| Metric | 11380728:btcusd:triple_med_gx:lsma100_65 | 11380728:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 3.36% | 79.62% |
| Max Drawdown | -16.41% | -29.51% |
| Sharpe | 0.15 | 0.65 |
| Sortino | 0.21 | 0.96 |
| Payoff Ratio | 0.96 | 0.95 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 0.89 | 1.08 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 0.84 | 0.98 |
| Outlier Win Ratio | 57.18 | 2.84 |
| Outlier Loss Ratio | 3.71 | 2.84 |
| Volatility (ann.) | 6.31% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.18 | 2.33 |
| Skew | -0.61 | 0.2 |
| Kurtosis | 39.9 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.24% | 4.27% |
| Expected Yearly % | 1.67% | 34.02% |
| Kelly Criterion | -1.43% | 1.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11380728:BTCUSD | 11380728:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.67 | 0.39 | - |
| 2025 | 30.14 | -9.87 | -0.33 | - |
| Metric | 11380728:btcusd:triple_med_gx:lsma100_65 | 11380728:BTCUSD |
|---|---|---|
| MTD | -0.96% | 13.36% |
| 3M | 7.64% | 45.08% |
| 6M | -8.41% | 28.47% |
| YTD | -9.87% | 30.14% |
| 1Y | 2.89% | 105.13% |
| 3Y (ann.) | 3.0% | 68.87% |
| 5Y (ann.) | 3.0% | 68.87% |
| Metric | 11380728:btcusd:triple_med_gx:lsma100_65 | 11380728:BTCUSD |
|---|---|---|
| Max Drawdown | -16.41% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -2.19% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 0.2 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-07-14 | -16.41 | 184 |
| 2024-07-11 | 2024-07-26 | -3.85 | 14 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-28 | 2024-11-18 | -2.71 | 51 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-08-22 | 2024-09-24 | -1.92 | 33 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11380728:btcusd:triple_med_gx:lsma100_65 | 11380728:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 10.65% | 18.93% |
| Worst Week | -7.08% | -12.33% |
| Best Month | 10.54% | 37.42% |
| Worst Month | -6.67% | -17.69% |
| Best Year | 14.67% | 38.02% |
| Worst Year | -9.87% | 30.14% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.54% | 6.5% |
| Avg. Down Week | -2.43% | -4.25% |
| Avg. Up Month | 4.45% | 15.5% |
| Avg. Down Month | -5.34% | -9.89% |
| Win Days % | 50.26% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.15% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |