| Metric | 11382002:btcusd:triple_med_gx:lsma100_70 | 11382002:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 21.44% | 61.52% |
| Max Drawdown | -14.79% | -29.51% |
| Sharpe | 0.73 | 0.59 |
| Sortino | 1.15 | 0.86 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.41 | 1.1 |
| Common Sense Ratio | 2.96 | 1.07 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 2.1 | 0.97 |
| Outlier Win Ratio | 52.38 | 2.91 |
| Outlier Loss Ratio | 3.84 | 2.76 |
| Volatility (ann.) | 6.82% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.41 | 2.02 |
| Skew | 1.31 | 0.21 |
| Kurtosis | 44.27 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.51% | 3.76% |
| Expected Yearly % | 10.2% | 27.09% |
| Kelly Criterion | 9.07% | 10.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11382002:BTCUSD | 11382002:btcusd:triple_med_gx:lsma100_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.95 | 0.92 | - |
| 2025 | 17.02 | -10.01 | -0.59 | - |
| Metric | 11382002:btcusd:triple_med_gx:lsma100_70 | 11382002:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.62% | 31.76% |
| 6M | -4.31% | 12.25% |
| YTD | -10.01% | 17.02% |
| 1Y | 21.44% | 57.19% |
| 3Y (ann.) | 20.81% | 59.47% |
| 5Y (ann.) | 20.81% | 59.47% |
| Metric | 11382002:btcusd:triple_med_gx:lsma100_70 | 11382002:BTCUSD |
|---|---|---|
| Max Drawdown | -14.79% | -29.51% |
| Longest DD Days | 150.0 | 144.0 |
| Avg. Drawdown | -1.82% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 1.45 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-06-11 | -14.79 | 150 |
| 2024-07-01 | 2024-08-19 | -5.02 | 49 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-08-24 | 2024-09-24 | -1.28 | 31 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-09 | 2024-11-19 | -0.78 | 9 |
| Metric | 11382002:btcusd:triple_med_gx:lsma100_70 | 11382002:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 9.54% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 10.13% | 37.42% |
| Worst Month | -7.69% | -17.69% |
| Best Year | 34.95% | 38.02% |
| Worst Year | -10.01% | 17.02% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.2% | 7.36% |
| Avg. Down Week | -2.53% | -5.79% |
| Avg. Up Month | 4.03% | 14.57% |
| Avg. Down Month | -2.76% | -9.04% |
| Win Days % | 50.93% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 52.17% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |