| Metric | 11377127:btcusd:triple_med_gx:lsma100_50 | 11377127:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -11.67% | 79.62% |
| Max Drawdown | -15.12% | -29.51% |
| Sharpe | -0.32 | 0.65 |
| Sortino | -0.44 | 0.96 |
| Payoff Ratio | 1.03 | 0.96 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.4 | 0.55 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 44.81 | 2.91 |
| Outlier Loss Ratio | 3.98 | 3.04 |
| Volatility (ann.) | 7.65% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.69 | 2.33 |
| Skew | -0.76 | 0.2 |
| Kurtosis | 36.23 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.88% | 4.27% |
| Expected Yearly % | -6.01% | 34.02% |
| Kelly Criterion | -9.52% | 1.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11377127:BTCUSD | 11377127:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.36 | -0.06 | - |
| 2025 | 30.14 | -9.53 | -0.32 | - |
| Metric | 11377127:btcusd:triple_med_gx:lsma100_50 | 11377127:BTCUSD |
|---|---|---|
| MTD | 0.19% | 13.36% |
| 3M | -0.12% | 45.08% |
| 6M | -6.71% | 28.47% |
| YTD | -9.53% | 30.14% |
| 1Y | -10.29% | 105.13% |
| 3Y (ann.) | -10.5% | 68.87% |
| 5Y (ann.) | -10.5% | 68.87% |
| Metric | 11377127:btcusd:triple_med_gx:lsma100_50 | 11377127:BTCUSD |
|---|---|---|
| Max Drawdown | -15.12% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -5.18% | -4.58% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.77 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -15.12 | 266 |
| 2024-07-04 | 2024-09-27 | -9.86 | 84 |
| 2024-09-28 | 2024-10-20 | -0.52 | 22 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| Metric | 11377127:btcusd:triple_med_gx:lsma100_50 | 11377127:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.77% | 18.93% |
| Worst Week | -5.59% | -12.33% |
| Best Month | 11.51% | 37.42% |
| Worst Month | -5.6% | -17.69% |
| Best Year | -2.36% | 38.02% |
| Worst Year | -9.53% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 2.23% | 5.23% |
| Avg. Down Week | -3.22% | -4.59% |
| Avg. Up Month | 3.52% | 16.67% |
| Avg. Down Month | -3.58% | -7.93% |
| Win Days % | 44.53% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |