| Metric | 11388028:btcusd:triple_med_gx:lsma100_90 | 11388028:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 1.97% | 61.52% |
| Max Drawdown | -5.58% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.22 | 0.86 |
| Payoff Ratio | 1.44 | 1.2 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.65 | 0.69 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 144.81 | 2.41 |
| Outlier Loss Ratio | 3.37 | 2.2 |
| Volatility (ann.) | 3.82% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.34 | 2.02 |
| Skew | 2.37 | 0.21 |
| Kurtosis | 116.36 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.15% | 3.76% |
| Expected Yearly % | 0.98% | 27.09% |
| Kelly Criterion | -1.19% | 11.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11388028:BTCUSD | 11388028:btcusd:triple_med_gx:lsma100_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.11 | 0.11 | - |
| 2025 | 17.02 | -2.06 | -0.12 | - |
| Metric | 11388028:btcusd:triple_med_gx:lsma100_90 | 11388028:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.98% | 31.76% |
| 6M | -4.39% | 12.25% |
| YTD | -2.06% | 17.02% |
| 1Y | 1.97% | 57.19% |
| 3Y (ann.) | 1.92% | 59.47% |
| 5Y (ann.) | 1.92% | 59.47% |
| Metric | 11388028:btcusd:triple_med_gx:lsma100_90 | 11388028:BTCUSD |
|---|---|---|
| Max Drawdown | -5.58% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -1.82% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | 0.35 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -5.58 | 175 |
| 2024-08-20 | 2024-09-18 | -2.87 | 29 |
| 2024-10-20 | 2024-11-11 | -0.29 | 22 |
| 2024-12-17 | 2024-12-17 | -0.19 | 0 |
| 2024-10-19 | 2024-10-19 | -0.18 | 0 |
| Metric | 11388028:btcusd:triple_med_gx:lsma100_90 | 11388028:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 4.98% | 18.93% |
| Worst Week | -2.72% | -12.33% |
| Best Month | 4.98% | 37.42% |
| Worst Month | -2.72% | -17.69% |
| Best Year | 4.11% | 38.02% |
| Worst Year | -2.06% | 17.02% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.65% | -0.81% |
| Avg. Up Week | 2.73% | 8.89% |
| Avg. Down Week | -1.21% | -5.28% |
| Avg. Up Month | 2.04% | 17.44% |
| Avg. Down Month | -1.86% | -5.98% |
| Win Days % | 40.35% | 51.9% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |