| Metric | 11376263:btcusd:triple_med_gx:lsma100_45 | 11376263:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -6.43% | 79.62% |
| Max Drawdown | -19.88% | -29.51% |
| Sharpe | -0.14 | 0.65 |
| Sortino | -0.18 | 0.96 |
| Payoff Ratio | 0.95 | 0.91 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.43 | 1.08 |
| CPC Index | 0.43 | 0.52 |
| Tail Ratio | 1.51 | 0.98 |
| Outlier Win Ratio | 40.37 | 3.06 |
| Outlier Loss Ratio | 3.74 | 3.07 |
| Volatility (ann.) | 8.26% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.29 | 2.33 |
| Skew | -1.75 | 0.2 |
| Kurtosis | 45.98 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.47% | 4.27% |
| Expected Yearly % | -3.27% | 34.02% |
| Kelly Criterion | -7.37% | -1.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11376263:BTCUSD | 11376263:btcusd:triple_med_gx:lsma100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.46 | 0.06 | - |
| 2025 | 30.14 | -8.67 | -0.29 | - |
| Metric | 11376263:btcusd:triple_med_gx:lsma100_45 | 11376263:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 6.03% | 45.08% |
| 6M | -9.39% | 28.47% |
| YTD | -8.67% | 30.14% |
| 1Y | -0.89% | 105.13% |
| 3Y (ann.) | -5.77% | 68.87% |
| 5Y (ann.) | -5.77% | 68.87% |
| Metric | 11376263:btcusd:triple_med_gx:lsma100_45 | 11376263:BTCUSD |
|---|---|---|
| Max Drawdown | -19.88% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -4.87% | -4.58% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.32 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -19.88 | 266 |
| 2024-06-10 | 2024-09-19 | -9.87 | 100 |
| 2024-09-20 | 2024-09-26 | -2.32 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2024-10-13 | 2024-10-13 | -0.24 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11376263:btcusd:triple_med_gx:lsma100_45 | 11376263:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -8.99% | -12.33% |
| Best Month | 9.76% | 37.42% |
| Worst Month | -10.94% | -17.69% |
| Best Year | 2.46% | 38.02% |
| Worst Year | -8.67% | 30.14% |
| Avg. Up Day | 0.72% | 0.75% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 2.2% | 5.47% |
| Avg. Down Week | -3.21% | -4.84% |
| Avg. Up Month | 3.01% | 14.26% |
| Avg. Down Month | -4.66% | -5.35% |
| Win Days % | 47.7% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |