| Metric | 11386593:btcusd:triple_med_gx:lsma100_85 | 11386593:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 7.61% | 61.52% |
| Max Drawdown | -8.38% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.63 | 0.86 |
| Payoff Ratio | 1.43 | 1.48 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.85 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 91.32 | 2.57 |
| Outlier Loss Ratio | 3.45 | 2.44 |
| Volatility (ann.) | 5.04% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.88 | 2.02 |
| Skew | 3.49 | 0.21 |
| Kurtosis | 78.18 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.57% | 3.76% |
| Expected Yearly % | 3.73% | 27.09% |
| Kelly Criterion | 3.48% | 19.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.13% |
| Expected Shortfall (cVaR) | -0.43% | -2.13% |
| Year | 11386593:BTCUSD | 11386593:btcusd:triple_med_gx:lsma100_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.10 | 0.37 | - |
| 2025 | 17.02 | -5.68 | -0.33 | - |
| Metric | 11386593:btcusd:triple_med_gx:lsma100_85 | 11386593:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.17% | 31.76% |
| 6M | -8.2% | 12.25% |
| YTD | -5.68% | 17.02% |
| 1Y | 7.61% | 57.19% |
| 3Y (ann.) | 7.4% | 59.47% |
| 5Y (ann.) | 7.4% | 59.47% |
| Metric | 11386593:btcusd:triple_med_gx:lsma100_85 | 11386593:BTCUSD |
|---|---|---|
| Max Drawdown | -8.38% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.25% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.91 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -8.38 | 175 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| 2024-10-18 | 2024-11-10 | -0.69 | 22 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386593:btcusd:triple_med_gx:lsma100_85 | 11386593:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 10.04% | 18.93% |
| Worst Week | -2.72% | -12.33% |
| Best Month | 10.04% | 37.42% |
| Worst Month | -3.03% | -17.69% |
| Best Year | 14.1% | 38.02% |
| Worst Year | -5.68% | 17.02% |
| Avg. Up Day | 1.03% | 1.06% |
| Avg. Down Day | -0.72% | -0.71% |
| Avg. Up Week | 4.4% | 11.07% |
| Avg. Down Week | -1.78% | -3.28% |
| Avg. Up Month | 5.37% | 19.63% |
| Avg. Down Month | -1.76% | -2.66% |
| Win Days % | 43.21% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |