| Metric | 11370464:btcusd:triple_med_gx:lsma110_10 | 11370464:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -4.63% | 75.42% |
| Max Drawdown | -31.22% | -29.51% |
| Sharpe | -0.05 | 0.63 |
| Sortino | -0.07 | 0.92 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.03 | 1.06 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | 1.05 | 0.96 |
| Outlier Win Ratio | 26.44 | 3.19 |
| Outlier Loss Ratio | 3.69 | 3.18 |
| Volatility (ann.) | 10.21% | 24.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.13 | 2.19 |
| Skew | -0.53 | 0.2 |
| Kurtosis | 20.5 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.34% | 4.1% |
| Expected Yearly % | -2.34% | 32.45% |
| Kelly Criterion | -4.87% | 3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11370464:BTCUSD | 11370464:btcusd:triple_med_gx:lsma110_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.92 | 0.76 | - |
| 2025 | 27.10 | -26.02 | -0.96 | - |
| Metric | 11370464:btcusd:triple_med_gx:lsma110_10 | 11370464:BTCUSD |
|---|---|---|
| MTD | -2.09% | 10.71% |
| 3M | -5.58% | 41.88% |
| 6M | -23.95% | 22.91% |
| YTD | -26.02% | 27.1% |
| 1Y | -5.19% | 82.29% |
| 3Y (ann.) | -4.12% | 64.73% |
| 5Y (ann.) | -4.12% | 64.73% |
| Metric | 11370464:btcusd:triple_med_gx:lsma110_10 | 11370464:BTCUSD |
|---|---|---|
| Max Drawdown | -31.22% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.27% | -4.71% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | -0.15 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -31.22 | 211 |
| 2024-07-01 | 2024-09-13 | -6.59 | 73 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-19 | 2024-10-14 | -2.51 | 24 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-06-05 | 2024-07-01 | -1.75 | 25 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11370464:btcusd:triple_med_gx:lsma110_10 | 11370464:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 13.61% | 37.42% |
| Worst Month | -19.48% | -17.69% |
| Best Year | 28.92% | 38.02% |
| Worst Year | -26.02% | 27.1% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 2.91% | 6.92% |
| Avg. Down Week | -1.97% | -3.75% |
| Avg. Up Month | 6.31% | 14.0% |
| Avg. Down Month | -5.51% | -7.82% |
| Win Days % | 47.62% | 51.89% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 44.12% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |