| Metric | 11402327:btcusd:triple_med_gx:lsma100_135 | 11402327:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 42.97% | 61.16% |
| Max Drawdown | -20.95% | -29.51% |
| Sharpe | 0.64 | 0.59 |
| Sortino | 1.0 | 0.85 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 14.8 | 3.82 |
| Outlier Loss Ratio | 4.01 | 3.56 |
| Volatility (ann.) | 15.43% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.99 | 2.0 |
| Skew | 1.34 | 0.21 |
| Kurtosis | 21.91 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.79% | 3.74% |
| Expected Yearly % | 19.57% | 26.95% |
| Kelly Criterion | 6.63% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11402327:BTCUSD | 11402327:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 36.20 | 0.95 | - |
| 2025 | 16.76 | 4.97 | 0.30 | - |
| Metric | 11402327:btcusd:triple_med_gx:lsma100_135 | 11402327:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.59% | 31.46% |
| 6M | 8.59% | 12.77% |
| YTD | 4.97% | 16.76% |
| 1Y | 42.82% | 56.84% |
| 3Y (ann.) | 41.61% | 59.12% |
| 5Y (ann.) | 41.61% | 59.12% |
| Metric | 11402327:btcusd:triple_med_gx:lsma100_135 | 11402327:BTCUSD |
|---|---|---|
| Max Drawdown | -20.95% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -4.62% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 2.05 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -20.95 | 155 |
| 2024-06-10 | 2024-08-08 | -12.83 | 58 |
| 2024-08-09 | 2024-09-17 | -11.28 | 39 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-06 | -7.55 | 20 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-09-17 | 2024-10-07 | -1.90 | 19 |
| 2024-10-16 | 2024-11-05 | -1.61 | 19 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11402327:btcusd:triple_med_gx:lsma100_135 | 11402327:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 13.79% | 37.42% |
| Worst Month | -8.51% | -17.69% |
| Best Year | 36.2% | 38.02% |
| Worst Year | 4.97% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.16% | 6.12% |
| Avg. Down Week | -3.61% | -3.93% |
| Avg. Up Month | 8.0% | 14.79% |
| Avg. Down Month | -5.39% | -9.04% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |