| Metric | 11377677:btcusd:triple_med_gx:lsma100_50 | 11377677:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -14.71% | 79.62% |
| Max Drawdown | -26.18% | -29.51% |
| Sharpe | -0.39 | 0.65 |
| Sortino | -0.51 | 0.96 |
| Payoff Ratio | 0.94 | 0.94 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.37 | 0.54 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 42.49 | 3.06 |
| Outlier Loss Ratio | 3.59 | 2.96 |
| Volatility (ann.) | 8.3% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.51 | 2.33 |
| Skew | -2.03 | 0.2 |
| Kurtosis | 46.77 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.13% | 4.27% |
| Expected Yearly % | -7.65% | 34.02% |
| Kelly Criterion | -11.59% | 0.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11377677:BTCUSD | 11377677:btcusd:triple_med_gx:lsma100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.86 | 0.23 | - |
| 2025 | 30.14 | -21.65 | -0.72 | - |
| Metric | 11377677:btcusd:triple_med_gx:lsma100_50 | 11377677:BTCUSD |
|---|---|---|
| MTD | 0.62% | 13.36% |
| 3M | -3.95% | 45.08% |
| 6M | -16.75% | 28.47% |
| YTD | -21.65% | 30.14% |
| 1Y | -13.2% | 105.13% |
| 3Y (ann.) | -13.27% | 68.87% |
| 5Y (ann.) | -13.27% | 68.87% |
| Metric | 11377677:btcusd:triple_med_gx:lsma100_50 | 11377677:BTCUSD |
|---|---|---|
| Max Drawdown | -26.18% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.2% | -4.58% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -26.18 | 188 |
| 2024-07-01 | 2024-11-10 | -7.15 | 131 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-06 | -1.19 | 20 |
| 2024-11-10 | 2024-12-15 | -1.10 | 34 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11377677:btcusd:triple_med_gx:lsma100_50 | 11377677:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 5.38% | 37.42% |
| Worst Month | -11.85% | -17.69% |
| Best Year | 8.86% | 38.02% |
| Worst Year | -21.65% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 1.3% | 7.3% |
| Avg. Down Week | -3.32% | -3.35% |
| Avg. Up Month | 2.04% | 16.03% |
| Avg. Down Month | -5.5% | -9.5% |
| Win Days % | 45.94% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 44.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |