| Metric | 11398805:btcusd:triple_med_gx:lsma100_125 | 11398805:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 18.56% | 61.16% |
| Max Drawdown | -28.33% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.48 | 0.85 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 13.64 | 3.88 |
| Outlier Loss Ratio | 3.84 | 3.68 |
| Volatility (ann.) | 17.57% | 25.19% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.64 | 2.0 |
| Skew | 0.75 | 0.21 |
| Kurtosis | 27.7 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.32% | 3.74% |
| Expected Yearly % | 8.88% | 26.95% |
| Kelly Criterion | 2.41% | 6.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.13% |
| Expected Shortfall (cVaR) | -1.5% | -2.13% |
| Year | 11398805:BTCUSD | 11398805:btcusd:triple_med_gx:lsma100_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.15 | 0.37 | - |
| 2025 | 16.76 | 3.86 | 0.23 | - |
| Metric | 11398805:btcusd:triple_med_gx:lsma100_125 | 11398805:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.22% | 31.46% |
| 6M | 12.98% | 12.77% |
| YTD | 3.86% | 16.76% |
| 1Y | 21.58% | 56.84% |
| 3Y (ann.) | 18.02% | 59.12% |
| 5Y (ann.) | 18.02% | 59.12% |
| Metric | 11398805:btcusd:triple_med_gx:lsma100_125 | 11398805:BTCUSD |
|---|---|---|
| Max Drawdown | -28.33% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -5.23% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.66 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -28.33 | 151 |
| 2025-01-07 | 2025-06-11 | -20.13 | 155 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 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 |
| 2024-11-09 | 2024-12-01 | -0.78 | 22 |
| 2024-12-23 | 2024-12-24 | -0.73 | 0 |
| Metric | 11398805:btcusd:triple_med_gx:lsma100_125 | 11398805:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.2% | -12.33% |
| Best Month | 10.61% | 37.42% |
| Worst Month | -12.75% | -17.69% |
| Best Year | 14.15% | 38.02% |
| Worst Year | 3.86% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.86% | -0.86% |
| Avg. Up Week | 3.39% | 4.32% |
| Avg. Down Week | -3.03% | -3.83% |
| Avg. Up Month | 6.55% | 13.94% |
| Avg. Down Month | -6.58% | -8.96% |
| Win Days % | 49.61% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |