| Metric | 11377238:btcusd:triple_med_gx:lsma100_50 | 11377238:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -9.7% | 79.62% |
| Max Drawdown | -21.11% | -29.51% |
| Sharpe | -0.23 | 0.65 |
| Sortino | -0.31 | 0.96 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.41 | 0.57 |
| Tail Ratio | 1.43 | 0.98 |
| Outlier Win Ratio | 43.38 | 3.06 |
| Outlier Loss Ratio | 3.69 | 3.09 |
| Volatility (ann.) | 8.36% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.41 | 2.33 |
| Skew | -1.62 | 0.2 |
| Kurtosis | 47.8 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.73% | 4.27% |
| Expected Yearly % | -4.98% | 34.02% |
| Kelly Criterion | -8.85% | 3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11377238:BTCUSD | 11377238:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.53 | 0.01 | - |
| 2025 | 30.14 | -10.18 | -0.34 | - |
| Metric | 11377238:btcusd:triple_med_gx:lsma100_50 | 11377238:BTCUSD |
|---|---|---|
| MTD | 1.74% | 13.36% |
| 3M | 8.13% | 45.08% |
| 6M | -9.54% | 28.47% |
| YTD | -10.18% | 30.14% |
| 1Y | -6.2% | 105.13% |
| 3Y (ann.) | -8.73% | 68.87% |
| 5Y (ann.) | -8.73% | 68.87% |
| Metric | 11377238:btcusd:triple_med_gx:lsma100_50 | 11377238:BTCUSD |
|---|---|---|
| Max Drawdown | -21.11% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -8.3% | -4.58% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | -0.46 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-20 | 2025-07-14 | -21.11 | 266 |
| 2024-06-09 | 2024-09-19 | -7.65 | 102 |
| 2024-09-20 | 2024-10-14 | -3.23 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11377238:btcusd:triple_med_gx:lsma100_50 | 11377238:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -8.99% | -12.33% |
| Best Month | 6.7% | 37.42% |
| Worst Month | -8.77% | -17.69% |
| Best Year | 0.53% | 38.02% |
| Worst Year | -10.18% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 2.59% | 6.79% |
| Avg. Down Week | -2.77% | -4.79% |
| Avg. Up Month | 3.64% | 14.93% |
| Avg. Down Month | -2.84% | -7.82% |
| Win Days % | 45.98% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |