| Metric | 11379958:btcusd:triple_med_gx:lsma100_60 | 11379958:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -10.02% | 79.62% |
| Max Drawdown | -24.46% | -29.51% |
| Sharpe | -0.23 | 0.65 |
| Sortino | -0.31 | 0.96 |
| Payoff Ratio | 0.93 | 0.89 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.41 | 0.51 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 40.49 | 3.07 |
| Outlier Loss Ratio | 3.44 | 3.07 |
| Volatility (ann.) | 8.54% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.37 | 2.33 |
| Skew | -1.96 | 0.2 |
| Kurtosis | 42.58 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.75% | 4.27% |
| Expected Yearly % | -5.14% | 34.02% |
| Kelly Criterion | -6.55% | -1.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11379958:BTCUSD | 11379958:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.36 | 0.30 | - |
| 2025 | 30.14 | -19.20 | -0.64 | - |
| Metric | 11379958:btcusd:triple_med_gx:lsma100_60 | 11379958:BTCUSD |
|---|---|---|
| MTD | 0.51% | 13.36% |
| 3M | -3.53% | 45.08% |
| 6M | -14.94% | 28.47% |
| YTD | -19.2% | 30.14% |
| 1Y | -8.98% | 105.13% |
| 3Y (ann.) | -9.01% | 68.87% |
| 5Y (ann.) | -9.01% | 68.87% |
| Metric | 11379958:btcusd:triple_med_gx:lsma100_60 | 11379958:BTCUSD |
|---|---|---|
| Max Drawdown | -24.46% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.61% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.41 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -24.46 | 188 |
| 2024-08-20 | 2024-11-08 | -7.64 | 80 |
| 2024-07-01 | 2024-08-20 | -5.44 | 49 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-06 | -1.01 | 20 |
| 2024-12-14 | 2024-12-15 | -0.76 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| Metric | 11379958:btcusd:triple_med_gx:lsma100_60 | 11379958:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.78% | 18.93% |
| Worst Week | -5.79% | -12.33% |
| Best Month | 6.45% | 37.42% |
| Worst Month | -10.5% | -17.69% |
| Best Year | 11.36% | 38.02% |
| Worst Year | -19.2% | 30.14% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 1.42% | 7.14% |
| Avg. Down Week | -3.37% | -2.73% |
| Avg. Up Month | 2.53% | 18.94% |
| Avg. Down Month | -2.32% | -9.5% |
| Win Days % | 48.74% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 41.67% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |