| Metric | 11380839:btcusd:triple_med_gx:lsma100_65 | 11380839:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 25.48% | 79.62% |
| Max Drawdown | -18.14% | -29.51% |
| Sharpe | 0.67 | 0.65 |
| Sortino | 1.02 | 0.96 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.31 | 1.11 |
| Common Sense Ratio | 2.96 | 1.08 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 2.25 | 0.98 |
| Outlier Win Ratio | 39.46 | 3.05 |
| Outlier Loss Ratio | 3.89 | 3.04 |
| Volatility (ann.) | 8.01% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.24 | 2.33 |
| Skew | 0.53 | 0.2 |
| Kurtosis | 32.72 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.63% | 4.27% |
| Expected Yearly % | 12.02% | 34.02% |
| Kelly Criterion | 7.25% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11380839:BTCUSD | 11380839:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 38.25 | 1.01 | + |
| 2025 | 30.14 | -9.23 | -0.31 | - |
| Metric | 11380839:btcusd:triple_med_gx:lsma100_65 | 11380839:BTCUSD |
|---|---|---|
| MTD | 0.18% | 13.36% |
| 3M | 9.24% | 45.08% |
| 6M | -9.51% | 28.47% |
| YTD | -9.23% | 30.14% |
| 1Y | 24.36% | 105.13% |
| 3Y (ann.) | 22.52% | 68.87% |
| 5Y (ann.) | 22.52% | 68.87% |
| Metric | 11380839:btcusd:triple_med_gx:lsma100_65 | 11380839:BTCUSD |
|---|---|---|
| Max Drawdown | -18.14% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.23% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.4 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -18.14 | 208 |
| 2024-06-12 | 2024-07-26 | -4.74 | 43 |
| 2024-10-25 | 2024-11-10 | -3.52 | 16 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-11-22 | 2024-12-16 | -2.02 | 24 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-09-21 | 2024-09-22 | -1.00 | 1 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11380839:btcusd:triple_med_gx:lsma100_65 | 11380839:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 9.3% | 18.93% |
| Worst Week | -10.61% | -12.33% |
| Best Month | 15.79% | 37.42% |
| Worst Month | -10.61% | -17.69% |
| Best Year | 38.25% | 38.02% |
| Worst Year | -9.23% | 30.14% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 4.23% | 9.28% |
| Avg. Down Week | -3.59% | -6.21% |
| Avg. Up Month | 4.87% | 12.66% |
| Avg. Down Month | -4.59% | -9.04% |
| Win Days % | 50.63% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 57.69% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |