| Metric | 11385203:btcusd:triple_med_gx:lsma100_80 | 11385203:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 12.53% | 61.52% |
| Max Drawdown | -11.8% | -29.51% |
| Sharpe | 0.53 | 0.59 |
| Sortino | 0.85 | 0.86 |
| Payoff Ratio | 1.33 | 1.25 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.88 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 72.33 | 2.7 |
| Outlier Loss Ratio | 3.52 | 2.59 |
| Volatility (ann.) | 5.76% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.03 | 2.02 |
| Skew | 2.17 | 0.21 |
| Kurtosis | 67.47 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.91% | 3.76% |
| Expected Yearly % | 6.08% | 27.09% |
| Kelly Criterion | 10.09% | 13.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11385203:BTCUSD | 11385203:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.33 | 0.56 | - |
| 2025 | 17.02 | -7.25 | -0.43 | - |
| Metric | 11385203:btcusd:triple_med_gx:lsma100_80 | 11385203:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.9% | 31.76% |
| 6M | -6.76% | 12.25% |
| YTD | -7.25% | 17.02% |
| 1Y | 12.53% | 57.19% |
| 3Y (ann.) | 12.18% | 59.47% |
| 5Y (ann.) | 12.18% | 59.47% |
| Metric | 11385203:btcusd:triple_med_gx:lsma100_80 | 11385203:BTCUSD |
|---|---|---|
| Max Drawdown | -11.8% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.22% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.06 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -11.80 | 175 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-18 | 2024-11-10 | -1.22 | 22 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-08-18 | 2024-08-19 | -0.29 | 0 |
| 2024-10-18 | 2024-10-18 | -0.18 | 0 |
| 2024-12-16 | 2024-12-16 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385203:btcusd:triple_med_gx:lsma100_80 | 11385203:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.23% | 18.93% |
| Worst Week | -7.09% | -12.33% |
| Best Month | 10.23% | 37.42% |
| Worst Month | -7.61% | -17.69% |
| Best Year | 21.33% | 38.02% |
| Worst Year | -7.25% | 17.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 3.6% | 9.17% |
| Avg. Down Week | -3.64% | -3.11% |
| Avg. Up Month | 4.81% | 17.44% |
| Avg. Down Month | -0.67% | -2.09% |
| Win Days % | 48.6% | 51.9% |
| Win Month % | 70.0% | 61.54% |
| Win Week % | 61.54% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |