| Metric | 11377350:btcusd:triple_med_gx:lsma100_50 | 11377350:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 6.11% | 79.62% |
| Max Drawdown | -14.86% | -29.51% |
| Sharpe | 0.2 | 0.65 |
| Sortino | 0.28 | 0.96 |
| Payoff Ratio | 0.93 | 0.94 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.86 | 1.08 |
| CPC Index | 0.5 | 0.54 |
| Tail Ratio | 1.72 | 0.98 |
| Outlier Win Ratio | 39.51 | 3.06 |
| Outlier Loss Ratio | 3.85 | 3.07 |
| Volatility (ann.) | 8.16% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.37 | 2.33 |
| Skew | -1.46 | 0.2 |
| Kurtosis | 47.97 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.42% | 4.27% |
| Expected Yearly % | 3.01% | 34.02% |
| Kelly Criterion | -3.36% | 0.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11377350:BTCUSD | 11377350:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.95 | 0.18 | - |
| 2025 | 30.14 | -0.79 | -0.03 | - |
| Metric | 11377350:btcusd:triple_med_gx:lsma100_50 | 11377350:BTCUSD |
|---|---|---|
| MTD | -0.48% | 13.36% |
| 3M | 6.63% | 45.08% |
| 6M | -2.09% | 28.47% |
| YTD | -0.79% | 30.14% |
| 1Y | 8.99% | 105.13% |
| 3Y (ann.) | 5.45% | 68.87% |
| 5Y (ann.) | 5.45% | 68.87% |
| Metric | 11377350:btcusd:triple_med_gx:lsma100_50 | 11377350:BTCUSD |
|---|---|---|
| Max Drawdown | -14.86% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -4.93% | -4.58% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.41 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -14.86 | 170 |
| 2024-06-10 | 2024-08-20 | -7.82 | 70 |
| 2024-12-08 | 2025-01-10 | -5.97 | 32 |
| 2024-10-15 | 2024-11-20 | -4.97 | 36 |
| 2024-08-20 | 2024-09-18 | -3.85 | 29 |
| 2024-09-20 | 2024-10-14 | -2.06 | 23 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-01-10 | 2025-01-23 | -1.72 | 12 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11377350:btcusd:triple_med_gx:lsma100_50 | 11377350:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -7.08% | -12.33% |
| Best Month | 8.86% | 37.42% |
| Worst Month | -4.74% | -17.69% |
| Best Year | 6.95% | 38.02% |
| Worst Year | -0.79% | 30.14% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 3.44% | 7.08% |
| Avg. Down Week | -2.95% | -4.3% |
| Avg. Up Month | 4.01% | 14.57% |
| Avg. Down Month | -3.16% | -7.59% |
| Win Days % | 50.18% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |