| Metric | 11373666:btcusd:triple_med_gx:lsma110_30 | 11373666:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -14.85% | 79.62% |
| Max Drawdown | -29.87% | -29.51% |
| Sharpe | -0.34 | 0.65 |
| Sortino | -0.46 | 0.96 |
| Payoff Ratio | 0.94 | 0.93 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.73 | 1.08 |
| CPC Index | 0.4 | 0.53 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 32.53 | 3.14 |
| Outlier Loss Ratio | 3.59 | 3.09 |
| Volatility (ann.) | 9.39% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.45 | 2.33 |
| Skew | -0.26 | 0.2 |
| Kurtosis | 23.84 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.14% | 4.27% |
| Expected Yearly % | -7.72% | 34.02% |
| Kelly Criterion | -9.06% | 0.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11373666:BTCUSD | 11373666:btcusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.50 | 0.33 | - |
| 2025 | 30.14 | -24.31 | -0.81 | - |
| Metric | 11373666:btcusd:triple_med_gx:lsma110_30 | 11373666:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -5.79% | 45.08% |
| 6M | -22.16% | 28.47% |
| YTD | -24.31% | 30.14% |
| 1Y | -10.93% | 105.13% |
| 3Y (ann.) | -13.4% | 68.87% |
| 5Y (ann.) | -13.4% | 68.87% |
| Metric | 11373666:btcusd:triple_med_gx:lsma110_30 | 11373666:BTCUSD |
|---|---|---|
| Max Drawdown | -29.87% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -5.68% | -4.58% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.5 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -29.87 | 208 |
| 2024-06-07 | 2024-09-19 | -9.53 | 104 |
| 2024-09-19 | 2024-10-15 | -1.99 | 25 |
| 2024-10-16 | 2024-11-10 | -1.72 | 24 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-14 | 2024-12-15 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11373666:btcusd:triple_med_gx:lsma110_30 | 11373666:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -7.32% | -12.33% |
| Best Month | 10.56% | 37.42% |
| Worst Month | -12.71% | -17.69% |
| Best Year | 12.5% | 38.02% |
| Worst Year | -24.31% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.49% | 7.98% |
| Avg. Down Week | -2.78% | -4.15% |
| Avg. Up Month | 7.03% | 18.55% |
| Avg. Down Month | -4.89% | -7.82% |
| Win Days % | 47.16% | 51.93% |
| Win Month % | 21.43% | 64.29% |
| Win Week % | 34.38% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |