| Metric | 11386527:btcusd:triple_med_gx:lsma100_85 | 11386527:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -1.65% | 61.52% |
| Max Drawdown | -8.17% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.09 | 0.86 |
| Payoff Ratio | 1.39 | 1.19 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.52 | 0.68 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 95.71 | 2.53 |
| Outlier Loss Ratio | 3.67 | 2.63 |
| Volatility (ann.) | 4.99% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.2 | 2.02 |
| Skew | 2.59 | 0.21 |
| Kurtosis | 75.38 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.76% |
| Expected Yearly % | -0.83% | 27.09% |
| Kelly Criterion | -4.79% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11386527:BTCUSD | 11386527:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.35 | 0.09 | - |
| 2025 | 17.02 | -4.84 | -0.28 | - |
| Metric | 11386527:btcusd:triple_med_gx:lsma100_85 | 11386527:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.6% | 31.76% |
| 6M | -3.64% | 12.25% |
| YTD | -4.84% | 17.02% |
| 1Y | -1.65% | 57.19% |
| 3Y (ann.) | -1.6% | 59.47% |
| 5Y (ann.) | -1.6% | 59.47% |
| Metric | 11386527:btcusd:triple_med_gx:lsma100_85 | 11386527:BTCUSD |
|---|---|---|
| Max Drawdown | -8.17% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.71% | -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 | -8.17 | 175 |
| 2024-07-02 | 2024-11-10 | -7.88 | 130 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-12-16 | -0.36 | 35 |
| Metric | 11386527:btcusd:triple_med_gx:lsma100_85 | 11386527:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -2.65% | -9.32% |
| Best Week | 5.07% | 18.93% |
| Worst Week | -3.71% | -12.33% |
| Best Month | 5.07% | 37.42% |
| Worst Month | -5.9% | -17.69% |
| Best Year | 3.35% | 38.02% |
| Worst Year | -4.84% | 17.02% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.68% | -0.81% |
| Avg. Up Week | 2.32% | 7.56% |
| Avg. Down Week | -2.36% | -4.27% |
| Avg. Up Month | 2.04% | 16.18% |
| Avg. Down Month | -1.74% | -5.41% |
| Win Days % | 39.13% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |