| Metric | 11383546:btcusd:triple_med_gx:lsma100_75 | 11383546:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 27.45% | 61.52% |
| Max Drawdown | -8.22% | -29.51% |
| Sharpe | 0.87 | 0.59 |
| Sortino | 1.51 | 0.86 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.44 | 1.1 |
| Common Sense Ratio | 2.4 | 1.07 |
| CPC Index | 0.91 | 0.64 |
| Tail Ratio | 1.67 | 0.97 |
| Outlier Win Ratio | 44.76 | 3.01 |
| Outlier Loss Ratio | 4.31 | 2.75 |
| Volatility (ann.) | 7.09% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 3.24 | 2.02 |
| Skew | 3.39 | 0.21 |
| Kurtosis | 60.46 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.88% | 3.76% |
| Expected Yearly % | 12.89% | 27.09% |
| Kelly Criterion | 11.8% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11383546:BTCUSD | 11383546:btcusd:triple_med_gx:lsma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.57 | 0.49 | - |
| 2025 | 17.02 | 7.49 | 0.44 | - |
| Metric | 11383546:btcusd:triple_med_gx:lsma100_75 | 11383546:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.64% | 31.76% |
| 6M | 10.53% | 12.25% |
| YTD | 7.49% | 17.02% |
| 1Y | 27.45% | 57.19% |
| 3Y (ann.) | 26.63% | 59.47% |
| 5Y (ann.) | 26.63% | 59.47% |
| Metric | 11383546:btcusd:triple_med_gx:lsma100_75 | 11383546:BTCUSD |
|---|---|---|
| Max Drawdown | -8.22% | -29.51% |
| Longest DD Days | 132.0 | 144.0 |
| Avg. Drawdown | -1.54% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 3.34 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-06-11 | -8.22 | 132 |
| 2024-06-11 | 2024-07-14 | -4.63 | 33 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-08-26 | 2024-09-27 | -3.29 | 32 |
| 2024-11-23 | 2024-12-15 | -3.11 | 22 |
| 2025-01-10 | 2025-01-15 | -2.09 | 4 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2025-01-28 | 2025-01-29 | -1.62 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| Metric | 11383546:btcusd:triple_med_gx:lsma100_75 | 11383546:BTCUSD |
|---|---|---|
| Best Day | 5.55% | 9.33% |
| Worst Day | -3.6% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -2.95% | -12.33% |
| Best Month | 16.0% | 37.42% |
| Worst Month | -3.84% | -17.69% |
| Best Year | 18.57% | 38.02% |
| Worst Year | 7.49% | 17.02% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.61% | -0.7% |
| Avg. Up Week | 3.2% | 5.6% |
| Avg. Down Week | -1.34% | -4.67% |
| Avg. Up Month | 6.76% | 7.76% |
| Avg. Down Month | -1.93% | -9.04% |
| Win Days % | 51.17% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 48.15% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |