| Metric | 11374594:btcusd:triple_med_gx:lsma110_35 | 11374594:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -16.13% | 75.42% |
| Max Drawdown | -33.76% | -29.51% |
| Sharpe | -0.36 | 0.63 |
| Sortino | -0.48 | 0.92 |
| Payoff Ratio | 0.92 | 0.9 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.76 | 1.06 |
| CPC Index | 0.39 | 0.52 |
| Tail Ratio | 0.85 | 0.96 |
| Outlier Win Ratio | 33.24 | 3.15 |
| Outlier Loss Ratio | 3.45 | 3.07 |
| Volatility (ann.) | 9.62% | 24.55% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.43 | 2.19 |
| Skew | -1.35 | 0.2 |
| Kurtosis | 35.02 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.25% | 4.1% |
| Expected Yearly % | -8.42% | 32.45% |
| Kelly Criterion | -9.37% | -1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11374594:BTCUSD | 11374594:btcusd:triple_med_gx:lsma110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.78 | 0.44 | - |
| 2025 | 27.10 | -28.18 | -1.04 | - |
| Metric | 11374594:btcusd:triple_med_gx:lsma110_35 | 11374594:BTCUSD |
|---|---|---|
| MTD | -0.54% | 10.71% |
| 3M | -3.97% | 41.88% |
| 6M | -25.15% | 22.91% |
| YTD | -28.18% | 27.1% |
| 1Y | -14.51% | 82.29% |
| 3Y (ann.) | -14.46% | 64.73% |
| 5Y (ann.) | -14.46% | 64.73% |
| Metric | 11374594:btcusd:triple_med_gx:lsma110_35 | 11374594:BTCUSD |
|---|---|---|
| Max Drawdown | -33.76% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -4.64% | -4.71% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | -0.48 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -33.76 | 211 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-07-01 | 2024-08-13 | -5.57 | 42 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-19 | 2024-10-16 | -2.67 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| Metric | 11374594:btcusd:triple_med_gx:lsma110_35 | 11374594:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -17.77% | -17.69% |
| Best Year | 16.78% | 38.02% |
| Worst Year | -28.18% | 27.1% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 2.77% | 9.17% |
| Avg. Down Week | -3.56% | -4.17% |
| Avg. Up Month | 6.7% | 18.55% |
| Avg. Down Month | -8.2% | -7.67% |
| Win Days % | 47.52% | 51.89% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 33.33% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |