| Metric | 11400602:btcusd:triple_med_gx:lsma100_130 | 11400602:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 27.85% | 61.16% |
| Max Drawdown | -19.67% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.66 | 0.85 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 14.47 | 3.79 |
| Outlier Loss Ratio | 3.9 | 3.57 |
| Volatility (ann.) | 15.78% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.37 | 2.0 |
| Skew | -0.22 | 0.21 |
| Kurtosis | 25.59 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.91% | 3.74% |
| Expected Yearly % | 13.07% | 26.95% |
| Kelly Criterion | 4.72% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11400602:BTCUSD | 11400602:btcusd:triple_med_gx:lsma100_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.50 | 0.43 | - |
| 2025 | 16.76 | 9.74 | 0.58 | - |
| Metric | 11400602:btcusd:triple_med_gx:lsma100_130 | 11400602:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.19% | 31.46% |
| 6M | 14.54% | 12.77% |
| YTD | 9.74% | 16.76% |
| 1Y | 27.79% | 56.84% |
| 3Y (ann.) | 27.02% | 59.12% |
| 5Y (ann.) | 27.02% | 59.12% |
| Metric | 11400602:btcusd:triple_med_gx:lsma100_130 | 11400602:BTCUSD |
|---|---|---|
| Max Drawdown | -19.67% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -4.95% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-07 | -19.67 | 118 |
| 2025-01-07 | 2025-06-09 | -17.79 | 153 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-11-10 | 2024-12-04 | -3.07 | 24 |
| 2024-10-16 | 2024-11-10 | -1.65 | 24 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11400602:btcusd:triple_med_gx:lsma100_130 | 11400602: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 | 10.38% | 37.42% |
| Worst Month | -8.56% | -17.69% |
| Best Year | 16.5% | 38.02% |
| Worst Year | 9.74% | 16.76% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.17% | 5.28% |
| Avg. Down Week | -3.32% | -3.93% |
| Avg. Up Month | 5.75% | 14.17% |
| Avg. Down Month | -4.14% | -9.04% |
| Win Days % | 50.32% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |