| Metric | 11370458:btcusd:triple_med_gx:lsma100_10 | 11370458:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -6.47% | 79.62% |
| Max Drawdown | -29.57% | -29.51% |
| Sharpe | -0.11 | 0.65 |
| Sortino | -0.15 | 0.96 |
| Payoff Ratio | 1.04 | 1.06 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 0.88 | 1.08 |
| CPC Index | 0.46 | 0.61 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 29.94 | 3.15 |
| Outlier Loss Ratio | 3.69 | 3.11 |
| Volatility (ann.) | 9.48% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.2 | 2.33 |
| Skew | -0.28 | 0.2 |
| Kurtosis | 21.9 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.48% | 4.27% |
| Expected Yearly % | -3.29% | 34.02% |
| Kelly Criterion | -5.67% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11370458:BTCUSD | 11370458:btcusd:triple_med_gx:lsma100_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.69 | 0.68 | - |
| 2025 | 30.14 | -25.59 | -0.85 | - |
| Metric | 11370458:btcusd:triple_med_gx:lsma100_10 | 11370458:BTCUSD |
|---|---|---|
| MTD | -2.09% | 13.36% |
| 3M | -8.37% | 45.08% |
| 6M | -24.07% | 28.47% |
| YTD | -25.59% | 30.14% |
| 1Y | -7.95% | 105.13% |
| 3Y (ann.) | -5.81% | 68.87% |
| 5Y (ann.) | -5.81% | 68.87% |
| Metric | 11370458:btcusd:triple_med_gx:lsma100_10 | 11370458:BTCUSD |
|---|---|---|
| Max Drawdown | -29.57% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.84% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | -0.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -29.57 | 188 |
| 2024-07-10 | 2024-09-13 | -7.25 | 65 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-17 | 2024-10-14 | -2.83 | 26 |
| 2024-07-01 | 2024-07-10 | -1.75 | 8 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11370458:btcusd:triple_med_gx:lsma100_10 | 11370458:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.36% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 7.83% | 37.42% |
| Worst Month | -19.94% | -17.69% |
| Best Year | 25.69% | 38.02% |
| Worst Year | -25.59% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.77% | -0.76% |
| Avg. Up Week | 2.55% | 7.09% |
| Avg. Down Week | -1.92% | -2.48% |
| Avg. Up Month | 5.24% | 14.57% |
| Avg. Down Month | -8.32% | -9.5% |
| Win Days % | 46.2% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 46.43% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |