| Metric | 11370423:btcusd:triple_med_gx:lsma100_10 | 11370423:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -9.27% | 79.62% |
| Max Drawdown | -29.96% | -29.51% |
| Sharpe | -0.17 | 0.65 |
| Sortino | -0.23 | 0.96 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.04 | 1.08 |
| CPC Index | 0.45 | 0.56 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 26.4 | 3.18 |
| Outlier Loss Ratio | 3.97 | 3.31 |
| Volatility (ann.) | 10.07% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.28 | 2.33 |
| Skew | -0.76 | 0.2 |
| Kurtosis | 19.83 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.69% | 4.27% |
| Expected Yearly % | -4.75% | 34.02% |
| Kelly Criterion | -5.54% | 2.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11370423:BTCUSD | 11370423:btcusd:triple_med_gx:lsma100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.98 | 0.37 | - |
| 2025 | 30.14 | -20.40 | -0.68 | - |
| Metric | 11370423:btcusd:triple_med_gx:lsma100_10 | 11370423:BTCUSD |
|---|---|---|
| MTD | 0.28% | 13.36% |
| 3M | -1.86% | 45.08% |
| 6M | -18.92% | 28.47% |
| YTD | -20.4% | 30.14% |
| 1Y | -6.29% | 105.13% |
| 3Y (ann.) | -8.34% | 68.87% |
| 5Y (ann.) | -8.34% | 68.87% |
| Metric | 11370423:btcusd:triple_med_gx:lsma100_10 | 11370423:BTCUSD |
|---|---|---|
| Max Drawdown | -29.96% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.54% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | -0.31 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -29.96 | 188 |
| 2024-07-07 | 2024-10-14 | -9.53 | 99 |
| 2024-11-09 | 2024-12-16 | -5.01 | 37 |
| 2024-06-07 | 2024-07-01 | -4.18 | 23 |
| 2024-10-16 | 2024-10-29 | -1.61 | 12 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11370423:btcusd:triple_med_gx:lsma100_10 | 11370423:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -13.7% | -12.33% |
| Best Month | 9.92% | 37.42% |
| Worst Month | -15.85% | -17.69% |
| Best Year | 13.98% | 38.02% |
| Worst Year | -20.4% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.24% | 5.3% |
| Avg. Down Week | -2.61% | -3.45% |
| Avg. Up Month | 4.11% | 14.26% |
| Avg. Down Month | -8.68% | -9.5% |
| Win Days % | 47.12% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 48.65% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |