| Metric | 11378205:btcusd:triple_med_gx:lsma100_55 | 11378205:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -1.41% | 79.62% |
| Max Drawdown | -15.6% | -29.51% |
| Sharpe | -0.01 | 0.65 |
| Sortino | -0.01 | 0.96 |
| Payoff Ratio | 1.08 | 0.97 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.49 | 0.56 |
| Tail Ratio | 1.43 | 0.98 |
| Outlier Win Ratio | 45.0 | 2.92 |
| Outlier Loss Ratio | 3.98 | 2.95 |
| Volatility (ann.) | 7.32% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.08 | 2.33 |
| Skew | 0.39 | 0.2 |
| Kurtosis | 35.91 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.1% | 4.27% |
| Expected Yearly % | -0.71% | 34.02% |
| Kelly Criterion | -4.55% | 2.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11378205:BTCUSD | 11378205:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.81 | -0.02 | - |
| 2025 | 30.14 | -0.61 | -0.02 | - |
| Metric | 11378205:btcusd:triple_med_gx:lsma100_55 | 11378205:BTCUSD |
|---|---|---|
| MTD | 1.2% | 13.36% |
| 3M | 5.82% | 45.08% |
| 6M | 1.33% | 28.47% |
| YTD | -0.61% | 30.14% |
| 1Y | 0.97% | 105.13% |
| 3Y (ann.) | -1.26% | 68.87% |
| 5Y (ann.) | -1.26% | 68.87% |
| Metric | 11378205:btcusd:triple_med_gx:lsma100_55 | 11378205:BTCUSD |
|---|---|---|
| Max Drawdown | -15.6% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -6.52% | -4.58% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.09 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -15.60 | 289 |
| 2024-07-04 | 2024-09-19 | -8.42 | 76 |
| 2024-09-19 | 2024-09-26 | -1.87 | 6 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11378205:btcusd:triple_med_gx:lsma100_55 | 11378205:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -4.76% | -12.33% |
| Best Month | 9.54% | 37.42% |
| Worst Month | -6.1% | -17.69% |
| Best Year | -0.61% | 38.02% |
| Worst Year | -0.81% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 2.6% | 4.72% |
| Avg. Down Week | -2.42% | -4.59% |
| Avg. Up Month | 3.95% | 16.67% |
| Avg. Down Month | -2.69% | -10.46% |
| Win Days % | 45.78% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 44.83% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |