| Metric | 11377405:btcusd:triple_med_gx:lsma100_50 | 11377405:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 19.62% | 79.62% |
| Max Drawdown | -14.84% | -29.51% |
| Sharpe | 0.56 | 0.65 |
| Sortino | 0.83 | 0.96 |
| Payoff Ratio | 0.97 | 0.9 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | 2.63 | 1.08 |
| CPC Index | 0.62 | 0.52 |
| Tail Ratio | 2.17 | 0.98 |
| Outlier Win Ratio | 36.23 | 3.08 |
| Outlier Loss Ratio | 4.14 | 3.03 |
| Volatility (ann.) | 7.71% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.17 | 2.33 |
| Skew | 0.43 | 0.2 |
| Kurtosis | 24.44 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.29% | 4.27% |
| Expected Yearly % | 9.37% | 34.02% |
| Kelly Criterion | 4.24% | -1.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11377405:BTCUSD | 11377405:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.94 | 0.47 | - |
| 2025 | 30.14 | 1.43 | 0.05 | - |
| Metric | 11377405:btcusd:triple_med_gx:lsma100_50 | 11377405:BTCUSD |
|---|---|---|
| MTD | -1.25% | 13.36% |
| 3M | 7.58% | 45.08% |
| 6M | 1.48% | 28.47% |
| YTD | 1.43% | 30.14% |
| 1Y | 24.05% | 105.13% |
| 3Y (ann.) | 17.38% | 68.87% |
| 5Y (ann.) | 17.38% | 68.87% |
| Metric | 11377405:btcusd:triple_med_gx:lsma100_50 | 11377405:BTCUSD |
|---|---|---|
| Max Drawdown | -14.84% | -29.51% |
| Longest DD Days | 107.0 | 144.0 |
| Avg. Drawdown | -2.43% | -4.58% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.32 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-04-22 | -14.84 | 107 |
| 2024-06-10 | 2024-08-20 | -7.50 | 70 |
| 2025-05-01 | 2025-07-14 | -5.12 | 73 |
| 2024-08-20 | 2024-09-19 | -4.33 | 30 |
| 2024-12-09 | 2024-12-15 | -3.13 | 6 |
| 2024-10-22 | 2024-10-24 | -2.84 | 2 |
| 2024-09-20 | 2024-10-14 | -1.98 | 24 |
| 2024-11-09 | 2024-11-19 | -1.88 | 10 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11377405:btcusd:triple_med_gx:lsma100_50 | 11377405:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.99% | 18.93% |
| Worst Week | -6.9% | -12.33% |
| Best Month | 9.73% | 37.42% |
| Worst Month | -7.12% | -17.69% |
| Best Year | 17.94% | 38.02% |
| Worst Year | 1.43% | 30.14% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 2.64% | 5.66% |
| Avg. Down Week | -2.5% | -4.06% |
| Avg. Up Month | 4.96% | 14.0% |
| Avg. Down Month | -5.93% | -12.52% |
| Win Days % | 52.75% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 51.35% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |