| Metric | 11398860:btcusd:triple_med_gx:lsma100_125 | 11398860:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 13.82% | 61.16% |
| Max Drawdown | -28.31% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.39 | 0.85 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 13.6 | 3.84 |
| Outlier Loss Ratio | 3.89 | 3.74 |
| Volatility (ann.) | 17.07% | 25.19% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.47 | 2.0 |
| Skew | 0.08 | 0.21 |
| Kurtosis | 23.67 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.0% | 3.74% |
| Expected Yearly % | 6.69% | 26.95% |
| Kelly Criterion | 2.04% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.13% |
| Expected Shortfall (cVaR) | -1.46% | -2.13% |
| Year | 11398860:BTCUSD | 11398860:btcusd:triple_med_gx:lsma100_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.96 | 0.55 | - |
| 2025 | 16.76 | -5.90 | -0.35 | - |
| Metric | 11398860:btcusd:triple_med_gx:lsma100_125 | 11398860:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.28% | 31.46% |
| 6M | 2.62% | 12.77% |
| YTD | -5.9% | 16.76% |
| 1Y | 16.98% | 56.84% |
| 3Y (ann.) | 13.43% | 59.12% |
| 5Y (ann.) | 13.43% | 59.12% |
| Metric | 11398860:btcusd:triple_med_gx:lsma100_125 | 11398860:BTCUSD |
|---|---|---|
| Max Drawdown | -28.31% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -5.2% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.49 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -28.31 | 155 |
| 2024-06-07 | 2024-11-06 | -25.25 | 151 |
| 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 |
| 2024-12-16 | 2024-12-24 | -0.96 | 7 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11398860:btcusd:triple_med_gx:lsma100_125 | 11398860:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 13.58% | 37.42% |
| Worst Month | -12.16% | -17.69% |
| Best Year | 20.96% | 38.02% |
| Worst Year | -5.9% | 16.76% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 3.62% | 5.55% |
| Avg. Down Week | -3.24% | -3.93% |
| Avg. Up Month | 5.6% | 12.59% |
| Avg. Down Month | -7.93% | -8.96% |
| Win Days % | 49.77% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 51.35% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |