| Metric | 11371199:btcusd:triple_med_gx:lsma100_15 | 11371199:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -14.04% | 79.62% |
| Max Drawdown | -30.48% | -29.51% |
| Sharpe | -0.32 | 0.65 |
| Sortino | -0.42 | 0.96 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.85 | 1.08 |
| CPC Index | 0.41 | 0.56 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 31.62 | 3.13 |
| Outlier Loss Ratio | 3.62 | 3.15 |
| Volatility (ann.) | 9.32% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.42 | 2.33 |
| Skew | -0.88 | 0.2 |
| Kurtosis | 21.26 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.07% | 4.27% |
| Expected Yearly % | -7.28% | 34.02% |
| Kelly Criterion | -8.54% | 2.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11371199:BTCUSD | 11371199:btcusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.60 | 0.38 | - |
| 2025 | 30.14 | -24.99 | -0.83 | - |
| Metric | 11371199:btcusd:triple_med_gx:lsma100_15 | 11371199:BTCUSD |
|---|---|---|
| MTD | 0.78% | 13.36% |
| 3M | -5.71% | 45.08% |
| 6M | -22.08% | 28.47% |
| YTD | -24.99% | 30.14% |
| 1Y | -8.03% | 105.13% |
| 3Y (ann.) | -12.65% | 68.87% |
| 5Y (ann.) | -12.65% | 68.87% |
| Metric | 11371199:btcusd:triple_med_gx:lsma100_15 | 11371199:BTCUSD |
|---|---|---|
| Max Drawdown | -30.48% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | -0.46 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.48 | 188 |
| 2024-06-05 | 2024-10-18 | -14.10 | 135 |
| 2024-12-17 | 2025-01-05 | -1.65 | 18 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 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 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-10 | 2024-12-13 | -0.48 | 32 |
| Metric | 11371199:btcusd:triple_med_gx:lsma100_15 | 11371199:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -12.99% | -12.33% |
| Best Month | 9.49% | 37.42% |
| Worst Month | -14.84% | -17.69% |
| Best Year | 14.6% | 38.02% |
| Worst Year | -24.99% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.03% | 7.61% |
| Avg. Down Week | -2.59% | -2.95% |
| Avg. Up Month | 4.55% | 16.63% |
| Avg. Down Month | -6.32% | -8.96% |
| Win Days % | 46.11% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 35.71% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |