| Metric | 11378315:btcusd:triple_med_gx:lsma100_55 | 11378315:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 4.19% | 79.62% |
| Max Drawdown | -14.52% | -29.51% |
| Sharpe | 0.16 | 0.65 |
| Sortino | 0.22 | 0.96 |
| Payoff Ratio | 1.08 | 0.95 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.6 | 1.08 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.5 | 0.98 |
| Outlier Win Ratio | 45.2 | 3.02 |
| Outlier Loss Ratio | 3.76 | 2.87 |
| Volatility (ann.) | 7.65% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.26 | 2.33 |
| Skew | -1.3 | 0.2 |
| Kurtosis | 58.21 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.29% | 4.27% |
| Expected Yearly % | 2.07% | 34.02% |
| Kelly Criterion | -0.45% | 1.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11378315:BTCUSD | 11378315:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.15 | 0.06 | - |
| 2025 | 30.14 | 2.00 | 0.07 | - |
| Metric | 11378315:btcusd:triple_med_gx:lsma100_55 | 11378315:BTCUSD |
|---|---|---|
| MTD | 0.88% | 13.36% |
| 3M | 9.88% | 45.08% |
| 6M | 2.07% | 28.47% |
| YTD | 2.0% | 30.14% |
| 1Y | 3.96% | 105.13% |
| 3Y (ann.) | 3.74% | 68.87% |
| 5Y (ann.) | 3.74% | 68.87% |
| Metric | 11378315:btcusd:triple_med_gx:lsma100_55 | 11378315:BTCUSD |
|---|---|---|
| Max Drawdown | -14.52% | -29.51% |
| Longest DD Days | 290.0 | 144.0 |
| Avg. Drawdown | -4.1% | -4.58% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 0.29 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-26 | 2025-07-14 | -14.52 | 290 |
| 2024-07-22 | 2024-08-18 | -6.01 | 27 |
| 2024-08-20 | 2024-09-19 | -4.42 | 30 |
| 2024-09-20 | 2024-09-26 | -2.92 | 6 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-09 | 2024-07-05 | -0.83 | 25 |
| 2024-07-21 | 2024-07-21 | -0.18 | 0 |
| Metric | 11378315:btcusd:triple_med_gx:lsma100_55 | 11378315:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -5.11% | -12.33% |
| Best Month | 9.61% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | 2.15% | 38.02% |
| Worst Year | 2.0% | 30.14% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.69% | -0.8% |
| Avg. Up Week | 2.66% | 5.04% |
| Avg. Down Week | -2.09% | -4.38% |
| Avg. Up Month | 3.71% | 14.93% |
| Avg. Down Month | -1.2% | -7.59% |
| Win Days % | 47.95% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |