| Metric | 11379611:btcusd:triple_med_gx:lsma110_60 | 11379611:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 3.47% | 79.62% |
| Max Drawdown | -22.23% | -29.51% |
| Sharpe | 0.14 | 0.65 |
| Sortino | 0.19 | 0.96 |
| Payoff Ratio | 0.92 | 0.91 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 2.3 | 1.08 |
| CPC Index | 0.49 | 0.52 |
| Tail Ratio | 2.18 | 0.98 |
| Outlier Win Ratio | 41.41 | 3.01 |
| Outlier Loss Ratio | 3.8 | 3.12 |
| Volatility (ann.) | 7.62% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.14 | 2.33 |
| Skew | -0.32 | 0.2 |
| Kurtosis | 29.29 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.24% | 4.27% |
| Expected Yearly % | 1.72% | 34.02% |
| Kelly Criterion | -2.28% | -1.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11379611:BTCUSD | 11379611:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.40 | 0.43 | - |
| 2025 | 30.14 | -11.11 | -0.37 | - |
| Metric | 11379611:btcusd:triple_med_gx:lsma110_60 | 11379611:BTCUSD |
|---|---|---|
| MTD | 1.8% | 13.36% |
| 3M | 11.48% | 45.08% |
| 6M | -9.83% | 28.47% |
| YTD | -11.11% | 30.14% |
| 1Y | 2.49% | 105.13% |
| 3Y (ann.) | 3.1% | 68.87% |
| 5Y (ann.) | 3.1% | 68.87% |
| Metric | 11379611:btcusd:triple_med_gx:lsma110_60 | 11379611:BTCUSD |
|---|---|---|
| Max Drawdown | -22.23% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -3.83% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.16 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-07-14 | -22.23 | 209 |
| 2024-08-22 | 2024-11-21 | -6.06 | 90 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-27 | 2024-08-20 | -3.21 | 23 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-07-12 | 2024-07-24 | -1.00 | 12 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-22 | 2024-12-14 | -0.30 | 22 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| Metric | 11379611:btcusd:triple_med_gx:lsma110_60 | 11379611:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 9.67% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 9.57% | 37.42% |
| Worst Month | -12.47% | -17.69% |
| Best Year | 16.4% | 38.02% |
| Worst Year | -11.11% | 30.14% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.6% | 6.91% |
| Avg. Down Week | -2.29% | -4.85% |
| Avg. Up Month | 5.34% | 15.82% |
| Avg. Down Month | -4.46% | -9.89% |
| Win Days % | 51.13% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 48.28% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |