| Metric | 11378430:btcusd:triple_med_gx:lsma110_55 | 11378430:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 9.52% | 79.62% |
| Max Drawdown | -16.93% | -29.51% |
| Sharpe | 0.3 | 0.65 |
| Sortino | 0.41 | 0.96 |
| Payoff Ratio | 0.9 | 0.9 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 2.36 | 1.08 |
| CPC Index | 0.53 | 0.52 |
| Tail Ratio | 2.11 | 0.98 |
| Outlier Win Ratio | 39.4 | 2.97 |
| Outlier Loss Ratio | 3.69 | 2.92 |
| Volatility (ann.) | 7.84% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.5 | 2.33 |
| Skew | -1.87 | 0.2 |
| Kurtosis | 51.85 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.65% | 4.27% |
| Expected Yearly % | 4.65% | 34.02% |
| Kelly Criterion | -0.44% | -1.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11378430:BTCUSD | 11378430:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.83 | 0.34 | - |
| 2025 | 30.14 | -2.94 | -0.10 | - |
| Metric | 11378430:btcusd:triple_med_gx:lsma110_55 | 11378430:BTCUSD |
|---|---|---|
| MTD | -0.72% | 13.36% |
| 3M | 9.0% | 45.08% |
| 6M | -4.45% | 28.47% |
| YTD | -2.94% | 30.14% |
| 1Y | 10.11% | 105.13% |
| 3Y (ann.) | 8.47% | 68.87% |
| 5Y (ann.) | 8.47% | 68.87% |
| Metric | 11378430:btcusd:triple_med_gx:lsma110_55 | 11378430:BTCUSD |
|---|---|---|
| Max Drawdown | -16.93% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -3.11% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-07-14 | -16.93 | 184 |
| 2024-09-28 | 2024-11-20 | -6.34 | 53 |
| 2024-07-06 | 2024-07-26 | -4.36 | 20 |
| 2024-08-20 | 2024-08-29 | -3.50 | 9 |
| 2024-07-27 | 2024-08-20 | -2.84 | 23 |
| 2024-08-29 | 2024-09-19 | -2.28 | 20 |
| 2024-11-21 | 2024-12-16 | -2.14 | 24 |
| 2024-09-20 | 2024-09-27 | -1.74 | 7 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11378430:btcusd:triple_med_gx:lsma110_55 | 11378430:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.35% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 9.05% | 37.42% |
| Worst Month | -5.13% | -17.69% |
| Best Year | 12.83% | 38.02% |
| Worst Year | -2.94% | 30.14% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 2.74% | 6.52% |
| Avg. Down Week | -2.71% | -4.57% |
| Avg. Up Month | 3.63% | 15.33% |
| Avg. Down Month | -3.77% | -9.89% |
| Win Days % | 52.36% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 53.12% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |