| Metric | 11371220:btcusd:triple_med_gx:lsma100_15 | 11371220:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -12.27% | 79.62% |
| Max Drawdown | -25.53% | -29.51% |
| Sharpe | -0.26 | 0.65 |
| Sortino | -0.35 | 0.96 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.43 | 0.57 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 30.57 | 3.13 |
| Outlier Loss Ratio | 3.72 | 3.33 |
| Volatility (ann.) | 9.58% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.43 | 2.33 |
| Skew | -0.72 | 0.2 |
| Kurtosis | 20.51 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.93% | 4.27% |
| Expected Yearly % | -6.34% | 34.02% |
| Kelly Criterion | -7.2% | 3.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11371220:BTCUSD | 11371220:btcusd:triple_med_gx:lsma100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.43 | 0.25 | - |
| 2025 | 30.14 | -19.83 | -0.66 | - |
| Metric | 11371220:btcusd:triple_med_gx:lsma100_15 | 11371220:BTCUSD |
|---|---|---|
| MTD | 0.78% | 13.36% |
| 3M | -2.98% | 45.08% |
| 6M | -16.53% | 28.47% |
| YTD | -19.83% | 30.14% |
| 1Y | -1.71% | 105.13% |
| 3Y (ann.) | -11.05% | 68.87% |
| 5Y (ann.) | -11.05% | 68.87% |
| Metric | 11371220:btcusd:triple_med_gx:lsma100_15 | 11371220:BTCUSD |
|---|---|---|
| Max Drawdown | -25.53% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.53% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.48 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.53 | 188 |
| 2024-06-05 | 2024-11-10 | -19.33 | 157 |
| 2024-12-17 | 2025-01-06 | -4.26 | 19 |
| 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 |
| 2024-12-13 | 2024-12-13 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11371220:btcusd:triple_med_gx:lsma100_15 | 11371220:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 9.28% | 18.93% |
| Worst Week | -11.67% | -12.33% |
| Best Month | 9.96% | 37.42% |
| Worst Month | -12.54% | -17.69% |
| Best Year | 9.43% | 38.02% |
| Worst Year | -19.83% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.44% | 6.53% |
| Avg. Down Week | -3.73% | -2.88% |
| Avg. Up Month | 4.94% | 15.71% |
| Avg. Down Month | -6.16% | -8.96% |
| Win Days % | 46.69% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |