| Metric | 11405924:btcusd:triple_med_gx:lsma100_145 | 11405924:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 28.95% | 75.42% |
| Max Drawdown | -17.5% | -29.51% |
| Sharpe | 0.49 | 0.63 |
| Sortino | 0.71 | 0.92 |
| Payoff Ratio | 1.09 | 1.1 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.16 | 0.96 |
| Outlier Win Ratio | 16.0 | 3.55 |
| Outlier Loss Ratio | 3.97 | 3.56 |
| Volatility (ann.) | 13.29% | 24.55% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.45 | 2.19 |
| Skew | -0.1 | 0.2 |
| Kurtosis | 14.08 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.83% | 4.1% |
| Expected Yearly % | 13.55% | 32.45% |
| Kelly Criterion | 4.08% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.07% |
| Expected Shortfall (cVaR) | -1.13% | -2.07% |
| Year | 11405924:BTCUSD | 11405924:btcusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.64 | 0.67 | - |
| 2025 | 27.10 | 2.63 | 0.10 | - |
| Metric | 11405924:btcusd:triple_med_gx:lsma100_145 | 11405924:BTCUSD |
|---|---|---|
| MTD | -0.32% | 10.71% |
| 3M | 5.51% | 41.88% |
| 6M | 2.15% | 22.91% |
| YTD | 2.63% | 27.1% |
| 1Y | 46.4% | 82.29% |
| 3Y (ann.) | 25.33% | 64.73% |
| 5Y (ann.) | 25.33% | 64.73% |
| Metric | 11405924:btcusd:triple_med_gx:lsma100_145 | 11405924:BTCUSD |
|---|---|---|
| Max Drawdown | -17.5% | -29.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -3.56% | -4.71% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.65 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-17 | -17.50 | 191 |
| 2024-06-05 | 2024-09-13 | -14.56 | 100 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-14 | -6.55 | 26 |
| 2024-12-24 | 2025-01-03 | -4.71 | 9 |
| 2024-12-17 | 2024-12-24 | -3.99 | 6 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11405924:btcusd:triple_med_gx:lsma100_145 | 11405924:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.58% | 37.42% |
| Worst Month | -10.24% | -17.69% |
| Best Year | 25.64% | 38.02% |
| Worst Year | 2.63% | 27.1% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 3.28% | 4.82% |
| Avg. Down Week | -2.83% | -4.09% |
| Avg. Up Month | 4.12% | 13.29% |
| Avg. Down Month | -5.03% | -9.04% |
| Win Days % | 49.92% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 52.78% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |