| Metric | 11370477:btcusd:triple_med_gx:lsma100_10 | 11370477:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -14.84% | 79.62% |
| Max Drawdown | -26.6% | -29.51% |
| Sharpe | -0.34 | 0.65 |
| Sortino | -0.46 | 0.96 |
| Payoff Ratio | 1.0 | 1.01 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.79 | 1.08 |
| CPC Index | 0.4 | 0.58 |
| Tail Ratio | 0.89 | 0.98 |
| Outlier Win Ratio | 31.63 | 3.13 |
| Outlier Loss Ratio | 3.68 | 3.13 |
| Volatility (ann.) | 9.29% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.5 | 2.33 |
| Skew | -0.72 | 0.2 |
| Kurtosis | 21.26 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.14% | 4.27% |
| Expected Yearly % | -7.72% | 34.02% |
| Kelly Criterion | -9.82% | 4.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11370477:BTCUSD | 11370477:btcusd:triple_med_gx:lsma100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.76 | 0.26 | - |
| 2025 | 30.14 | -22.42 | -0.74 | - |
| Metric | 11370477:btcusd:triple_med_gx:lsma100_10 | 11370477:BTCUSD |
|---|---|---|
| MTD | -1.93% | 13.36% |
| 3M | -6.01% | 45.08% |
| 6M | -20.79% | 28.47% |
| YTD | -22.42% | 30.14% |
| 1Y | -11.52% | 105.13% |
| 3Y (ann.) | -13.39% | 68.87% |
| 5Y (ann.) | -13.39% | 68.87% |
| Metric | 11370477:btcusd:triple_med_gx:lsma100_10 | 11370477:BTCUSD |
|---|---|---|
| Max Drawdown | -26.6% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.05% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | -0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -26.60 | 188 |
| 2024-07-01 | 2024-11-10 | -15.36 | 131 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-17 | 2025-01-05 | -1.65 | 18 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| Metric | 11370477:btcusd:triple_med_gx:lsma100_10 | 11370477:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.61% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 7.83% | 37.42% |
| Worst Month | -17.83% | -17.69% |
| Best Year | 9.76% | 38.02% |
| Worst Year | -22.42% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 2.33% | 7.49% |
| Avg. Down Week | -2.58% | -3.0% |
| Avg. Up Month | 4.54% | 16.18% |
| Avg. Down Month | -8.97% | -9.5% |
| Win Days % | 45.14% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 41.38% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |