| Metric | 11370439:btcusd:triple_med_gx:lsma100_10 | 11370439:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -7.73% | 79.62% |
| Max Drawdown | -28.06% | -29.51% |
| Sharpe | -0.13 | 0.65 |
| Sortino | -0.18 | 0.96 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 0.99 | 1.08 |
| CPC Index | 0.46 | 0.57 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 28.82 | 3.17 |
| Outlier Loss Ratio | 3.74 | 3.23 |
| Volatility (ann.) | 9.85% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.25 | 2.33 |
| Skew | -0.65 | 0.2 |
| Kurtosis | 21.95 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.57% | 4.27% |
| Expected Yearly % | -3.94% | 34.02% |
| Kelly Criterion | -4.53% | 3.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11370439:BTCUSD | 11370439:btcusd:triple_med_gx:lsma100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.85 | 0.50 | - |
| 2025 | 30.14 | -22.36 | -0.74 | - |
| Metric | 11370439:btcusd:triple_med_gx:lsma100_10 | 11370439:BTCUSD |
|---|---|---|
| MTD | -2.19% | 13.36% |
| 3M | -6.83% | 45.08% |
| 6M | -20.77% | 28.47% |
| YTD | -22.36% | 30.14% |
| 1Y | -6.94% | 105.13% |
| 3Y (ann.) | -6.94% | 68.87% |
| 5Y (ann.) | -6.94% | 68.87% |
| Metric | 11370439:btcusd:triple_med_gx:lsma100_10 | 11370439:BTCUSD |
|---|---|---|
| Max Drawdown | -28.06% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.34% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | -0.28 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -28.06 | 188 |
| 2024-07-01 | 2024-10-14 | -9.69 | 104 |
| 2024-12-05 | 2024-12-16 | -4.65 | 10 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-05 | 2024-06-30 | -1.21 | 24 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2025-01-03 | -0.96 | 17 |
| Metric | 11370439:btcusd:triple_med_gx:lsma100_10 | 11370439:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.36% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 7.36% | 37.42% |
| Worst Month | -14.96% | -17.69% |
| Best Year | 18.85% | 38.02% |
| Worst Year | -22.36% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.36% | 7.06% |
| Avg. Down Week | -2.13% | -2.62% |
| Avg. Up Month | 6.41% | 17.44% |
| Avg. Down Month | -7.41% | -9.5% |
| Win Days % | 47.17% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |