| Metric | 11379497:btcusd:triple_med_gx:lsma100_60 | 11379497:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 2.12% | 79.62% |
| Max Drawdown | -15.86% | -29.51% |
| Sharpe | 0.1 | 0.65 |
| Sortino | 0.13 | 0.96 |
| Payoff Ratio | 0.86 | 0.86 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.47 | 0.49 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 50.59 | 2.89 |
| Outlier Loss Ratio | 3.51 | 2.89 |
| Volatility (ann.) | 7.32% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.12 | 2.33 |
| Skew | -2.45 | 0.2 |
| Kurtosis | 70.24 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.15% | 4.27% |
| Expected Yearly % | 1.05% | 34.02% |
| Kelly Criterion | -3.59% | -4.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11379497:BTCUSD | 11379497:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.19 | 0.06 | - |
| 2025 | 30.14 | -0.07 | -0.00 | - |
| Metric | 11379497:btcusd:triple_med_gx:lsma100_60 | 11379497:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | 7.8% | 45.08% |
| 6M | -1.88% | 28.47% |
| YTD | -0.07% | 30.14% |
| 1Y | 6.59% | 105.13% |
| 3Y (ann.) | 1.89% | 68.87% |
| 5Y (ann.) | 1.89% | 68.87% |
| Metric | 11379497:btcusd:triple_med_gx:lsma100_60 | 11379497:BTCUSD |
|---|---|---|
| Max Drawdown | -15.86% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -6.1% | -4.58% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 0.13 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-14 | -15.86 | 170 |
| 2024-06-10 | 2024-09-26 | -9.19 | 107 |
| 2024-11-19 | 2025-01-10 | -5.09 | 51 |
| 2024-10-22 | 2024-11-19 | -3.01 | 28 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-01-10 | 2025-01-23 | -1.56 | 12 |
| Metric | 11379497:btcusd:triple_med_gx:lsma100_60 | 11379497:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.3% | 18.93% |
| Worst Week | -6.87% | -12.33% |
| Best Month | 7.59% | 37.42% |
| Worst Month | -4.19% | -17.69% |
| Best Year | 2.19% | 38.02% |
| Worst Year | -0.07% | 30.14% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.09% | 5.44% |
| Avg. Down Week | -2.97% | -4.0% |
| Avg. Up Month | 3.73% | 18.06% |
| Avg. Down Month | -3.24% | -7.59% |
| Win Days % | 52.07% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 46.43% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |