| Metric | 11380897:btcusd:triple_med_gx:lsma100_65 | 11380897:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 5.06% | 79.62% |
| Max Drawdown | -23.45% | -29.51% |
| Sharpe | 0.18 | 0.65 |
| Sortino | 0.24 | 0.96 |
| Payoff Ratio | 0.99 | 1.01 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 2.08 | 1.08 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.93 | 0.98 |
| Outlier Win Ratio | 41.51 | 3.02 |
| Outlier Loss Ratio | 3.57 | 3.1 |
| Volatility (ann.) | 8.2% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.19 | 2.33 |
| Skew | -0.99 | 0.2 |
| Kurtosis | 34.37 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.35% | 4.27% |
| Expected Yearly % | 2.5% | 34.02% |
| Kelly Criterion | -1.56% | 4.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11380897:BTCUSD | 11380897:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.26 | 0.48 | - |
| 2025 | 30.14 | -11.17 | -0.37 | - |
| Metric | 11380897:btcusd:triple_med_gx:lsma100_65 | 11380897:BTCUSD |
|---|---|---|
| MTD | 0.44% | 13.36% |
| 3M | 3.66% | 45.08% |
| 6M | -11.17% | 28.47% |
| YTD | -11.17% | 30.14% |
| 1Y | 9.83% | 105.13% |
| 3Y (ann.) | 4.51% | 68.87% |
| 5Y (ann.) | 4.51% | 68.87% |
| Metric | 11380897:btcusd:triple_med_gx:lsma100_65 | 11380897:BTCUSD |
|---|---|---|
| Max Drawdown | -23.45% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.83% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -23.45 | 233 |
| 2024-06-12 | 2024-07-26 | -5.17 | 43 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-25 | 2024-11-19 | -3.11 | 25 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-09-27 | 2024-10-24 | -0.57 | 27 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11380897:btcusd:triple_med_gx:lsma100_65 | 11380897:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 9.2% | 18.93% |
| Worst Week | -8.85% | -12.33% |
| Best Month | 9.9% | 37.42% |
| Worst Month | -8.85% | -17.69% |
| Best Year | 18.26% | 38.02% |
| Worst Year | -11.17% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 2.99% | 7.45% |
| Avg. Down Week | -2.71% | -4.45% |
| Avg. Up Month | 6.03% | 15.07% |
| Avg. Down Month | -5.08% | -7.59% |
| Win Days % | 49.58% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |