| Metric | 11376207:btcusd:triple_med_gx:lsma100_45 | 11376207:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -14.37% | 79.62% |
| Max Drawdown | -22.41% | -29.51% |
| Sharpe | -0.39 | 0.65 |
| Sortino | -0.5 | 0.96 |
| Payoff Ratio | 0.96 | 0.96 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.98 | 1.08 |
| CPC Index | 0.37 | 0.55 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 45.1 | 3.02 |
| Outlier Loss Ratio | 3.75 | 3.07 |
| Volatility (ann.) | 8.1% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.58 | 2.33 |
| Skew | -2.18 | 0.2 |
| Kurtosis | 51.86 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.1% | 4.27% |
| Expected Yearly % | -7.46% | 34.02% |
| Kelly Criterion | -11.92% | 1.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11376207:BTCUSD | 11376207:btcusd:triple_med_gx:lsma100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.85 | -0.21 | - |
| 2025 | 30.14 | -7.08 | -0.23 | - |
| Metric | 11376207:btcusd:triple_med_gx:lsma100_45 | 11376207:BTCUSD |
|---|---|---|
| MTD | 2.37% | 13.36% |
| 3M | 5.91% | 45.08% |
| 6M | -7.43% | 28.47% |
| YTD | -7.08% | 30.14% |
| 1Y | -9.61% | 105.13% |
| 3Y (ann.) | -12.96% | 68.87% |
| 5Y (ann.) | -12.96% | 68.87% |
| Metric | 11376207:btcusd:triple_med_gx:lsma100_45 | 11376207:BTCUSD |
|---|---|---|
| Max Drawdown | -22.41% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -8.16% | -4.58% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | -0.64 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -22.41 | 266 |
| 2024-06-09 | 2024-10-14 | -9.88 | 126 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11376207:btcusd:triple_med_gx:lsma100_45 | 11376207:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.33% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 7.75% | 37.42% |
| Worst Month | -9.9% | -17.69% |
| Best Year | -7.08% | 38.02% |
| Worst Year | -7.85% | 30.14% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 2.38% | 5.69% |
| Avg. Down Week | -3.66% | -4.1% |
| Avg. Up Month | 3.3% | 14.93% |
| Avg. Down Month | -4.69% | -5.35% |
| Win Days % | 45.28% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 48.28% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |