| Metric | 11372019:btcusd:triple_med_gx:lsma100_20 | 11372019:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -13.9% | 79.62% |
| Max Drawdown | -23.84% | -29.51% |
| Sharpe | -0.31 | 0.65 |
| Sortino | -0.42 | 0.96 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.85 | 1.08 |
| CPC Index | 0.41 | 0.58 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 33.37 | 3.17 |
| Outlier Loss Ratio | 3.68 | 3.25 |
| Volatility (ann.) | 9.47% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.53 | 2.33 |
| Skew | -0.49 | 0.2 |
| Kurtosis | 22.21 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.06% | 4.27% |
| Expected Yearly % | -7.21% | 34.02% |
| Kelly Criterion | -8.87% | 4.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11372019:BTCUSD | 11372019:btcusd:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.81 | 0.13 | - |
| 2025 | 30.14 | -17.85 | -0.59 | - |
| Metric | 11372019:btcusd:triple_med_gx:lsma100_20 | 11372019:BTCUSD |
|---|---|---|
| MTD | 0.75% | 13.36% |
| 3M | -2.98% | 45.08% |
| 6M | -14.01% | 28.47% |
| YTD | -17.85% | 30.14% |
| 1Y | -0.94% | 105.13% |
| 3Y (ann.) | -12.53% | 68.87% |
| 5Y (ann.) | -12.53% | 68.87% |
| Metric | 11372019:btcusd:triple_med_gx:lsma100_20 | 11372019:BTCUSD |
|---|---|---|
| Max Drawdown | -23.84% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.71% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.58 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -23.84 | 188 |
| 2024-06-07 | 2024-11-11 | -22.02 | 157 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-14 | 2024-12-15 | -0.92 | 1 |
| 2024-06-06 | 2024-06-07 | -0.52 | 0 |
| 2024-06-06 | 2024-06-06 | -0.18 | 0 |
| Metric | 11372019:btcusd:triple_med_gx:lsma100_20 | 11372019:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -10.29% | -12.33% |
| Best Month | 11.62% | 37.42% |
| Worst Month | -10.81% | -17.69% |
| Best Year | 4.81% | 38.02% |
| Worst Year | -17.85% | 30.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.59% | 7.24% |
| Avg. Down Week | -3.36% | -3.14% |
| Avg. Up Month | 4.9% | 15.71% |
| Avg. Down Month | -5.28% | -8.96% |
| Win Days % | 45.4% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.83% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |