| Metric | 11373643:btcusd:triple_med_gx:lsma100_30 | 11373643:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -17.94% | 79.62% |
| Max Drawdown | -28.65% | -29.51% |
| Sharpe | -0.46 | 0.65 |
| Sortino | -0.63 | 0.96 |
| Payoff Ratio | 0.97 | 0.97 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.7 | 1.08 |
| CPC Index | 0.38 | 0.56 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 35.8 | 3.09 |
| Outlier Loss Ratio | 3.64 | 3.11 |
| Volatility (ann.) | 8.84% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.57 | 2.33 |
| Skew | 0.08 | 0.2 |
| Kurtosis | 23.54 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.4% | 4.27% |
| Expected Yearly % | -9.41% | 34.02% |
| Kelly Criterion | -10.02% | 2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11373643:BTCUSD | 11373643:btcusd:triple_med_gx:lsma100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.87 | 0.18 | - |
| 2025 | 30.14 | -23.22 | -0.77 | - |
| Metric | 11373643:btcusd:triple_med_gx:lsma100_30 | 11373643:BTCUSD |
|---|---|---|
| MTD | 0.51% | 13.36% |
| 3M | -4.87% | 45.08% |
| 6M | -20.24% | 28.47% |
| YTD | -23.22% | 30.14% |
| 1Y | -15.27% | 105.13% |
| 3Y (ann.) | -16.21% | 68.87% |
| 5Y (ann.) | -16.21% | 68.87% |
| Metric | 11373643:btcusd:triple_med_gx:lsma100_30 | 11373643:BTCUSD |
|---|---|---|
| Max Drawdown | -28.65% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.67% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.63 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -28.65 | 188 |
| 2024-06-07 | 2024-10-16 | -8.97 | 131 |
| 2024-12-09 | 2024-12-16 | -4.49 | 7 |
| 2024-10-16 | 2024-11-09 | -1.61 | 23 |
| 2024-12-16 | 2025-01-03 | -0.96 | 17 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| 2024-12-08 | 2024-12-08 | -0.18 | 0 |
| Metric | 11373643:btcusd:triple_med_gx:lsma100_30 | 11373643:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.39% | 18.93% |
| Worst Week | -5.49% | -12.33% |
| Best Month | 4.41% | 37.42% |
| Worst Month | -8.19% | -17.69% |
| Best Year | 6.87% | 38.02% |
| Worst Year | -23.22% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 1.88% | 8.25% |
| Avg. Down Week | -3.36% | -3.03% |
| Avg. Up Month | 3.16% | 17.25% |
| Avg. Down Month | -4.29% | -8.96% |
| Win Days % | 45.85% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 35.71% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |