| Metric | 11371654:btcusd:triple_med_gx:lsma100_20 | 11371654:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 16.69% | 79.62% |
| Max Drawdown | -9.02% | -29.51% |
| Sharpe | 0.37 | 0.65 |
| Sortino | 0.57 | 0.96 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.39 | 1.08 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 24.64 | 3.45 |
| Outlier Loss Ratio | 4.18 | 3.1 |
| Volatility (ann.) | 10.81% | 24.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.64 | 2.33 |
| Skew | 0.71 | 0.2 |
| Kurtosis | 25.3 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.11% | 4.27% |
| Expected Yearly % | 8.02% | 34.02% |
| Kelly Criterion | 0.94% | 10.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.07% |
| Expected Shortfall (cVaR) | -0.92% | -2.07% |
| Year | 11371654:BTCUSD | 11371654:btcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.44 | 0.35 | - |
| 2025 | 30.14 | 2.87 | 0.10 | - |
| Metric | 11371654:btcusd:triple_med_gx:lsma100_20 | 11371654:BTCUSD |
|---|---|---|
| MTD | 5.27% | 13.36% |
| 3M | 3.45% | 45.08% |
| 6M | 2.64% | 28.47% |
| YTD | 2.87% | 30.14% |
| 1Y | 20.92% | 105.13% |
| 3Y (ann.) | 14.81% | 68.87% |
| 5Y (ann.) | 14.81% | 68.87% |
| Metric | 11371654:btcusd:triple_med_gx:lsma100_20 | 11371654:BTCUSD |
|---|---|---|
| Max Drawdown | -9.02% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -4.45% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.85 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -9.02 | 130 |
| 2024-06-07 | 2024-07-19 | -8.08 | 42 |
| 2025-01-07 | 2025-03-06 | -8.01 | 57 |
| 2024-08-26 | 2024-10-18 | -7.72 | 52 |
| 2024-07-22 | 2024-08-20 | -7.58 | 28 |
| 2024-11-14 | 2024-12-15 | -4.60 | 31 |
| 2024-12-18 | 2025-01-06 | -4.47 | 19 |
| 2024-08-20 | 2024-08-23 | -3.50 | 3 |
| 2024-10-18 | 2024-11-10 | -3.49 | 22 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| Metric | 11371654:btcusd:triple_med_gx:lsma100_20 | 11371654:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 9.46% | 18.93% |
| Worst Week | -7.27% | -12.33% |
| Best Month | 6.1% | 37.42% |
| Worst Month | -4.06% | -17.69% |
| Best Year | 13.44% | 38.02% |
| Worst Year | 2.87% | 30.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 3.15% | 6.81% |
| Avg. Down Week | -1.68% | -4.28% |
| Avg. Up Month | 3.15% | 15.47% |
| Avg. Down Month | -2.08% | -9.42% |
| Win Days % | 44.85% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |