| Metric | 11406092:btcusd:triple_med_gx:lsma100_145 | 11406092:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 18.21% | 75.42% |
| Max Drawdown | -21.51% | -29.51% |
| Sharpe | 0.33 | 0.63 |
| Sortino | 0.49 | 0.92 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 15.73 | 3.64 |
| Outlier Loss Ratio | 3.87 | 3.59 |
| Volatility (ann.) | 14.26% | 24.55% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.74 | 2.19 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 25.38 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.2% | 4.1% |
| Expected Yearly % | 8.73% | 32.45% |
| Kelly Criterion | 2.17% | 7.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.07% |
| Expected Shortfall (cVaR) | -1.21% | -2.07% |
| Year | 11406092:BTCUSD | 11406092:btcusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.58 | 0.44 | - |
| 2025 | 27.10 | 1.40 | 0.05 | - |
| Metric | 11406092:btcusd:triple_med_gx:lsma100_145 | 11406092:BTCUSD |
|---|---|---|
| MTD | -0.2% | 10.71% |
| 3M | 1.18% | 41.88% |
| 6M | 0.52% | 22.91% |
| YTD | 1.4% | 27.1% |
| 1Y | 43.59% | 82.29% |
| 3Y (ann.) | 16.02% | 64.73% |
| 5Y (ann.) | 16.02% | 64.73% |
| Metric | 11406092:btcusd:triple_med_gx:lsma100_145 | 11406092:BTCUSD |
|---|---|---|
| Max Drawdown | -21.51% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -3.99% | -4.71% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 0.85 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-09-18 | -21.51 | 98 |
| 2025-03-03 | 2025-07-17 | -13.68 | 136 |
| 2025-01-07 | 2025-03-02 | -11.98 | 54 |
| 2024-11-07 | 2024-12-15 | -7.66 | 37 |
| 2024-12-17 | 2024-12-25 | -5.62 | 8 |
| 2024-12-26 | 2025-01-03 | -5.49 | 8 |
| 2024-06-07 | 2024-06-12 | -3.66 | 5 |
| 2024-10-10 | 2024-10-11 | -2.91 | 1 |
| 2024-10-18 | 2024-11-07 | -1.95 | 19 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 11406092:btcusd:triple_med_gx:lsma100_145 | 11406092:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.23% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 14.92% | 37.42% |
| Worst Month | -9.68% | -17.69% |
| Best Year | 16.58% | 38.02% |
| Worst Year | 1.4% | 27.1% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.25% | 5.44% |
| Avg. Down Week | -2.72% | -3.78% |
| Avg. Up Month | 4.93% | 15.1% |
| Avg. Down Month | -5.13% | -12.52% |
| Win Days % | 49.11% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 44.74% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |