.76% |
| 6M | -6.76% | 12.25% |
| YTD | -6.82% | 17.02% |
| 1Y | 0.74% | 57.19% |
| 3Y (ann.) | 0.72% | 59.47% |
| 5Y (ann.) | 0.72% | 59.47% |
| Metric | 11385180:btcusd:triple_med_gx:lsma100_80 | 11385180:BTCUSD |
|---|---|---|
| Max Drawdown | -13.3% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.56% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 0.06 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -13.30 | 175 |
| 2024-07-04 | 2024-11-10 | -9.12 | 128 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-15 | 2024-12-15 | -0.18 | 0 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385180:btcusd:triple_med_gx:lsma100_80 | 11385180:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.12% | -9.32% |
| Best Week | 10.32% | 18.93% |
| Worst Week | -7.58% | -12.33% |
| Best Month | 10.32% | 37.42% |
| Worst Month | -8.09% | -17.69% |
| Best Year | 8.12% | 38.02% |
| Worst Year | -6.82% | 17.02% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 2.5% | 7.15% |
| Avg. Down Week | -3.36% | -3.88% |
| Avg. Up Month | 3.43% | 16.18% |
| Avg. Down Month | -0.38% | -5.41% |
| Win Days % | 45.45% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |