| Metric | 11371976:btcusd:triple_med_gx:lsma100_20 | 11371976:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -11.33% | 79.62% |
| Max Drawdown | -26.78% | -29.51% |
| Sharpe | -0.24 | 0.65 |
| Sortino | -0.33 | 0.96 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.44 | 0.58 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 31.57 | 3.14 |
| Outlier Loss Ratio | 3.59 | 3.1 |
| Volatility (ann.) | 9.46% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.38 | 2.33 |
| Skew | -0.26 | 0.2 |
| Kurtosis | 22.74 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.86% | 4.27% |
| Expected Yearly % | -5.84% | 34.02% |
| Kelly Criterion | -6.75% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11371976:BTCUSD | 11371976:btcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.49 | 0.33 | - |
| 2025 | 30.14 | -21.18 | -0.70 | - |
| Metric | 11371976:btcusd:triple_med_gx:lsma100_20 | 11371976:BTCUSD |
|---|---|---|
| MTD | 0.78% | 13.36% |
| 3M | -4.05% | 45.08% |
| 6M | -17.17% | 28.47% |
| YTD | -21.18% | 30.14% |
| 1Y | -4.21% | 105.13% |
| 3Y (ann.) | -10.2% | 68.87% |
| 5Y (ann.) | -10.2% | 68.87% |
| Metric | 11371976:btcusd:triple_med_gx:lsma100_20 | 11371976:BTCUSD |
|---|---|---|
| Max Drawdown | -26.78% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.87% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | -0.42 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -26.78 | 188 |
| 2024-06-07 | 2024-10-16 | -13.28 | 130 |
| 2024-12-17 | 2025-01-06 | -1.88 | 19 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-11-06 | 2024-11-07 | -1.33 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-12-15 | -0.80 | 34 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11371976:btcusd:triple_med_gx:lsma100_20 | 11371976:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.45% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 7.16% | 37.42% |
| Worst Month | -11.6% | -17.69% |
| Best Year | 12.49% | 38.02% |
| Worst Year | -21.18% | 30.14% |
| Avg. Up Day | 0.8% | 0.8% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 2.65% | 7.49% |
| Avg. Down Week | -2.9% | -2.95% |
| Avg. Up Month | 4.23% | 16.63% |
| Avg. Down Month | -5.15% | -8.96% |
| Win Days % | 45.75% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 34.48% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |