| Metric | 11378428:btcusd:triple_med_gx:lsma100_55 | 11378428:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 6.14% | 79.62% |
| Max Drawdown | -16.81% | -29.51% |
| Sharpe | 0.22 | 0.65 |
| Sortino | 0.29 | 0.96 |
| Payoff Ratio | 0.91 | 0.87 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.82 | 1.08 |
| CPC Index | 0.52 | 0.5 |
| Tail Ratio | 1.66 | 0.98 |
| Outlier Win Ratio | 44.59 | 2.95 |
| Outlier Loss Ratio | 3.69 | 2.85 |
| Volatility (ann.) | 7.41% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.33 | 2.33 |
| Skew | -2.41 | 0.2 |
| Kurtosis | 61.8 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.43% | 4.27% |
| Expected Yearly % | 3.02% | 34.02% |
| Kelly Criterion | -1.09% | -3.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11378428:BTCUSD | 11378428:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.15 | 0.32 | - |
| 2025 | 30.14 | -5.36 | -0.18 | - |
| Metric | 11378428:btcusd:triple_med_gx:lsma100_55 | 11378428:BTCUSD |
|---|---|---|
| MTD | -0.72% | 13.36% |
| 3M | 6.54% | 45.08% |
| 6M | -6.82% | 28.47% |
| YTD | -5.36% | 30.14% |
| 1Y | 8.37% | 105.13% |
| 3Y (ann.) | 5.47% | 68.87% |
| 5Y (ann.) | 5.47% | 68.87% |
| Metric | 11378428:btcusd:triple_med_gx:lsma100_55 | 11378428:BTCUSD |
|---|---|---|
| Max Drawdown | -16.81% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -2.98% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.37 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-07-14 | -16.81 | 184 |
| 2024-06-11 | 2024-08-18 | -5.70 | 68 |
| 2024-08-20 | 2024-09-19 | -3.50 | 30 |
| 2024-09-28 | 2024-11-18 | -3.43 | 51 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-12-09 | 2024-12-15 | -2.70 | 6 |
| 2024-09-20 | 2024-09-27 | -1.74 | 7 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11378428:btcusd:triple_med_gx:lsma100_55 | 11378428:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.35% | 18.93% |
| Worst Week | -7.08% | -12.33% |
| Best Month | 9.05% | 37.42% |
| Worst Month | -4.46% | -17.69% |
| Best Year | 12.15% | 38.02% |
| Worst Year | -5.36% | 30.14% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 2.26% | 6.18% |
| Avg. Down Week | -2.17% | -4.37% |
| Avg. Up Month | 4.05% | 15.5% |
| Avg. Down Month | -3.14% | -9.04% |
| Win Days % | 51.78% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |