| Metric | 11378809:btcusd:triple_med_gx:lsma110_55 | 11378809:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -10.57% | 79.62% |
| Max Drawdown | -23.25% | -29.51% |
| Sharpe | -0.21 | 0.65 |
| Sortino | -0.28 | 0.96 |
| Payoff Ratio | 0.92 | 0.91 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.94 | 1.08 |
| CPC Index | 0.42 | 0.52 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 32.42 | 3.18 |
| Outlier Loss Ratio | 3.47 | 3.09 |
| Volatility (ann.) | 9.66% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.41 | 2.33 |
| Skew | -1.64 | 0.2 |
| Kurtosis | 32.74 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.8% | 4.27% |
| Expected Yearly % | -5.43% | 34.02% |
| Kelly Criterion | -6.77% | -0.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11378809:BTCUSD | 11378809:btcusd:triple_med_gx:lsma110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.96 | 0.21 | - |
| 2025 | 30.14 | -17.17 | -0.57 | - |
| Metric | 11378809:btcusd:triple_med_gx:lsma110_55 | 11378809:BTCUSD |
|---|---|---|
| MTD | -0.54% | 13.36% |
| 3M | -4.64% | 45.08% |
| 6M | -13.57% | 28.47% |
| YTD | -17.17% | 30.14% |
| 1Y | -7.86% | 105.13% |
| 3Y (ann.) | -9.51% | 68.87% |
| 5Y (ann.) | -9.51% | 68.87% |
| Metric | 11378809:btcusd:triple_med_gx:lsma110_55 | 11378809:BTCUSD |
|---|---|---|
| Max Drawdown | -23.25% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -6.04% | -4.58% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.45 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -23.25 | 208 |
| 2024-07-01 | 2024-11-10 | -10.05 | 131 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-14 | 2024-12-15 | -0.76 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11378809:btcusd:triple_med_gx:lsma110_55 | 11378809:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -5.57% | -12.33% |
| Best Month | 11.22% | 37.42% |
| Worst Month | -7.59% | -17.69% |
| Best Year | 7.96% | 38.02% |
| Worst Year | -17.17% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 2.47% | 8.12% |
| Avg. Down Week | -2.84% | -4.07% |
| Avg. Up Month | 4.44% | 16.69% |
| Avg. Down Month | -4.4% | -7.93% |
| Win Days % | 48.84% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 34.48% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |