| Metric | 11378540:btcusd:triple_med_gx:lsma100_55 | 11378540:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 28.73% | 79.62% |
| Max Drawdown | -14.33% | -29.51% |
| Sharpe | 0.75 | 0.65 |
| Sortino | 1.15 | 0.96 |
| Payoff Ratio | 1.11 | 1.0 |
| Profit Factor | 1.31 | 1.11 |
| Common Sense Ratio | 3.44 | 1.08 |
| CPC Index | 0.75 | 0.58 |
| Tail Ratio | 2.63 | 0.98 |
| Outlier Win Ratio | 34.67 | 3.05 |
| Outlier Loss Ratio | 3.89 | 2.84 |
| Volatility (ann.) | 7.97% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.77 | 2.33 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 27.72 | 7.22 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 1.82% | 4.27% |
| Expected Yearly % | 13.46% | 34.02% |
| Kelly Criterion | 8.0% | 3.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11378540:BTCUSD | 11378540:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.39 | 0.72 | - |
| 2025 | 30.14 | 1.05 | 0.04 | - |
| Metric | 11378540:btcusd:triple_med_gx:lsma100_55 | 11378540:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 12.69% | 45.08% |
| 6M | 0.46% | 28.47% |
| YTD | 1.05% | 30.14% |
| 1Y | 29.21% | 105.13% |
| 3Y (ann.) | 25.35% | 68.87% |
| 5Y (ann.) | 25.35% | 68.87% |
| Metric | 11378540:btcusd:triple_med_gx:lsma100_55 | 11378540:BTCUSD |
|---|---|---|
| Max Drawdown | -14.33% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -2.48% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 2.0 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-05-18 | -14.33 | 125 |
| 2024-06-12 | 2024-08-29 | -7.92 | 77 |
| 2025-05-19 | 2025-07-14 | -3.57 | 56 |
| 2024-10-25 | 2024-11-10 | -3.52 | 16 |
| 2024-09-28 | 2024-10-24 | -2.69 | 25 |
| 2024-09-20 | 2024-09-24 | -1.92 | 4 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-22 | 2024-12-15 | -1.40 | 23 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11378540:btcusd:triple_med_gx:lsma100_55 | 11378540:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 8.94% | 18.93% |
| Worst Week | -5.34% | -12.33% |
| Best Month | 14.5% | 37.42% |
| Worst Month | -9.35% | -17.69% |
| Best Year | 27.39% | 38.02% |
| Worst Year | 1.05% | 30.14% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 3.55% | 7.63% |
| Avg. Down Week | -2.0% | -4.94% |
| Avg. Up Month | 4.02% | 12.69% |
| Avg. Down Month | -9.35% | -17.69% |
| Win Days % | 51.55% | 51.93% |
| Win Month % | 78.57% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |