| Metric | 11379720:btcusd:triple_med_gx:lsma100_60 | 11379720:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 5.9% | 79.62% |
| Max Drawdown | -24.28% | -29.51% |
| Sharpe | 0.19 | 0.65 |
| Sortino | 0.26 | 0.96 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 2.09 | 1.08 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 1.95 | 0.98 |
| Outlier Win Ratio | 35.62 | 3.07 |
| Outlier Loss Ratio | 3.88 | 3.07 |
| Volatility (ann.) | 8.64% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.22 | 2.33 |
| Skew | -0.9 | 0.2 |
| Kurtosis | 29.41 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.41% | 4.27% |
| Expected Yearly % | 2.91% | 34.02% |
| Kelly Criterion | -1.37% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11379720:BTCUSD | 11379720:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.87 | 0.36 | - |
| 2025 | 30.14 | -7.00 | -0.23 | - |
| Metric | 11379720:btcusd:triple_med_gx:lsma100_60 | 11379720:BTCUSD |
|---|---|---|
| MTD | 0.38% | 13.36% |
| 3M | 8.68% | 45.08% |
| 6M | -6.15% | 28.47% |
| YTD | -7.0% | 30.14% |
| 1Y | 6.11% | 105.13% |
| 3Y (ann.) | 5.26% | 68.87% |
| 5Y (ann.) | 5.26% | 68.87% |
| Metric | 11379720:btcusd:triple_med_gx:lsma100_60 | 11379720:BTCUSD |
|---|---|---|
| Max Drawdown | -24.28% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.93% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -24.28 | 233 |
| 2024-08-22 | 2024-10-24 | -5.24 | 63 |
| 2024-06-12 | 2024-07-25 | -4.53 | 43 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-25 | 2024-11-10 | -3.11 | 16 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11379720:btcusd:triple_med_gx:lsma100_60 | 11379720:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 13.8% | 37.42% |
| Worst Month | -10.5% | -17.69% |
| Best Year | 13.87% | 38.02% |
| Worst Year | -7.0% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 2.77% | 7.54% |
| Avg. Down Week | -2.14% | -4.07% |
| Avg. Up Month | 4.67% | 12.66% |
| Avg. Down Month | -4.83% | -7.59% |
| Win Days % | 47.44% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 53.12% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |