| Metric | 11375118:btcusd:triple_med_gx:lsma100_40 | 11375118:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -17.31% | 79.62% |
| Max Drawdown | -20.56% | -29.51% |
| Sharpe | -0.45 | 0.65 |
| Sortino | -0.62 | 0.96 |
| Payoff Ratio | 1.09 | 0.98 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.69 | 1.08 |
| CPC Index | 0.39 | 0.56 |
| Tail Ratio | 0.81 | 0.98 |
| Outlier Win Ratio | 39.19 | 2.99 |
| Outlier Loss Ratio | 3.77 | 3.09 |
| Volatility (ann.) | 8.66% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.76 | 2.33 |
| Skew | 0.13 | 0.2 |
| Kurtosis | 32.95 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.35% | 4.27% |
| Expected Yearly % | -9.06% | 34.02% |
| Kelly Criterion | -10.09% | 2.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11375118:BTCUSD | 11375118:btcusd:triple_med_gx:lsma100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.47 | -0.09 | - |
| 2025 | 30.14 | -14.34 | -0.48 | - |
| Metric | 11375118:btcusd:triple_med_gx:lsma100_40 | 11375118:BTCUSD |
|---|---|---|
| MTD | 1.21% | 13.36% |
| 3M | 3.01% | 45.08% |
| 6M | -9.95% | 28.47% |
| YTD | -14.34% | 30.14% |
| 1Y | -12.3% | 105.13% |
| 3Y (ann.) | -15.63% | 68.87% |
| 5Y (ann.) | -15.63% | 68.87% |
| Metric | 11375118:btcusd:triple_med_gx:lsma100_40 | 11375118:BTCUSD |
|---|---|---|
| Max Drawdown | -20.56% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -9.79% | -4.58% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -20.56 | 266 |
| 2024-07-22 | 2024-09-27 | -11.73 | 67 |
| 2024-06-08 | 2024-07-21 | -5.87 | 43 |
| 2024-09-27 | 2024-10-20 | -1.00 | 23 |
| Metric | 11375118:btcusd:triple_med_gx:lsma100_40 | 11375118:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 12.15% | 37.42% |
| Worst Month | -10.01% | -17.69% |
| Best Year | -3.47% | 38.02% |
| Worst Year | -14.34% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.72% | -0.82% |
| Avg. Up Week | 2.34% | 5.96% |
| Avg. Down Week | -3.24% | -4.31% |
| Avg. Up Month | 3.8% | 16.67% |
| Avg. Down Month | -3.9% | -7.82% |
| Win Days % | 42.51% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 42.42% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |