| Metric | 11387905:btcusd:triple_med_gx:lsma100_90 | 11387905:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -9.17% | 61.52% |
| Max Drawdown | -18.41% | -29.51% |
| Sharpe | -0.37 | 0.59 |
| Sortino | -0.5 | 0.86 |
| Payoff Ratio | 0.85 | 0.82 |
| Profit Factor | 0.82 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.3 | 0.47 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 82.2 | 2.57 |
| Outlier Loss Ratio | 3.49 | 2.78 |
| Volatility (ann.) | 5.8% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.49 | 2.02 |
| Skew | -0.84 | 0.21 |
| Kurtosis | 57.71 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.74% | 3.76% |
| Expected Yearly % | -4.7% | 27.09% |
| Kelly Criterion | -22.8% | -6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11387905:BTCUSD | 11387905:btcusd:triple_med_gx:lsma100_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.86 | 0.21 | - |
| 2025 | 17.02 | -15.79 | -0.93 | - |
| Metric | 11387905:btcusd:triple_med_gx:lsma100_90 | 11387905:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.62% | 31.76% |
| 6M | -12.42% | 12.25% |
| YTD | -15.79% | 17.02% |
| 1Y | -9.17% | 57.19% |
| 3Y (ann.) | -8.94% | 59.47% |
| 5Y (ann.) | -8.94% | 59.47% |
| Metric | 11387905:btcusd:triple_med_gx:lsma100_90 | 11387905:BTCUSD |
|---|---|---|
| Max Drawdown | -18.41% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -4.83% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | -0.5 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -18.41 | 155 |
| 2024-08-20 | 2024-10-29 | -7.42 | 70 |
| 2024-07-11 | 2024-08-20 | -2.90 | 39 |
| 2024-06-14 | 2024-07-01 | -2.61 | 16 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-29 | 2024-12-15 | -1.07 | 47 |
| 2024-07-11 | 2024-07-11 | -0.18 | 0 |
| Metric | 11387905:btcusd:triple_med_gx:lsma100_90 | 11387905:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.0% | 18.93% |
| Worst Week | -7.1% | -12.33% |
| Best Month | 5.02% | 37.42% |
| Worst Month | -12.36% | -17.69% |
| Best Year | 7.86% | 38.02% |
| Worst Year | -15.79% | 17.02% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.86% | -0.93% |
| Avg. Up Week | 1.49% | 4.88% |
| Avg. Down Week | -3.63% | -3.98% |
| Avg. Up Month | 2.65% | 12.04% |
| Avg. Down Month | -2.27% | -9.04% |
| Win Days % | 43.55% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |