| Metric | 11376098:btcusd:triple_med_gx:lsma110_45 | 11376098:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -15.64% | 79.62% |
| Max Drawdown | -22.36% | -29.51% |
| Sharpe | -0.4 | 0.65 |
| Sortino | -0.56 | 0.96 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.73 | 1.08 |
| CPC Index | 0.4 | 0.58 |
| Tail Ratio | 0.84 | 0.98 |
| Outlier Win Ratio | 37.54 | 2.99 |
| Outlier Loss Ratio | 3.96 | 3.09 |
| Volatility (ann.) | 8.53% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.63 | 2.33 |
| Skew | -0.07 | 0.2 |
| Kurtosis | 30.52 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.21% | 4.27% |
| Expected Yearly % | -8.15% | 34.02% |
| Kelly Criterion | -9.74% | 4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11376098:BTCUSD | 11376098:btcusd:triple_med_gx:lsma110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.88 | -0.13 | - |
| 2025 | 30.14 | -11.31 | -0.38 | - |
| Metric | 11376098:btcusd:triple_med_gx:lsma110_45 | 11376098:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 2.89% | 45.08% |
| 6M | -7.21% | 28.47% |
| YTD | -11.31% | 30.14% |
| 1Y | -14.33% | 105.13% |
| 3Y (ann.) | -14.11% | 68.87% |
| 5Y (ann.) | -14.11% | 68.87% |
| Metric | 11376098:btcusd:triple_med_gx:lsma110_45 | 11376098:BTCUSD |
|---|---|---|
| Max Drawdown | -22.36% | -29.51% |
| Longest DD Days | 357.0 | 144.0 |
| Avg. Drawdown | -5.29% | -4.58% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.7 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-07-14 | -22.36 | 357 |
| 2024-07-04 | 2024-07-19 | -2.35 | 14 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-07-04 | 2024-07-04 | -0.18 | 0 |
| Metric | 11376098:btcusd:triple_med_gx:lsma110_45 | 11376098:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 11.71% | 37.42% |
| Worst Month | -8.31% | -17.69% |
| Best Year | -4.88% | 38.02% |
| Worst Year | -11.31% | 30.14% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.3% | 6.23% |
| Avg. Down Week | -3.07% | -4.74% |
| Avg. Up Month | 4.21% | 16.67% |
| Avg. Down Month | -5.44% | -7.93% |
| Win Days % | 43.77% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 41.67% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |