| Metric | 11380560:btcusd:triple_med_gx:lsma100_65 | 11380560:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 8.19% | 79.62% |
| Max Drawdown | -8.08% | -29.51% |
| Sharpe | 0.33 | 0.65 |
| Sortino | 0.52 | 0.96 |
| Payoff Ratio | 1.09 | 0.99 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 0.36 | 1.08 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 0.31 | 0.98 |
| Outlier Win Ratio | 62.06 | 2.85 |
| Outlier Loss Ratio | 4.07 | 2.76 |
| Volatility (ann.) | 5.84% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.9 | 2.33 |
| Skew | 2.1 | 0.2 |
| Kurtosis | 50.74 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.56% | 4.27% |
| Expected Yearly % | 4.02% | 34.02% |
| Kelly Criterion | 4.26% | 3.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.07% |
| Expected Shortfall (cVaR) | -0.5% | -2.07% |
| Year | 11380560:BTCUSD | 11380560:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.49 | -0.07 | - |
| 2025 | 30.14 | 10.96 | 0.36 | - |
| Metric | 11380560:btcusd:triple_med_gx:lsma100_65 | 11380560:BTCUSD |
|---|---|---|
| MTD | 2.0% | 13.36% |
| 3M | 11.84% | 45.08% |
| 6M | 11.91% | 28.47% |
| YTD | 10.96% | 30.14% |
| 1Y | 6.85% | 105.13% |
| 3Y (ann.) | 7.3% | 68.87% |
| 5Y (ann.) | 7.3% | 68.87% |
| Metric | 11380560:btcusd:triple_med_gx:lsma100_65 | 11380560:BTCUSD |
|---|---|---|
| Max Drawdown | -8.08% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -2.06% | -4.58% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 1.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-04-22 | -8.08 | 206 |
| 2024-07-22 | 2024-09-27 | -7.28 | 66 |
| 2025-04-29 | 2025-07-02 | -2.05 | 63 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-29 | 2025-04-29 | -0.77 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2025-04-28 | 2025-04-28 | -0.18 | 0 |
| 2024-07-09 | 2024-07-10 | -0.18 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11380560:btcusd:triple_med_gx:lsma100_65 | 11380560:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 9.48% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 9.27% | 37.42% |
| Worst Month | -4.19% | -17.69% |
| Best Year | 10.96% | 38.02% |
| Worst Year | -2.49% | 30.14% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.61% | -0.69% |
| Avg. Up Week | 3.22% | 5.37% |
| Avg. Down Week | -1.91% | -2.72% |
| Avg. Up Month | 3.8% | 9.31% |
| Avg. Down Month | -1.09% | -2.66% |
| Win Days % | 50.0% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |