| Metric | 11377294:btcusd:triple_med_gx:lsma100_50 | 11377294:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 14.24% | 79.62% |
| Max Drawdown | -15.71% | -29.51% |
| Sharpe | 0.41 | 0.65 |
| Sortino | 0.58 | 0.96 |
| Payoff Ratio | 0.99 | 0.88 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 2.38 | 1.08 |
| CPC Index | 0.61 | 0.51 |
| Tail Ratio | 2.03 | 0.98 |
| Outlier Win Ratio | 39.48 | 3.06 |
| Outlier Loss Ratio | 3.72 | 3.05 |
| Volatility (ann.) | 8.0% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.8 | 2.33 |
| Skew | -1.25 | 0.2 |
| Kurtosis | 49.07 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.96% | 4.27% |
| Expected Yearly % | 6.88% | 34.02% |
| Kelly Criterion | 4.7% | -2.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11377294:BTCUSD | 11377294:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.94 | 0.31 | - |
| 2025 | 30.14 | 2.05 | 0.07 | - |
| Metric | 11377294:btcusd:triple_med_gx:lsma100_50 | 11377294:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 13.38% | 45.08% |
| 6M | 0.16% | 28.47% |
| YTD | 2.05% | 30.14% |
| 1Y | 16.22% | 105.13% |
| 3Y (ann.) | 12.65% | 68.87% |
| 5Y (ann.) | 12.65% | 68.87% |
| Metric | 11377294:btcusd:triple_med_gx:lsma100_50 | 11377294:BTCUSD |
|---|---|---|
| Max Drawdown | -15.71% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -3.94% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.91 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -15.71 | 170 |
| 2024-06-10 | 2024-08-18 | -7.35 | 68 |
| 2024-10-15 | 2025-01-10 | -5.47 | 87 |
| 2024-08-20 | 2024-09-19 | -3.46 | 29 |
| 2025-01-10 | 2025-01-23 | -3.22 | 12 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-09-20 | 2024-09-26 | -1.74 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| Metric | 11377294:btcusd:triple_med_gx:lsma100_50 | 11377294:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -7.9% | -12.33% |
| Best Month | 9.26% | 37.42% |
| Worst Month | -5.3% | -17.69% |
| Best Year | 11.94% | 38.02% |
| Worst Year | 2.05% | 30.14% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.74% | -0.85% |
| Avg. Up Week | 3.18% | 5.34% |
| Avg. Down Week | -3.14% | -4.46% |
| Avg. Up Month | 3.7% | 13.91% |
| Avg. Down Month | -3.26% | -7.59% |
| Win Days % | 52.65% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |