| Metric | 11379665:btcusd:triple_med_gx:lsma100_60 | 11379665:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 17.14% | 79.62% |
| Max Drawdown | -16.26% | -29.51% |
| Sharpe | 0.5 | 0.65 |
| Sortino | 0.74 | 0.96 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | 2.55 | 1.08 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 2.1 | 0.98 |
| Outlier Win Ratio | 40.63 | 3.01 |
| Outlier Loss Ratio | 3.98 | 2.98 |
| Volatility (ann.) | 7.7% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.94 | 2.33 |
| Skew | 0.34 | 0.2 |
| Kurtosis | 31.53 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.14% | 4.27% |
| Expected Yearly % | 8.23% | 34.02% |
| Kelly Criterion | 2.52% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11379665:BTCUSD | 11379665:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.70 | 0.73 | - |
| 2025 | 30.14 | -8.27 | -0.27 | - |
| Metric | 11379665:btcusd:triple_med_gx:lsma100_60 | 11379665:BTCUSD |
|---|---|---|
| MTD | 0.21% | 13.36% |
| 3M | 7.75% | 45.08% |
| 6M | -8.87% | 28.47% |
| YTD | -8.27% | 30.14% |
| 1Y | 17.97% | 105.13% |
| 3Y (ann.) | 15.21% | 68.87% |
| 5Y (ann.) | 15.21% | 68.87% |
| Metric | 11379665:btcusd:triple_med_gx:lsma100_60 | 11379665:BTCUSD |
|---|---|---|
| Max Drawdown | -16.26% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.3% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.05 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -16.26 | 208 |
| 2024-06-12 | 2024-08-22 | -7.86 | 70 |
| 2024-10-25 | 2024-11-10 | -3.52 | 16 |
| 2024-08-22 | 2024-09-22 | -1.92 | 31 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-29 | 2024-10-23 | -1.47 | 24 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| Metric | 11379665:btcusd:triple_med_gx:lsma100_60 | 11379665:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 9.77% | 18.93% |
| Worst Week | -6.3% | -12.33% |
| Best Month | 16.29% | 37.42% |
| Worst Month | -6.3% | -17.69% |
| Best Year | 27.7% | 38.02% |
| Worst Year | -8.27% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.02% | 7.63% |
| Avg. Down Week | -1.85% | -5.61% |
| Avg. Up Month | 3.36% | 12.47% |
| Avg. Down Month | -5.98% | -9.89% |
| Win Days % | 48.99% | 51.93% |
| Win Month % | 78.57% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |