| Metric | 11375535:btcusd:triple_med_gx:lsma100_40 | 11375535:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -18.5% | 79.62% |
| Max Drawdown | -32.63% | -29.51% |
| Sharpe | -0.47 | 0.65 |
| Sortino | -0.62 | 0.96 |
| Payoff Ratio | 0.93 | 0.9 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.37 | 0.52 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 37.21 | 3.08 |
| Outlier Loss Ratio | 3.78 | 3.16 |
| Volatility (ann.) | 8.88% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.51 | 2.33 |
| Skew | -1.52 | 0.2 |
| Kurtosis | 38.57 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.45% | 4.27% |
| Expected Yearly % | -9.72% | 34.02% |
| Kelly Criterion | -11.31% | -1.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11375535:BTCUSD | 11375535:btcusd:triple_med_gx:lsma100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.83 | 0.31 | - |
| 2025 | 30.14 | -27.12 | -0.90 | - |
| Metric | 11375535:btcusd:triple_med_gx:lsma100_40 | 11375535:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -3.02% | 45.08% |
| 6M | -23.64% | 28.47% |
| YTD | -27.12% | 30.14% |
| 1Y | -15.23% | 105.13% |
| 3Y (ann.) | -16.72% | 68.87% |
| 5Y (ann.) | -16.72% | 68.87% |
| Metric | 11375535:btcusd:triple_med_gx:lsma100_40 | 11375535:BTCUSD |
|---|---|---|
| Max Drawdown | -32.63% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.34% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | -0.57 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -32.63 | 188 |
| 2024-06-10 | 2024-09-17 | -6.25 | 98 |
| 2024-10-16 | 2024-11-08 | -1.61 | 22 |
| 2024-09-17 | 2024-10-14 | -1.43 | 26 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-09 | 2024-12-15 | -1.14 | 36 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-07 | 2024-06-10 | -0.78 | 3 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2025-01-03 | 2025-01-05 | -0.47 | 1 |
| Metric | 11375535:btcusd:triple_med_gx:lsma100_40 | 11375535:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.38% | 18.93% |
| Worst Week | -6.61% | -12.33% |
| Best Month | 8.38% | 37.42% |
| Worst Month | -14.71% | -17.69% |
| Best Year | 11.83% | 38.02% |
| Worst Year | -27.12% | 30.14% |
| Avg. Up Day | 0.69% | 0.7% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.23% | 6.18% |
| Avg. Down Week | -3.95% | -3.06% |
| Avg. Up Month | 3.42% | 8.67% |
| Avg. Down Month | -7.33% | -9.04% |
| Win Days % | 46.32% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |