| Metric | 11376096:btcusd:triple_med_gx:lsma100_45 | 11376096:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -17.67% | 79.62% |
| Max Drawdown | -21.87% | -29.51% |
| Sharpe | -0.47 | 0.65 |
| Sortino | -0.65 | 0.96 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.71 | 1.08 |
| CPC Index | 0.38 | 0.59 |
| Tail Ratio | 0.84 | 0.98 |
| Outlier Win Ratio | 40.37 | 2.96 |
| Outlier Loss Ratio | 3.93 | 3.09 |
| Volatility (ann.) | 8.4% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.73 | 2.33 |
| Skew | -0.2 | 0.2 |
| Kurtosis | 33.35 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.38% | 4.27% |
| Expected Yearly % | -9.27% | 34.02% |
| Kelly Criterion | -11.68% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11376096:BTCUSD | 11376096:btcusd:triple_med_gx:lsma100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.32 | -0.11 | - |
| 2025 | 30.14 | -13.96 | -0.46 | - |
| Metric | 11376096:btcusd:triple_med_gx:lsma100_45 | 11376096:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -0.3% | 45.08% |
| 6M | -9.98% | 28.47% |
| YTD | -13.96% | 30.14% |
| 1Y | -16.21% | 105.13% |
| 3Y (ann.) | -15.97% | 68.87% |
| 5Y (ann.) | -15.97% | 68.87% |
| Metric | 11376096:btcusd:triple_med_gx:lsma100_45 | 11376096:BTCUSD |
|---|---|---|
| Max Drawdown | -21.87% | -29.51% |
| Longest DD Days | 357.0 | 144.0 |
| Avg. Drawdown | -5.23% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.81 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-07-14 | -21.87 | 357 |
| 2024-07-04 | 2024-07-19 | -2.35 | 14 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-06-08 | 2024-07-04 | -0.40 | 26 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| Metric | 11376096:btcusd:triple_med_gx:lsma100_45 | 11376096:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 11.71% | 37.42% |
| Worst Month | -9.29% | -17.69% |
| Best Year | -4.32% | 38.02% |
| Worst Year | -13.96% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 2.25% | 5.36% |
| Avg. Down Week | -3.02% | -4.4% |
| Avg. Up Month | 4.2% | 17.5% |
| Avg. Down Month | -4.27% | -7.82% |
| Win Days % | 42.41% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |