| Metric | 11395589:btcusd:triple_med_gx:lsma100_115 | 11395589:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 32.89% | 61.16% |
| Max Drawdown | -28.22% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.72 | 0.85 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 12.62 | 3.89 |
| Outlier Loss Ratio | 3.94 | 3.68 |
| Volatility (ann.) | 17.77% | 25.19% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.13 | 2.0 |
| Skew | 0.76 | 0.21 |
| Kurtosis | 26.35 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.21% | 3.74% |
| Expected Yearly % | 15.28% | 26.95% |
| Kelly Criterion | 4.28% | 5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.13% |
| Expected Shortfall (cVaR) | -1.51% | -2.13% |
| Year | 11395589:BTCUSD | 11395589:btcusd:triple_med_gx:lsma100_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.28 | 0.59 | - |
| 2025 | 16.76 | 8.67 | 0.52 | - |
| Metric | 11395589:btcusd:triple_med_gx:lsma100_115 | 11395589:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 18.3% | 31.46% |
| 6M | 17.87% | 12.77% |
| YTD | 8.67% | 16.76% |
| 1Y | 37.24% | 56.84% |
| 3Y (ann.) | 31.88% | 59.12% |
| 5Y (ann.) | 31.88% | 59.12% |
| Metric | 11395589:btcusd:triple_med_gx:lsma100_115 | 11395589:BTCUSD |
|---|---|---|
| Max Drawdown | -28.22% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -5.34% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -28.22 | 153 |
| 2025-01-07 | 2025-06-09 | -20.72 | 153 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-24 | -1.20 | 7 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11395589:btcusd:triple_med_gx:lsma100_115 | 11395589:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.31% | 37.42% |
| Worst Month | -11.74% | -17.69% |
| Best Year | 22.28% | 38.02% |
| Worst Year | 8.67% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 3.75% | 4.95% |
| Avg. Down Week | -2.66% | -4.0% |
| Avg. Up Month | 7.46% | 12.59% |
| Avg. Down Month | -7.06% | -8.96% |
| Win Days % | 50.29% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |