| Metric | 11382524:btcusd:triple_med_gx:lsma100_70 | 11382524:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 10.75% | 61.52% |
| Max Drawdown | -10.83% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.55 | 0.86 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 0.78 | 1.07 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 0.66 | 0.97 |
| Outlier Win Ratio | 51.64 | 2.91 |
| Outlier Loss Ratio | 3.2 | 2.74 |
| Volatility (ann.) | 7.36% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.96 | 2.02 |
| Skew | 0.24 | 0.21 |
| Kurtosis | 42.46 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.79% | 3.76% |
| Expected Yearly % | 5.24% | 27.09% |
| Kelly Criterion | 5.21% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11382524:BTCUSD | 11382524:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.39 | 0.25 | - |
| 2025 | 17.02 | 1.24 | 0.07 | - |
| Metric | 11382524:btcusd:triple_med_gx:lsma100_70 | 11382524:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.38% | 31.76% |
| 6M | 0.71% | 12.25% |
| YTD | 1.24% | 17.02% |
| 1Y | 10.75% | 57.19% |
| 3Y (ann.) | 10.45% | 59.47% |
| 5Y (ann.) | 10.45% | 59.47% |
| Metric | 11382524:btcusd:triple_med_gx:lsma100_70 | 11382524:BTCUSD |
|---|---|---|
| Max Drawdown | -10.83% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.94% | -4.82% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.99 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -10.83 | 155 |
| 2024-07-04 | 2024-11-10 | -7.65 | 129 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-16 | 2024-12-16 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382524:btcusd:triple_med_gx:lsma100_70 | 11382524:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.95% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -4.1% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -4.55% | -17.69% |
| Best Year | 9.39% | 38.02% |
| Worst Year | 1.24% | 17.02% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 2.5% | 8.47% |
| Avg. Down Week | -2.04% | -3.98% |
| Avg. Up Month | 4.75% | 16.69% |
| Avg. Down Month | -0.52% | -3.23% |
| Win Days % | 49.04% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |