| Metric | 11380784:btcusd:triple_med_gx:lsma100_65 | 11380784:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 17.89% | 79.62% |
| Max Drawdown | -14.34% | -29.51% |
| Sharpe | 0.58 | 0.65 |
| Sortino | 0.88 | 0.96 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.28 | 1.11 |
| Common Sense Ratio | 2.05 | 1.08 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | 1.6 | 0.98 |
| Outlier Win Ratio | 49.01 | 2.92 |
| Outlier Loss Ratio | 3.9 | 2.84 |
| Volatility (ann.) | 6.7% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.11 | 2.33 |
| Skew | 0.67 | 0.2 |
| Kurtosis | 38.56 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.18% | 4.27% |
| Expected Yearly % | 8.58% | 34.02% |
| Kelly Criterion | 8.14% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | 11380784:BTCUSD | 11380784:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.92 | 0.66 | - |
| 2025 | 30.14 | -5.62 | -0.19 | - |
| Metric | 11380784:btcusd:triple_med_gx:lsma100_65 | 11380784:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | 8.9% | 45.08% |
| 6M | -5.67% | 28.47% |
| YTD | -5.62% | 30.14% |
| 1Y | 17.6% | 105.13% |
| 3Y (ann.) | 15.87% | 68.87% |
| 5Y (ann.) | 15.87% | 68.87% |
| Metric | 11380784:btcusd:triple_med_gx:lsma100_65 | 11380784:BTCUSD |
|---|---|---|
| Max Drawdown | -14.34% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -1.91% | -4.58% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.25 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-11 | 2025-07-14 | -14.34 | 183 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-25 | 2024-10-24 | -3.45 | 29 |
| 2024-12-12 | 2024-12-15 | -2.16 | 3 |
| 2024-08-22 | 2024-09-24 | -1.92 | 33 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-09 | 2024-11-18 | -0.78 | 9 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11380784:btcusd:triple_med_gx:lsma100_65 | 11380784:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 8.65% | 18.93% |
| Worst Week | -7.08% | -12.33% |
| Best Month | 10.42% | 37.42% |
| Worst Month | -7.08% | -17.69% |
| Best Year | 24.92% | 38.02% |
| Worst Year | -5.62% | 30.14% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.66% | -0.71% |
| Avg. Up Week | 2.99% | 6.3% |
| Avg. Down Week | -2.59% | -4.74% |
| Avg. Up Month | 4.35% | 15.0% |
| Avg. Down Month | -2.73% | -9.04% |
| Win Days % | 51.92% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |