| Metric | 11372750:btcusd:triple_med_gx:lsma100_25 | 11372750:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -17.82% | 79.62% |
| Max Drawdown | -31.93% | -29.51% |
| Sharpe | -0.39 | 0.65 |
| Sortino | -0.52 | 0.96 |
| Payoff Ratio | 0.94 | 0.93 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.39 | 0.53 |
| Tail Ratio | 0.87 | 0.98 |
| Outlier Win Ratio | 31.07 | 3.17 |
| Outlier Loss Ratio | 3.7 | 3.23 |
| Volatility (ann.) | 9.88% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.5 | 2.33 |
| Skew | -1.48 | 0.2 |
| Kurtosis | 31.68 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.39% | 4.27% |
| Expected Yearly % | -9.35% | 34.02% |
| Kelly Criterion | -9.61% | -0.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11372750:BTCUSD | 11372750:btcusd:triple_med_gx:lsma100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.15 | 0.29 | - |
| 2025 | 30.14 | -26.06 | -0.86 | - |
| Metric | 11372750:btcusd:triple_med_gx:lsma100_25 | 11372750:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -4.47% | 45.08% |
| 6M | -23.69% | 28.47% |
| YTD | -26.06% | 30.14% |
| 1Y | -15.62% | 105.13% |
| 3Y (ann.) | -16.1% | 68.87% |
| 5Y (ann.) | -16.1% | 68.87% |
| Metric | 11372750:btcusd:triple_med_gx:lsma100_25 | 11372750:BTCUSD |
|---|---|---|
| Max Drawdown | -31.93% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | -0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -31.93 | 188 |
| 2024-06-07 | 2024-09-17 | -8.73 | 102 |
| 2024-12-09 | 2024-12-16 | -4.57 | 7 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-09-17 | 2024-10-14 | -1.43 | 26 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-09 | 2024-12-08 | -0.90 | 29 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11372750:btcusd:triple_med_gx:lsma100_25 | 11372750:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 7.78% | 18.93% |
| Worst Week | -9.17% | -12.33% |
| Best Month | 7.42% | 37.42% |
| Worst Month | -14.77% | -17.69% |
| Best Year | 11.15% | 38.02% |
| Worst Year | -26.06% | 30.14% |
| Avg. Up Day | 0.73% | 0.73% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 2.48% | 5.52% |
| Avg. Down Week | -3.81% | -3.03% |
| Avg. Up Month | 3.51% | 16.63% |
| Avg. Down Month | -5.25% | -8.96% |
| Win Days % | 47.03% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |