| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 6.31% | 40.54% |
| Max Drawdown | -15.58% | -28.21% |
| Sharpe | 0.38 | 0.74 |
| Sortino | 0.57 | 1.07 |
| Payoff Ratio | 1.21 | 1.52 |
| Profit Factor | 1.16 | 1.12 |
| Common Sense Ratio | 1.48 | 1.2 |
| CPC Index | 0.7 | 0.88 |
| Tail Ratio | 1.27 | 1.07 |
| Outlier Win Ratio | 45.73 | 2.87 |
| Outlier Loss Ratio | 4.1 | 2.82 |
| Volatility (ann.) | 13.05% | 45.32% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.27 | 0.93 |
| Skew | 0.22 | -0.17 |
| Kurtosis | 29.25 | 3.58 |
| Expected Daily % | 0.01% | 0.06% |
| Expected Monthly % | 0.34% | 1.91% |
| Expected Yearly % | 3.11% | 18.55% |
| Kelly Criterion | 7.68% | 20.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -3.81% |
| Expected Shortfall (cVaR) | -1.11% | -3.81% |
| Year | 11383434:BTCUSD | 11383434:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 15.57 | 0.42 | - |
| 2025 | 2.81 | -8.02 | -2.85 | - |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| MTD | -8.96% | -13.5% |
| 3M | -9.71% | -19.24% |
| 6M | -6.54% | -8.05% |
| YTD | -8.02% | 2.81% |
| 1Y | -7.25% | 4.01% |
| 3Y (ann.) | 4.27% | 26.19% |
| 5Y (ann.) | 4.27% | 26.19% |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Max Drawdown | -15.58% | -28.21% |
| Longest DD Days | 292.0 | 154.0 |
| Avg. Drawdown | -3.12% | -9.35% |
| Avg. Drawdown Days | 54.0 | 39.0 |
| Recovery Factor | 0.41 | 1.44 |
| Ulcer Index | 1.07 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-11-17 | -15.58 | 292 |
| 2024-12-20 | 2025-01-28 | -5.94 | 39 |
| 2024-06-15 | 2024-07-14 | -3.10 | 29 |
| 2024-09-26 | 2024-09-27 | -0.94 | 1 |
| 2024-07-28 | 2024-08-22 | -0.90 | 25 |
| 2024-11-23 | 2024-12-14 | -0.72 | 21 |
| 2024-09-29 | 2024-10-26 | -0.55 | 27 |
| 2024-08-26 | 2024-09-25 | -0.19 | 30 |
| 2024-10-27 | 2024-11-21 | -0.17 | 25 |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Best Day | 5.2% | 9.49% |
| Worst Day | -5.94% | -13.23% |
| Best Week | 5.53% | 15.41% |
| Worst Week | -8.96% | -18.81% |
| Best Month | 7.98% | 34.43% |
| Worst Month | -8.96% | -23.44% |
| Best Year | 15.57% | 36.7% |
| Worst Year | -8.02% | 2.81% |
| Avg. Up Day | 1.58% | 2.08% |
| Avg. Down Day | -1.3% | -1.37% |
| Avg. Up Week | 2.15% | 5.6% |
| Avg. Down Week | -3.0% | -6.77% |
| Avg. Up Month | 3.3% | 14.57% |
| Avg. Down Month | -4.09% | -12.02% |
| Win Days % | 49.37% | 51.87% |
| Win Month % | 50.0% | 61.11% |
| Win Week % | 57.14% | 53.85% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 100.0% |