| Metric | 11378484:btcusd:triple_med_gx:lsma100_55 | 11378484:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 18.52% | 79.62% |
| Max Drawdown | -16.19% | -29.51% |
| Sharpe | 0.56 | 0.65 |
| Sortino | 0.84 | 0.96 |
| Payoff Ratio | 1.05 | 0.98 |
| Profit Factor | 1.23 | 1.11 |
| Common Sense Ratio | 2.65 | 1.08 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 2.15 | 0.98 |
| Outlier Win Ratio | 40.73 | 3.01 |
| Outlier Loss Ratio | 4.03 | 2.92 |
| Volatility (ann.) | 7.24% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.01 | 2.33 |
| Skew | 0.62 | 0.2 |
| Kurtosis | 29.79 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.22% | 4.27% |
| Expected Yearly % | 8.86% | 34.02% |
| Kelly Criterion | 5.33% | 2.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.07% |
| Expected Shortfall (cVaR) | -0.61% | -2.07% |
| Year | 11378484:BTCUSD | 11378484:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.97 | 0.55 | - |
| 2025 | 30.14 | -2.03 | -0.07 | - |
| Metric | 11378484:btcusd:triple_med_gx:lsma100_55 | 11378484:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 7.21% | 45.08% |
| 6M | -0.54% | 28.47% |
| YTD | -2.03% | 30.14% |
| 1Y | 18.21% | 105.13% |
| 3Y (ann.) | 16.41% | 68.87% |
| 5Y (ann.) | 16.41% | 68.87% |
| Metric | 11378484:btcusd:triple_med_gx:lsma100_55 | 11378484:BTCUSD |
|---|---|---|
| Max Drawdown | -16.19% | -29.51% |
| Longest DD Days | 135.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.14 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-01 | -16.19 | 135 |
| 2025-05-01 | 2025-07-14 | -4.40 | 73 |
| 2024-09-25 | 2024-11-07 | -3.93 | 43 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2024-12-09 | 2024-12-16 | -3.42 | 7 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-09-19 | 2024-09-24 | -1.81 | 5 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11378484:btcusd:triple_med_gx:lsma100_55 | 11378484:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 9.77% | 18.93% |
| Worst Week | -5.82% | -12.33% |
| Best Month | 10.64% | 37.42% |
| Worst Month | -9.21% | -17.69% |
| Best Year | 20.97% | 38.02% |
| Worst Year | -2.03% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.67% | -0.73% |
| Avg. Up Week | 2.71% | 6.68% |
| Avg. Down Week | -2.47% | -4.06% |
| Avg. Up Month | 4.74% | 15.33% |
| Avg. Down Month | -6.45% | -17.69% |
| Win Days % | 51.52% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 54.84% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |