| Metric | 11442182:btcusd:triple_med_gx:lsma100_145 | 11442182:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 28.43% | 25.83% |
| Max Drawdown | -18.49% | -28.38% |
| Sharpe | 0.57 | 0.39 |
| Sortino | 0.83 | 0.57 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.27 | 0.98 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.11 | 0.92 |
| Outlier Win Ratio | 14.54 | 3.79 |
| Outlier Loss Ratio | 3.86 | 3.49 |
| Volatility (ann.) | 15.21% | 26.02% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.9 | 1.12 |
| Skew | 0.0 | 0.13 |
| Kurtosis | 10.96 | 6.55 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.3% | 2.11% |
| Expected Yearly % | 13.33% | 12.18% |
| Kelly Criterion | 5.76% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.21% |
| Expected Shortfall (cVaR) | -1.29% | -2.21% |
| Year | 11442182:BTCUSD | 11442182:btcusd:triple_med_gx:lsma100_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.28 | 0.90 | - |
| 2025 | -8.83 | -4.36 | 0.49 | + |
| Metric | 11442182:btcusd:triple_med_gx:lsma100_145 | 11442182:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | -3.6% | -8.11% |
| 6M | 17.7% | 34.45% |
| YTD | -4.36% | -8.83% |
| 1Y | 28.43% | 25.83% |
| 3Y (ann.) | 35.04% | 31.77% |
| 5Y (ann.) | 35.04% | 31.77% |
| Metric | 11442182:btcusd:triple_med_gx:lsma100_145 | 11442182:BTCUSD |
|---|---|---|
| Max Drawdown | -18.49% | -28.38% |
| Longest DD Days | 84.0 | 144.0 |
| Avg. Drawdown | -4.36% | -4.56% |
| Avg. Drawdown Days | 15.0 | 12.0 |
| Recovery Factor | 1.54 | 0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-04-01 | -18.49 | 84 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-08-09 | 2024-09-13 | -9.20 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-14 | -7.75 | 26 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-12-16 | 2024-12-24 | -4.54 | 7 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-11-10 | 2024-12-04 | -1.26 | 23 |
| Metric | 11442182:btcusd:triple_med_gx:lsma100_145 | 11442182: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 | 8.9% | 37.42% |
| Worst Month | -10.2% | -17.69% |
| Best Year | 34.28% | 38.02% |
| Worst Year | -4.36% | -8.83% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.22% | 6.81% |
| Avg. Down Week | -3.37% | -4.0% |
| Avg. Up Month | 5.42% | 13.69% |
| Avg. Down Month | -5.18% | -9.04% |
| Win Days % | 50.6% | 51.4% |
| Win Month % | 70.0% | 54.55% |
| Win Week % | 50.0% | 53.33% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |