| Metric | 11402383:btcusd:triple_med_gx:lsma100_135 | 11402383:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 44.19% | 61.16% |
| Max Drawdown | -19.24% | -29.51% |
| Sharpe | 0.67 | 0.59 |
| Sortino | 1.03 | 0.85 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.68 | 0.64 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 14.95 | 3.76 |
| Outlier Loss Ratio | 3.95 | 3.52 |
| Volatility (ann.) | 14.82% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.22 | 2.0 |
| Skew | 0.83 | 0.21 |
| Kurtosis | 18.96 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.85% | 3.74% |
| Expected Yearly % | 20.08% | 26.95% |
| Kelly Criterion | 7.27% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.13% |
| Expected Shortfall (cVaR) | -1.25% | -2.13% |
| Year | 11402383:BTCUSD | 11402383:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 38.71 | 1.02 | + |
| 2025 | 16.76 | 3.95 | 0.24 | - |
| Metric | 11402383:btcusd:triple_med_gx:lsma100_135 | 11402383:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.07% | 31.46% |
| 6M | 10.97% | 12.77% |
| YTD | 3.95% | 16.76% |
| 1Y | 44.18% | 56.84% |
| 3Y (ann.) | 42.79% | 59.12% |
| 5Y (ann.) | 42.79% | 59.12% |
| Metric | 11402383:btcusd:triple_med_gx:lsma100_135 | 11402383:BTCUSD |
|---|---|---|
| Max Drawdown | -19.24% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.61% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 2.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -19.24 | 155 |
| 2024-06-10 | 2024-08-08 | -14.21 | 59 |
| 2024-08-09 | 2024-09-13 | -10.17 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-14 | -7.48 | 26 |
| 2024-12-17 | 2025-01-03 | -4.95 | 16 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-11-10 | 2024-12-04 | -1.26 | 23 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11402383:btcusd:triple_med_gx:lsma100_135 | 11402383:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.64% | 37.42% |
| Worst Month | -9.82% | -17.69% |
| Best Year | 38.71% | 38.02% |
| Worst Year | 3.95% | 16.76% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.45% | 6.12% |
| Avg. Down Week | -2.92% | -3.95% |
| Avg. Up Month | 5.55% | 13.54% |
| Avg. Down Month | -5.54% | -9.04% |
| Win Days % | 50.51% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |