| Metric | 11430253:btcusd:triple_med_gx:lsma100_110 | 11430253:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 16.62% | 25.83% |
| Max Drawdown | -27.71% | -28.38% |
| Sharpe | 0.34 | 0.39 |
| Sortino | 0.5 | 0.57 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | 1.03 | 0.98 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 0.95 | 0.92 |
| Outlier Win Ratio | 11.97 | 3.84 |
| Outlier Loss Ratio | 3.68 | 3.55 |
| Volatility (ann.) | 18.58% | 26.02% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.73 | 1.12 |
| Skew | 0.42 | 0.13 |
| Kurtosis | 23.31 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.41% | 2.11% |
| Expected Yearly % | 7.99% | 12.18% |
| Kelly Criterion | 2.74% | 3.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.21% |
| Expected Shortfall (cVaR) | -1.58% | -2.21% |
| Year | 11430253:BTCUSD | 11430253:btcusd:triple_med_gx:lsma100_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.84 | 0.63 | - |
| 2025 | -8.83 | -5.83 | 0.66 | + |
| Metric | 11430253:btcusd:triple_med_gx:lsma100_110 | 11430253:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | -5.08% | -8.11% |
| 6M | 24.31% | 34.45% |
| YTD | -5.83% | -8.83% |
| 1Y | 16.62% | 25.83% |
| 3Y (ann.) | 20.28% | 31.77% |
| 5Y (ann.) | 20.28% | 31.77% |
| Metric | 11430253:btcusd:triple_med_gx:lsma100_110 | 11430253:BTCUSD |
|---|---|---|
| Max Drawdown | -27.71% | -28.38% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -3.82% | -4.56% |
| Avg. Drawdown Days | 13.0 | 12.0 |
| Recovery Factor | 0.6 | 0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-16 | -27.71 | 130 |
| 2025-01-07 | 2025-04-01 | -20.79 | 84 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-12-23 | 2024-12-24 | -2.67 | 1 |
| 2024-10-16 | 2024-11-05 | -2.60 | 19 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11430253:btcusd:triple_med_gx:lsma100_110 | 11430253:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -6.38% | -12.33% |
| Best Month | 11.35% | 37.42% |
| Worst Month | -8.75% | -17.69% |
| Best Year | 23.84% | 38.02% |
| Worst Year | -5.83% | -8.83% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 3.76% | 6.02% |
| Avg. Down Week | -2.79% | -4.61% |
| Avg. Up Month | 8.16% | 14.69% |
| Avg. Down Month | -6.76% | -11.25% |
| Win Days % | 50.86% | 51.4% |
| Win Month % | 60.0% | 54.55% |
| Win Week % | 50.0% | 53.33% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |