| Metric | 11395534:btcusd:triple_med_gx:lsma100_115 | 11395534:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 11.82% | 75.42% |
| Max Drawdown | -31.95% | -29.51% |
| Sharpe | 0.23 | 0.63 |
| Sortino | 0.34 | 0.92 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.04 | 0.96 |
| Outlier Win Ratio | 12.95 | 3.92 |
| Outlier Loss Ratio | 3.89 | 3.77 |
| Volatility (ann.) | 17.35% | 24.55% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.33 | 2.19 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 26.66 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.8% | 4.1% |
| Expected Yearly % | 5.74% | 32.45% |
| Kelly Criterion | 1.18% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.07% |
| Expected Shortfall (cVaR) | -1.48% | -2.07% |
| Year | 11395534:BTCUSD | 11395534:btcusd:triple_med_gx:lsma100_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.89 | 0.39 | - |
| 2025 | 27.10 | -2.68 | -0.10 | - |
| Metric | 11395534:btcusd:triple_med_gx:lsma100_115 | 11395534:BTCUSD |
|---|---|---|
| MTD | 1.45% | 10.71% |
| 3M | 4.31% | 41.88% |
| 6M | -3.18% | 22.91% |
| YTD | -2.68% | 27.1% |
| 1Y | 27.15% | 82.29% |
| 3Y (ann.) | 10.43% | 64.73% |
| 5Y (ann.) | 10.43% | 64.73% |
| Metric | 11395534:btcusd:triple_med_gx:lsma100_115 | 11395534:BTCUSD |
|---|---|---|
| Max Drawdown | -31.95% | -29.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -5.12% | -4.71% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.37 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -31.95 | 151 |
| 2025-01-07 | 2025-07-17 | -22.41 | 191 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-11-09 | 2024-12-04 | -3.49 | 25 |
| 2024-12-23 | 2024-12-24 | -2.67 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11395534:btcusd:triple_med_gx:lsma100_115 | 11395534:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 10.94% | 37.42% |
| Worst Month | -10.56% | -17.69% |
| Best Year | 14.89% | 38.02% |
| Worst Year | -2.68% | 27.1% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.84% | -0.84% |
| Avg. Up Week | 3.27% | 4.28% |
| Avg. Down Week | -3.01% | -4.11% |
| Avg. Up Month | 5.23% | 13.23% |
| Avg. Down Month | -7.14% | -8.96% |
| Win Days % | 49.47% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |