| Metric | 11376564:btcusd:triple_med_gx:lsma100_45 | 11376564:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -12.3% | 79.62% |
| Max Drawdown | -30.67% | -29.51% |
| Sharpe | -0.29 | 0.65 |
| Sortino | -0.38 | 0.96 |
| Payoff Ratio | 0.96 | 0.94 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.93 | 1.08 |
| CPC Index | 0.41 | 0.54 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 35.23 | 3.09 |
| Outlier Loss Ratio | 3.84 | 3.15 |
| Volatility (ann.) | 8.88% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.36 | 2.33 |
| Skew | -1.34 | 0.2 |
| Kurtosis | 37.7 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.93% | 4.27% |
| Expected Yearly % | -6.35% | 34.02% |
| Kelly Criterion | -7.49% | 0.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11376564:BTCUSD | 11376564:btcusd:triple_med_gx:lsma100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.16 | 0.40 | - |
| 2025 | 30.14 | -23.85 | -0.79 | - |
| Metric | 11376564:btcusd:triple_med_gx:lsma100_45 | 11376564:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -2.38% | 45.08% |
| 6M | -21.4% | 28.47% |
| YTD | -23.85% | 30.14% |
| 1Y | -10.05% | 105.13% |
| 3Y (ann.) | -11.08% | 68.87% |
| 5Y (ann.) | -11.08% | 68.87% |
| Metric | 11376564:btcusd:triple_med_gx:lsma100_45 | 11376564:BTCUSD |
|---|---|---|
| Max Drawdown | -30.67% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.44% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | -0.4 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.67 | 188 |
| 2024-06-10 | 2024-10-14 | -6.39 | 125 |
| 2024-10-16 | 2024-11-08 | -1.61 | 22 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-09 | 2024-12-13 | -0.90 | 34 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| Metric | 11376564:btcusd:triple_med_gx:lsma100_45 | 11376564:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.31% | 18.93% |
| Worst Week | -5.73% | -12.33% |
| Best Month | 8.31% | 37.42% |
| Worst Month | -9.52% | -17.69% |
| Best Year | 15.16% | 38.02% |
| Worst Year | -23.85% | 30.14% |
| Avg. Up Day | 0.69% | 0.7% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.09% | 6.12% |
| Avg. Down Week | -3.32% | -3.09% |
| Avg. Up Month | 2.74% | 14.42% |
| Avg. Down Month | -4.56% | -8.96% |
| Win Days % | 47.46% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 38.71% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |