| Metric | 11400547:btcusd:triple_med_gx:lsma100_130 | 11400547:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 21.56% | 61.16% |
| Max Drawdown | -22.94% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.54 | 0.85 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 14.16 | 3.82 |
| Outlier Loss Ratio | 3.91 | 3.67 |
| Volatility (ann.) | 16.57% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.91 | 2.0 |
| Skew | 0.11 | 0.21 |
| Kurtosis | 25.77 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.51% | 3.74% |
| Expected Yearly % | 10.25% | 26.95% |
| Kelly Criterion | 3.23% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.13% |
| Expected Shortfall (cVaR) | -1.41% | -2.13% |
| Year | 11400547:BTCUSD | 11400547:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.45 | 0.56 | - |
| 2025 | 16.76 | 0.09 | 0.01 | - |
| Metric | 11400547:btcusd:triple_med_gx:lsma100_130 | 11400547:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.14% | 31.46% |
| 6M | 4.35% | 12.77% |
| YTD | 0.09% | 16.76% |
| 1Y | 22.1% | 56.84% |
| 3Y (ann.) | 20.93% | 59.12% |
| 5Y (ann.) | 20.93% | 59.12% |
| Metric | 11400547:btcusd:triple_med_gx:lsma100_130 | 11400547:BTCUSD |
|---|---|---|
| Max Drawdown | -22.94% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -4.48% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.94 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -22.94 | 126 |
| 2025-01-07 | 2025-06-11 | -21.57 | 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 |
| 2024-10-16 | 2024-11-06 | -1.61 | 20 |
| 2024-12-16 | 2024-12-25 | -1.42 | 9 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11400547:btcusd:triple_med_gx:lsma100_130 | 11400547:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.78% | 37.42% |
| Worst Month | -9.39% | -17.69% |
| Best Year | 21.45% | 38.02% |
| Worst Year | 0.09% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 3.39% | 5.5% |
| Avg. Down Week | -3.16% | -3.69% |
| Avg. Up Month | 5.8% | 12.59% |
| Avg. Down Month | -5.49% | -8.96% |
| Win Days % | 49.6% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 51.35% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |