| Metric | 11378372:btcusd:triple_med_gx:lsma100_55 | 11378372:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 5.63% | 79.62% |
| Max Drawdown | -14.6% | -29.51% |
| Sharpe | 0.19 | 0.65 |
| Sortino | 0.26 | 0.96 |
| Payoff Ratio | 0.84 | 0.82 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.8 | 1.08 |
| CPC Index | 0.48 | 0.47 |
| Tail Ratio | 1.66 | 0.98 |
| Outlier Win Ratio | 43.62 | 2.98 |
| Outlier Loss Ratio | 3.57 | 3.08 |
| Volatility (ann.) | 7.88% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.34 | 2.33 |
| Skew | -1.85 | 0.2 |
| Kurtosis | 54.94 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.39% | 4.27% |
| Expected Yearly % | 2.78% | 34.02% |
| Kelly Criterion | -2.54% | -6.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11378372:BTCUSD | 11378372:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.66 | 0.10 | - |
| 2025 | 30.14 | 1.90 | 0.06 | - |
| Metric | 11378372:btcusd:triple_med_gx:lsma100_55 | 11378372:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 9.76% | 45.08% |
| 6M | 0.21% | 28.47% |
| YTD | 1.9% | 30.14% |
| 1Y | 9.55% | 105.13% |
| 3Y (ann.) | 5.03% | 68.87% |
| 5Y (ann.) | 5.03% | 68.87% |
| Metric | 11378372:btcusd:triple_med_gx:lsma100_55 | 11378372:BTCUSD |
|---|---|---|
| Max Drawdown | -14.6% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -4.23% | -4.58% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -14.60 | 170 |
| 2024-06-10 | 2024-09-19 | -8.60 | 100 |
| 2024-12-10 | 2025-01-10 | -4.39 | 30 |
| 2024-10-22 | 2024-12-10 | -3.35 | 49 |
| 2025-01-10 | 2025-01-23 | -2.10 | 12 |
| 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 |
| 2024-10-21 | 2024-10-22 | -0.18 | 0 |
| Metric | 11378372:btcusd:triple_med_gx:lsma100_55 | 11378372:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -6.38% | -12.33% |
| Best Month | 8.92% | 37.42% |
| Worst Month | -4.92% | -17.69% |
| Best Year | 3.66% | 38.02% |
| Worst Year | 1.9% | 30.14% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.1% | 4.91% |
| Avg. Down Week | -3.22% | -4.56% |
| Avg. Up Month | 4.08% | 15.07% |
| Avg. Down Month | -3.02% | -7.59% |
| Win Days % | 53.09% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |