| Metric | 11372828:btcusd:triple_med_gx:lsma110_25 | 11372828:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -7.6% | 79.62% |
| Max Drawdown | -26.24% | -29.51% |
| Sharpe | -0.12 | 0.65 |
| Sortino | -0.16 | 0.96 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 1.0 | 1.08 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 28.59 | 3.23 |
| Outlier Loss Ratio | 3.69 | 3.38 |
| Volatility (ann.) | 10.44% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.26 | 2.33 |
| Skew | -0.09 | 0.2 |
| Kurtosis | 22.83 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.56% | 4.27% |
| Expected Yearly % | -3.88% | 34.02% |
| Kelly Criterion | -4.17% | 3.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11372828:BTCUSD | 11372828:btcusd:triple_med_gx:lsma110_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.36 | 0.27 | - |
| 2025 | 30.14 | -16.28 | -0.54 | - |
| Metric | 11372828:btcusd:triple_med_gx:lsma110_25 | 11372828:BTCUSD |
|---|---|---|
| MTD | 1.19% | 13.36% |
| 3M | -2.02% | 45.08% |
| 6M | -13.55% | 28.47% |
| YTD | -16.28% | 30.14% |
| 1Y | 4.04% | 105.13% |
| 3Y (ann.) | -6.83% | 68.87% |
| 5Y (ann.) | -6.83% | 68.87% |
| Metric | 11372828:btcusd:triple_med_gx:lsma110_25 | 11372828:BTCUSD |
|---|---|---|
| Max Drawdown | -26.24% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -6.59% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | -0.29 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -26.24 | 208 |
| 2024-06-07 | 2024-11-10 | -16.84 | 155 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-12 | 2024-12-15 | -0.69 | 33 |
| 2024-06-07 | 2024-06-07 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11372828:btcusd:triple_med_gx:lsma110_25 | 11372828:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -9.31% | -12.33% |
| Best Month | 17.87% | 37.42% |
| Worst Month | -12.32% | -17.69% |
| Best Year | 10.36% | 38.02% |
| Worst Year | -16.28% | 30.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 2.47% | 6.59% |
| Avg. Down Week | -3.48% | -3.39% |
| Avg. Up Month | 6.88% | 16.63% |
| Avg. Down Month | -5.85% | -5.35% |
| Win Days % | 47.22% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 51.61% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |