| Metric | 11380017:btcusd:triple_med_gx:lsma100_60 | 11380017:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -3.51% | 79.62% |
| Max Drawdown | -13.67% | -29.51% |
| Sharpe | -0.05 | 0.65 |
| Sortino | -0.07 | 0.96 |
| Payoff Ratio | 1.02 | 1.03 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.13 | 1.08 |
| CPC Index | 0.47 | 0.6 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 39.78 | 3.07 |
| Outlier Loss Ratio | 3.61 | 3.06 |
| Volatility (ann.) | 8.48% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.23 | 2.33 |
| Skew | -1.6 | 0.2 |
| Kurtosis | 43.35 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.25% | 4.27% |
| Expected Yearly % | -1.77% | 34.02% |
| Kelly Criterion | -4.87% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11380017:BTCUSD | 11380017:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.56 | 0.07 | - |
| 2025 | 30.14 | -5.92 | -0.20 | - |
| Metric | 11380017:btcusd:triple_med_gx:lsma100_60 | 11380017:BTCUSD |
|---|---|---|
| MTD | 0.78% | 13.36% |
| 3M | -1.14% | 45.08% |
| 6M | -3.36% | 28.47% |
| YTD | -5.92% | 30.14% |
| 1Y | 4.71% | 105.13% |
| 3Y (ann.) | -3.15% | 68.87% |
| 5Y (ann.) | -3.15% | 68.87% |
| Metric | 11380017:btcusd:triple_med_gx:lsma100_60 | 11380017:BTCUSD |
|---|---|---|
| Max Drawdown | -13.67% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.47% | -4.58% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.26 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -13.67 | 188 |
| 2024-07-02 | 2024-11-10 | -10.84 | 130 |
| 2024-12-17 | 2025-01-06 | -4.42 | 20 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-15 | 2024-12-16 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11380017:btcusd:triple_med_gx:lsma100_60 | 11380017:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.19% | 18.93% |
| Worst Week | -7.33% | -12.33% |
| Best Month | 7.72% | 37.42% |
| Worst Month | -7.85% | -17.69% |
| Best Year | 2.56% | 38.02% |
| Worst Year | -5.92% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 1.96% | 8.56% |
| Avg. Down Week | -2.1% | -3.31% |
| Avg. Up Month | 2.81% | 16.03% |
| Avg. Down Month | -0.9% | -7.93% |
| Win Days % | 47.01% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 40.91% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |