| Metric | 11371937:btcusd:triple_med_gx:lsma100_20 | 11371937:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -6.52% | 79.62% |
| Max Drawdown | -26.91% | -29.51% |
| Sharpe | -0.11 | 0.65 |
| Sortino | -0.15 | 0.96 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 0.91 | 1.08 |
| CPC Index | 0.47 | 0.58 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 29.4 | 3.18 |
| Outlier Loss Ratio | 3.68 | 3.19 |
| Volatility (ann.) | 9.67% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.22 | 2.33 |
| Skew | -0.26 | 0.2 |
| Kurtosis | 20.97 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.48% | 4.27% |
| Expected Yearly % | -3.31% | 34.02% |
| Kelly Criterion | -3.93% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11371937:BTCUSD | 11371937:btcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.70 | 0.49 | - |
| 2025 | 30.14 | -21.24 | -0.70 | - |
| Metric | 11371937:btcusd:triple_med_gx:lsma100_20 | 11371937:BTCUSD |
|---|---|---|
| MTD | 0.51% | 13.36% |
| 3M | -1.47% | 45.08% |
| 6M | -18.19% | 28.47% |
| YTD | -21.24% | 30.14% |
| 1Y | -5.13% | 105.13% |
| 3Y (ann.) | -5.85% | 68.87% |
| 5Y (ann.) | -5.85% | 68.87% |
| Metric | 11371937:btcusd:triple_med_gx:lsma100_20 | 11371937:BTCUSD |
|---|---|---|
| Max Drawdown | -26.91% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.25% | -4.58% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | -0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -26.91 | 188 |
| 2024-07-10 | 2024-09-13 | -8.61 | 65 |
| 2024-06-07 | 2024-07-01 | -4.54 | 24 |
| 2024-12-09 | 2024-12-16 | -4.19 | 7 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-07-01 | 2024-07-10 | -1.60 | 8 |
| 2024-09-17 | 2024-10-14 | -1.55 | 26 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2025-01-03 | -0.96 | 17 |
| Metric | 11371937:btcusd:triple_med_gx:lsma100_20 | 11371937:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 8.38% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 8.38% | 37.42% |
| Worst Month | -11.18% | -17.69% |
| Best Year | 18.7% | 38.02% |
| Worst Year | -21.24% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 2.71% | 7.48% |
| Avg. Down Week | -2.48% | -2.5% |
| Avg. Up Month | 4.25% | 16.63% |
| Avg. Down Month | -4.79% | -8.96% |
| Win Days % | 47.81% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 37.93% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |