| Metric | 11373626:btcusd:triple_med_gx:lsma100_30 | 11373626:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -18.93% | 79.62% |
| Max Drawdown | -33.05% | -29.51% |
| Sharpe | -0.46 | 0.65 |
| Sortino | -0.6 | 0.96 |
| Payoff Ratio | 0.91 | 0.91 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.37 | 0.52 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 33.42 | 3.08 |
| Outlier Loss Ratio | 3.74 | 3.19 |
| Volatility (ann.) | 9.32% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.52 | 2.33 |
| Skew | -1.4 | 0.2 |
| Kurtosis | 35.22 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.49% | 4.27% |
| Expected Yearly % | -9.96% | 34.02% |
| Kelly Criterion | -11.61% | -0.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11373626:BTCUSD | 11373626:btcusd:triple_med_gx:lsma100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.54 | 0.30 | - |
| 2025 | 30.14 | -27.32 | -0.91 | - |
| Metric | 11373626:btcusd:triple_med_gx:lsma100_30 | 11373626:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -4.53% | 45.08% |
| 6M | -24.81% | 28.47% |
| YTD | -27.32% | 30.14% |
| 1Y | -18.85% | 105.13% |
| 3Y (ann.) | -17.12% | 68.87% |
| 5Y (ann.) | -17.12% | 68.87% |
| Metric | 11373626:btcusd:triple_med_gx:lsma100_30 | 11373626:BTCUSD |
|---|---|---|
| Max Drawdown | -33.05% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.25% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | -0.57 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -33.05 | 188 |
| 2024-07-11 | 2024-10-14 | -8.20 | 95 |
| 2024-12-09 | 2024-12-16 | -4.29 | 7 |
| 2024-06-07 | 2024-07-11 | -3.38 | 33 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-09 | 2024-12-08 | -1.10 | 29 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2025-01-02 | 2025-01-03 | -0.41 | 0 |
| Metric | 11373626:btcusd:triple_med_gx:lsma100_30 | 11373626:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 6.0% | 18.93% |
| Worst Week | -11.66% | -12.33% |
| Best Month | 6.0% | 37.42% |
| Worst Month | -14.27% | -17.69% |
| Best Year | 11.54% | 38.02% |
| Worst Year | -27.32% | 30.14% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 2.21% | 6.05% |
| Avg. Down Week | -5.62% | -2.73% |
| Avg. Up Month | 2.78% | 14.42% |
| Avg. Down Month | -5.15% | -8.96% |
| Win Days % | 46.88% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 41.94% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |