| Metric | 11370501:btcusd:triple_med_gx:lsma110_10 | 11370501:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -3.75% | 79.62% |
| Max Drawdown | -26.65% | -29.51% |
| Sharpe | -0.04 | 0.65 |
| Sortino | -0.05 | 0.96 |
| Payoff Ratio | 1.02 | 1.02 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 0.97 | 1.08 |
| CPC Index | 0.48 | 0.59 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 28.91 | 3.19 |
| Outlier Loss Ratio | 3.72 | 3.18 |
| Volatility (ann.) | 10.01% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.13 | 2.33 |
| Skew | -0.17 | 0.2 |
| Kurtosis | 24.0 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.27% | 4.27% |
| Expected Yearly % | -1.89% | 34.02% |
| Kelly Criterion | -4.26% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11370501:BTCUSD | 11370501:btcusd:triple_med_gx:lsma110_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.21 | 0.51 | - |
| 2025 | 30.14 | -19.25 | -0.64 | - |
| Metric | 11370501:btcusd:triple_med_gx:lsma110_10 | 11370501:BTCUSD |
|---|---|---|
| MTD | -2.41% | 13.36% |
| 3M | -1.51% | 45.08% |
| 6M | -16.71% | 28.47% |
| YTD | -19.25% | 30.14% |
| 1Y | 1.68% | 105.13% |
| 3Y (ann.) | -3.36% | 68.87% |
| 5Y (ann.) | -3.36% | 68.87% |
| Metric | 11370501:btcusd:triple_med_gx:lsma110_10 | 11370501:BTCUSD |
|---|---|---|
| Max Drawdown | -26.65% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.16% | -4.58% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | -0.14 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -26.65 | 208 |
| 2024-07-01 | 2024-10-18 | -13.93 | 108 |
| 2024-11-12 | 2024-12-15 | -2.40 | 33 |
| 2024-10-18 | 2024-11-06 | -1.23 | 19 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| Metric | 11370501:btcusd:triple_med_gx:lsma110_10 | 11370501:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 18.62% | 37.42% |
| Worst Month | -17.19% | -17.69% |
| Best Year | 19.21% | 38.02% |
| Worst Year | -19.25% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 2.88% | 6.95% |
| Avg. Down Week | -2.8% | -3.2% |
| Avg. Up Month | 8.35% | 16.18% |
| Avg. Down Month | -6.06% | -5.35% |
| Win Days % | 47.27% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 53.12% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |