| Metric | 11378769:btcusd:triple_med_gx:lsma100_55 | 11378769:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -14.97% | 79.62% |
| Max Drawdown | -24.64% | -29.51% |
| Sharpe | -0.36 | 0.65 |
| Sortino | -0.47 | 0.96 |
| Payoff Ratio | 0.96 | 0.92 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.91 | 1.08 |
| CPC Index | 0.4 | 0.53 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 36.04 | 3.09 |
| Outlier Loss Ratio | 3.69 | 3.19 |
| Volatility (ann.) | 9.03% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.55 | 2.33 |
| Skew | -1.76 | 0.2 |
| Kurtosis | 35.8 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.15% | 4.27% |
| Expected Yearly % | -7.79% | 34.02% |
| Kelly Criterion | -8.79% | -0.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11378769:BTCUSD | 11378769:btcusd:triple_med_gx:lsma100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.05 | 0.11 | - |
| 2025 | 30.14 | -18.28 | -0.61 | - |
| Metric | 11378769:btcusd:triple_med_gx:lsma100_55 | 11378769:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | -0.89% | 45.08% |
| 6M | -14.53% | 28.47% |
| YTD | -18.28% | 30.14% |
| 1Y | -8.5% | 105.13% |
| 3Y (ann.) | -13.51% | 68.87% |
| 5Y (ann.) | -13.51% | 68.87% |
| Metric | 11378769:btcusd:triple_med_gx:lsma100_55 | 11378769:BTCUSD |
|---|---|---|
| Max Drawdown | -24.64% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.9% | -4.58% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | -0.61 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -24.64 | 188 |
| 2024-06-10 | 2024-11-07 | -12.50 | 149 |
| 2024-11-09 | 2024-12-15 | -3.63 | 36 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-03 | 2025-01-04 | -0.30 | 1 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| Metric | 11378769:btcusd:triple_med_gx:lsma100_55 | 11378769:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.0% | 18.93% |
| Worst Week | -5.73% | -12.33% |
| Best Month | 6.0% | 37.42% |
| Worst Month | -8.77% | -17.69% |
| Best Year | 4.05% | 38.02% |
| Worst Year | -18.28% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 1.66% | 5.12% |
| Avg. Down Week | -3.72% | -3.09% |
| Avg. Up Month | 3.19% | 17.25% |
| Avg. Down Month | -3.39% | -8.96% |
| Win Days % | 46.69% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |