| Metric | 11374590:btcusd:triple_med_gx:lsma100_35 | 11374590:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -16.13% | 79.62% |
| Max Drawdown | -30.37% | -29.51% |
| Sharpe | -0.4 | 0.65 |
| Sortino | -0.54 | 0.96 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.69 | 1.08 |
| CPC Index | 0.39 | 0.57 |
| Tail Ratio | 0.8 | 0.98 |
| Outlier Win Ratio | 38.45 | 3.08 |
| Outlier Loss Ratio | 3.58 | 3.05 |
| Volatility (ann.) | 8.84% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.48 | 2.33 |
| Skew | -1.23 | 0.2 |
| Kurtosis | 41.99 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.25% | 4.27% |
| Expected Yearly % | -8.42% | 34.02% |
| Kelly Criterion | -10.45% | 3.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11374590:BTCUSD | 11374590:btcusd:triple_med_gx:lsma100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.32 | 0.35 | - |
| 2025 | 30.14 | -25.98 | -0.86 | - |
| Metric | 11374590:btcusd:triple_med_gx:lsma100_35 | 11374590:BTCUSD |
|---|---|---|
| MTD | 0.62% | 13.36% |
| 3M | -2.74% | 45.08% |
| 6M | -21.49% | 28.47% |
| YTD | -25.98% | 30.14% |
| 1Y | -14.96% | 105.13% |
| 3Y (ann.) | -14.56% | 68.87% |
| 5Y (ann.) | -14.56% | 68.87% |
| Metric | 11374590:btcusd:triple_med_gx:lsma100_35 | 11374590:BTCUSD |
|---|---|---|
| Max Drawdown | -30.37% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.0% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | -0.53 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.37 | 188 |
| 2024-08-14 | 2024-09-17 | -6.19 | 34 |
| 2024-07-01 | 2024-08-12 | -3.36 | 41 |
| 2024-09-17 | 2024-10-16 | -2.99 | 28 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-10-16 | 2024-11-08 | -1.61 | 22 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-06 | -1.02 | 20 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| Metric | 11374590:btcusd:triple_med_gx:lsma100_35 | 11374590:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 5.38% | 37.42% |
| Worst Month | -17.23% | -17.69% |
| Best Year | 13.32% | 38.02% |
| Worst Year | -25.98% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 1.67% | 7.75% |
| Avg. Down Week | -3.92% | -3.37% |
| Avg. Up Month | 2.3% | 16.03% |
| Avg. Down Month | -9.32% | -9.89% |
| Win Days % | 45.15% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 41.67% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |