| Metric | 11380952:btcusd:triple_med_gx:lsma100_65 | 11380952:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 4.51% | 75.42% |
| Max Drawdown | -19.34% | -29.51% |
| Sharpe | 0.16 | 0.63 |
| Sortino | 0.22 | 0.92 |
| Payoff Ratio | 1.02 | 0.97 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 2.27 | 1.06 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 2.13 | 0.96 |
| Outlier Win Ratio | 37.88 | 2.98 |
| Outlier Loss Ratio | 3.88 | 3.08 |
| Volatility (ann.) | 8.19% | 24.55% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.21 | 2.19 |
| Skew | -0.61 | 0.2 |
| Kurtosis | 32.58 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.32% | 4.1% |
| Expected Yearly % | 2.23% | 32.45% |
| Kelly Criterion | -3.3% | 2.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11380952:BTCUSD | 11380952:btcusd:triple_med_gx:lsma100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.70 | 0.44 | - |
| 2025 | 27.10 | -10.45 | -0.39 | - |
| Metric | 11380952:btcusd:triple_med_gx:lsma100_65 | 11380952:BTCUSD |
|---|---|---|
| MTD | -0.5% | 10.71% |
| 3M | -1.67% | 41.88% |
| 6M | -10.39% | 22.91% |
| YTD | -10.45% | 27.1% |
| 1Y | -0.9% | 82.29% |
| 3Y (ann.) | 3.99% | 64.73% |
| 5Y (ann.) | 3.99% | 64.73% |
| Metric | 11380952:btcusd:triple_med_gx:lsma100_65 | 11380952:BTCUSD |
|---|---|---|
| Max Drawdown | -19.34% | -29.51% |
| Longest DD Days | 215.0 | 144.0 |
| Avg. Drawdown | -2.17% | -4.71% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.23 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-07-17 | -19.34 | 215 |
| 2024-07-11 | 2024-07-14 | -3.31 | 2 |
| 2024-06-13 | 2024-07-11 | -2.66 | 27 |
| 2024-09-28 | 2024-11-20 | -2.57 | 53 |
| 2024-09-25 | 2024-09-26 | -2.13 | 1 |
| 2024-07-27 | 2024-08-21 | -2.07 | 25 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-23 | 2024-12-11 | -1.26 | 18 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| Metric | 11380952:btcusd:triple_med_gx:lsma100_65 | 11380952:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 8.34% | 18.93% |
| Worst Week | -8.85% | -12.33% |
| Best Month | 9.01% | 37.42% |
| Worst Month | -7.59% | -17.69% |
| Best Year | 16.7% | 38.02% |
| Worst Year | -10.45% | 27.1% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 3.16% | 6.77% |
| Avg. Down Week | -2.3% | -4.76% |
| Avg. Up Month | 5.48% | 15.5% |
| Avg. Down Month | -4.36% | -7.59% |
| Win Days % | 47.81% | 51.89% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |