| Metric | 11405869:btcusd:triple_med_gx:lsma100_145 | 11405869:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 39.24% | 75.42% |
| Max Drawdown | -18.11% | -29.51% |
| Sharpe | 0.6 | 0.63 |
| Sortino | 0.88 | 0.92 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 1.15 | 0.96 |
| Outlier Win Ratio | 16.1 | 3.8 |
| Outlier Loss Ratio | 3.97 | 3.6 |
| Volatility (ann.) | 13.73% | 24.55% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.89 | 2.19 |
| Skew | -0.04 | 0.2 |
| Kurtosis | 13.05 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.39% | 4.1% |
| Expected Yearly % | 18.0% | 32.45% |
| Kelly Criterion | 6.29% | 7.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.07% |
| Expected Shortfall (cVaR) | -1.16% | -2.07% |
| Year | 11405869:BTCUSD | 11405869:btcusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.18 | 0.90 | - |
| 2025 | 27.10 | 3.77 | 0.14 | - |
| Metric | 11405869:btcusd:triple_med_gx:lsma100_145 | 11405869:BTCUSD |
|---|---|---|
| MTD | -0.25% | 10.71% |
| 3M | 4.16% | 41.88% |
| 6M | 4.7% | 22.91% |
| YTD | 3.77% | 27.1% |
| 1Y | 49.44% | 82.29% |
| 3Y (ann.) | 34.17% | 64.73% |
| 5Y (ann.) | 34.17% | 64.73% |
| Metric | 11405869:btcusd:triple_med_gx:lsma100_145 | 11405869:BTCUSD |
|---|---|---|
| Max Drawdown | -18.11% | -29.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.71% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 2.17 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-17 | -18.11 | 191 |
| 2024-06-10 | 2024-08-08 | -12.83 | 58 |
| 2024-08-09 | 2024-09-13 | -8.56 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-14 | -7.48 | 26 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-12-16 | 2024-12-24 | -3.06 | 7 |
| 2024-10-16 | 2024-11-08 | -1.61 | 22 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| Metric | 11405869:btcusd:triple_med_gx:lsma100_145 | 11405869:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.67% | 37.42% |
| Worst Month | -8.59% | -17.69% |
| Best Year | 34.18% | 38.02% |
| Worst Year | 3.77% | 27.1% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.09% | 5.15% |
| Avg. Down Week | -2.95% | -3.89% |
| Avg. Up Month | 4.38% | 12.34% |
| Avg. Down Month | -4.28% | -9.04% |
| Win Days % | 50.64% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 55.56% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |