| Metric | 11379440:btcusd:triple_med_gx:lsma100_60 | 11379440:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 4.32% | 79.62% |
| Max Drawdown | -13.48% | -29.51% |
| Sharpe | 0.17 | 0.65 |
| Sortino | 0.23 | 0.96 |
| Payoff Ratio | 1.07 | 0.93 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.56 | 0.53 |
| Tail Ratio | 0.7 | 0.98 |
| Outlier Win Ratio | 53.28 | 2.89 |
| Outlier Loss Ratio | 3.96 | 2.79 |
| Volatility (ann.) | 6.97% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.29 | 2.33 |
| Skew | -2.06 | 0.2 |
| Kurtosis | 80.06 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.3% | 4.27% |
| Expected Yearly % | 2.14% | 34.02% |
| Kelly Criterion | 0.1% | -0.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11379440:BTCUSD | 11379440:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.08 | 0.03 | - |
| 2025 | 30.14 | 3.20 | 0.11 | - |
| Metric | 11379440:btcusd:triple_med_gx:lsma100_60 | 11379440:BTCUSD |
|---|---|---|
| MTD | 2.54% | 13.36% |
| 3M | 14.16% | 45.08% |
| 6M | 2.16% | 28.47% |
| YTD | 3.2% | 30.14% |
| 1Y | 3.94% | 105.13% |
| 3Y (ann.) | 3.86% | 68.87% |
| 5Y (ann.) | 3.86% | 68.87% |
| Metric | 11379440:btcusd:triple_med_gx:lsma100_60 | 11379440:BTCUSD |
|---|---|---|
| Max Drawdown | -13.48% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -3.03% | -4.58% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.32 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-02 | -13.48 | 158 |
| 2024-07-22 | 2024-08-20 | -5.43 | 29 |
| 2024-09-26 | 2025-01-23 | -4.19 | 118 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2024-09-21 | 2024-09-26 | -2.00 | 5 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2024-06-10 | 2024-07-05 | -0.70 | 25 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-09-20 | 2024-09-20 | -0.18 | 0 |
| Metric | 11379440:btcusd:triple_med_gx:lsma100_60 | 11379440:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -4.51% | -12.33% |
| Best Month | 10.58% | 37.42% |
| Worst Month | -4.18% | -17.69% |
| Best Year | 3.2% | 38.02% |
| Worst Year | 1.08% | 30.14% |
| Avg. Up Day | 0.68% | 0.71% |
| Avg. Down Day | -0.64% | -0.77% |
| Avg. Up Week | 2.0% | 5.57% |
| Avg. Down Week | -2.14% | -4.16% |
| Avg. Up Month | 3.32% | 14.93% |
| Avg. Down Month | -2.61% | -9.04% |
| Win Days % | 48.37% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 62.07% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |