| Metric | 11383490:btcusd:triple_med_gx:lsma100_75 | 11383490:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 7.92% | 61.52% |
| Max Drawdown | -10.05% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.46 | 0.86 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 51.99 | 2.84 |
| Outlier Loss Ratio | 4.06 | 2.76 |
| Volatility (ann.) | 6.58% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.77 | 2.02 |
| Skew | 0.29 | 0.21 |
| Kurtosis | 44.4 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.76% |
| Expected Yearly % | 3.88% | 27.09% |
| Kelly Criterion | 0.39% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11383490:BTCUSD | 11383490:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.58 | 0.25 | - |
| 2025 | 17.02 | -1.52 | -0.09 | - |
| Metric | 11383490:btcusd:triple_med_gx:lsma100_75 | 11383490:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.66% | 31.76% |
| 6M | -0.41% | 12.25% |
| YTD | -1.52% | 17.02% |
| 1Y | 7.92% | 57.19% |
| 3Y (ann.) | 7.7% | 59.47% |
| 5Y (ann.) | 7.7% | 59.47% |
| Metric | 11383490:btcusd:triple_med_gx:lsma100_75 | 11383490:BTCUSD |
|---|---|---|
| Max Drawdown | -10.05% | -29.51% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -2.13% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.79 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-06-11 | -10.05 | 106 |
| 2024-07-01 | 2024-07-14 | -5.67 | 13 |
| 2024-11-23 | 2025-01-14 | -4.21 | 52 |
| 2025-01-19 | 2025-01-29 | -3.96 | 10 |
| 2024-07-27 | 2024-08-23 | -3.10 | 26 |
| 2024-06-14 | 2024-07-01 | -2.67 | 17 |
| 2024-08-26 | 2024-09-26 | -1.79 | 31 |
| 2024-09-28 | 2024-11-21 | -0.87 | 54 |
| 2025-01-15 | 2025-01-18 | -0.70 | 3 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| Metric | 11383490:btcusd:triple_med_gx:lsma100_75 | 11383490:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -4.11% | -12.33% |
| Best Month | 5.51% | 37.42% |
| Worst Month | -4.11% | -17.69% |
| Best Year | 9.58% | 38.02% |
| Worst Year | -1.52% | 17.02% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 2.95% | 6.55% |
| Avg. Down Week | -1.52% | -6.05% |
| Avg. Up Month | 3.32% | 7.82% |
| Avg. Down Month | -2.37% | -9.04% |
| Win Days % | 49.49% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |