| Metric | 11370499:btcusd:triple_med_gx:lsma100_10 | 11370499:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -14.54% | 79.62% |
| Max Drawdown | -27.27% | -29.51% |
| Sharpe | -0.33 | 0.65 |
| Sortino | -0.45 | 0.96 |
| Payoff Ratio | 1.0 | 1.01 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.4 | 0.58 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 32.99 | 3.13 |
| Outlier Loss Ratio | 3.66 | 3.14 |
| Volatility (ann.) | 9.31% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.48 | 2.33 |
| Skew | -0.57 | 0.2 |
| Kurtosis | 22.53 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.12% | 4.27% |
| Expected Yearly % | -7.55% | 34.02% |
| Kelly Criterion | -9.62% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11370499:BTCUSD | 11370499:btcusd:triple_med_gx:lsma100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.32 | 0.25 | - |
| 2025 | 30.14 | -21.83 | -0.72 | - |
| Metric | 11370499:btcusd:triple_med_gx:lsma100_10 | 11370499:BTCUSD |
|---|---|---|
| MTD | -2.81% | 13.36% |
| 3M | -3.61% | 45.08% |
| 6M | -19.31% | 28.47% |
| YTD | -21.83% | 30.14% |
| 1Y | -8.59% | 105.13% |
| 3Y (ann.) | -13.11% | 68.87% |
| 5Y (ann.) | -13.11% | 68.87% |
| Metric | 11370499:btcusd:triple_med_gx:lsma100_10 | 11370499:BTCUSD |
|---|---|---|
| Max Drawdown | -27.27% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -5.27% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.53 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -27.27 | 188 |
| 2024-07-01 | 2024-11-09 | -14.27 | 130 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2024-12-12 | 2024-12-15 | -1.90 | 2 |
| 2024-06-05 | 2024-07-01 | -1.39 | 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 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11370499:btcusd:triple_med_gx:lsma100_10 | 11370499:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 10.22% | 37.42% |
| Worst Month | -16.75% | -17.69% |
| Best Year | 9.32% | 38.02% |
| Worst Year | -21.83% | 30.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 2.31% | 7.33% |
| Avg. Down Week | -3.22% | -3.26% |
| Avg. Up Month | 5.81% | 16.18% |
| Avg. Down Month | -6.27% | -8.96% |
| Win Days % | 45.24% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |