| Metric | 11374554:btcusd:triple_med_gx:lsma100_35 | 11374554:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -26.64% | 79.62% |
| Max Drawdown | -34.21% | -29.51% |
| Sharpe | -0.71 | 0.65 |
| Sortino | -0.91 | 0.96 |
| Payoff Ratio | 0.88 | 0.89 |
| Profit Factor | 0.78 | 1.11 |
| Common Sense Ratio | 0.61 | 1.08 |
| CPC Index | 0.31 | 0.51 |
| Tail Ratio | 0.78 | 0.98 |
| Outlier Win Ratio | 36.26 | 3.07 |
| Outlier Loss Ratio | 3.68 | 3.19 |
| Volatility (ann.) | 9.19% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.71 | 2.33 |
| Skew | -1.6 | 0.2 |
| Kurtosis | 34.75 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -2.19% | 4.27% |
| Expected Yearly % | -14.35% | 34.02% |
| Kelly Criterion | -16.41% | -2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11374554:BTCUSD | 11374554:btcusd:triple_med_gx:lsma100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.88 | 0.05 | - |
| 2025 | 30.14 | -28.00 | -0.93 | - |
| Metric | 11374554:btcusd:triple_med_gx:lsma100_35 | 11374554:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -2.5% | 45.08% |
| 6M | -25.69% | 28.47% |
| YTD | -28.0% | 30.14% |
| 1Y | -22.98% | 105.13% |
| 3Y (ann.) | -24.21% | 68.87% |
| 5Y (ann.) | -24.21% | 68.87% |
| Metric | 11374554:btcusd:triple_med_gx:lsma100_35 | 11374554:BTCUSD |
|---|---|---|
| Max Drawdown | -34.21% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -7.55% | -4.58% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.78 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -34.21 | 188 |
| 2024-06-07 | 2024-10-15 | -9.86 | 130 |
| 2024-11-09 | 2025-01-03 | -5.79 | 55 |
| 2024-10-16 | 2024-11-08 | -1.61 | 22 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| Metric | 11374554:btcusd:triple_med_gx:lsma100_35 | 11374554:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.0% | 18.93% |
| Worst Week | -9.61% | -12.33% |
| Best Month | 6.0% | 37.42% |
| Worst Month | -14.96% | -17.69% |
| Best Year | 1.88% | 38.02% |
| Worst Year | -28.0% | 30.14% |
| Avg. Up Day | 0.69% | 0.69% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 1.99% | 6.77% |
| Avg. Down Week | -4.12% | -3.09% |
| Avg. Up Month | 2.79% | 17.25% |
| Avg. Down Month | -6.69% | -8.96% |
| Win Days % | 45.43% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 34.38% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |