| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 6.31% | 41.17% |
| Max Drawdown | -15.58% | -29.51% |
| Sharpe | 0.19 | 0.37 |
| Sortino | 0.27 | 0.53 |
| Payoff Ratio | 1.07 | 0.99 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 0.61 | 0.96 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 0.55 | 0.9 |
| Outlier Win Ratio | 54.0 | 2.84 |
| Outlier Loss Ratio | 3.79 | 2.84 |
| Volatility (ann.) | 6.44% | 23.17% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.27 | 0.9 |
| Skew | -0.44 | 0.15 |
| Kurtosis | 51.42 | 7.42 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 1.93% |
| Expected Yearly % | 3.11% | 18.81% |
| Kelly Criterion | -1.06% | 3.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -1.97% |
| Expected Shortfall (cVaR) | -0.55% | -1.97% |
| Year | 11383434:BTCUSD | 11383434:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.57 | 0.41 | - |
| 2025 | 2.28 | -8.02 | -3.52 | - |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| MTD | -8.96% | -12.85% |
| 3M | -9.71% | -18.73% |
| 6M | -6.54% | -7.45% |
| YTD | -8.02% | 2.28% |
| 1Y | -7.25% | 5.34% |
| 3Y (ann.) | 4.27% | 26.57% |
| 5Y (ann.) | 4.27% | 26.57% |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Max Drawdown | -15.58% | -29.51% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -1.96% | -5.67% |
| Avg. Drawdown Days | 26.0 | 17.0 |
| Recovery Factor | 0.41 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-11-17 | -15.58 | 293 |
| 2024-12-19 | 2025-01-27 | -6.11 | 39 |
| 2024-07-11 | 2024-07-14 | -3.31 | 2 |
| 2024-07-27 | 2024-08-22 | -2.02 | 25 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-06-14 | 2024-07-11 | -1.63 | 27 |
| 2024-11-23 | 2024-12-13 | -1.26 | 20 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| Metric | 11383434:btcusd:triple_med_gx:lsma100_75 | 11383434:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 6.71% | 18.93% |
| Worst Week | -8.96% | -12.33% |
| Best Month | 7.98% | 37.42% |
| Worst Month | -8.96% | -17.69% |
| Best Year | 15.57% | 38.02% |
| Worst Year | -8.02% | 2.28% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 2.51% | 5.74% |
| Avg. Down Week | -2.02% | -4.61% |
| Avg. Up Month | 3.26% | 12.94% |
| Avg. Down Month | -3.51% | -8.28% |
| Win Days % | 47.7% | 52.13% |
| Win Month % | 50.0% | 55.56% |
| Win Week % | 48.57% | 53.85% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |