| Metric | 11380041:btcusd:triple_med_gx:lsma110_60 | 11380041:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.41% | 79.62% |
| Max Drawdown | -24.33% | -29.51% |
| Sharpe | -0.14 | 0.65 |
| Sortino | -0.18 | 0.96 |
| Payoff Ratio | 0.96 | 0.95 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.44 | 0.55 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 34.38 | 3.12 |
| Outlier Loss Ratio | 3.5 | 3.13 |
| Volatility (ann.) | 9.41% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.27 | 2.33 |
| Skew | -0.74 | 0.2 |
| Kurtosis | 30.58 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.55% | 4.27% |
| Expected Yearly % | -3.78% | 34.02% |
| Kelly Criterion | -5.84% | 1.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11380041:BTCUSD | 11380041:btcusd:triple_med_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.14 | 0.08 | - |
| 2025 | 30.14 | -10.23 | -0.34 | - |
| Metric | 11380041:btcusd:triple_med_gx:lsma110_60 | 11380041:BTCUSD |
|---|---|---|
| MTD | 0.54% | 13.36% |
| 3M | -10.18% | 45.08% |
| 6M | -6.48% | 28.47% |
| YTD | -10.23% | 30.14% |
| 1Y | -2.18% | 105.13% |
| 3Y (ann.) | -6.66% | 68.87% |
| 5Y (ann.) | -6.66% | 68.87% |
| Metric | 11380041:btcusd:triple_med_gx:lsma110_60 | 11380041:BTCUSD |
|---|---|---|
| Max Drawdown | -24.33% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -4.83% | -4.58% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.3 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -24.33 | 208 |
| 2024-07-03 | 2024-09-19 | -10.38 | 78 |
| 2024-11-12 | 2024-12-16 | -2.75 | 34 |
| 2024-09-20 | 2024-10-18 | -2.42 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-11-08 | -0.94 | 21 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11380041:btcusd:triple_med_gx:lsma110_60 | 11380041:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 13.74% | 18.93% |
| Worst Week | -11.69% | -12.33% |
| Best Month | 14.5% | 37.42% |
| Worst Month | -11.69% | -17.69% |
| Best Year | 3.14% | 38.02% |
| Worst Year | -10.23% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.03% | 9.52% |
| Avg. Down Week | -4.36% | -3.2% |
| Avg. Up Month | 5.25% | 17.25% |
| Avg. Down Month | -11.69% | -3.23% |
| Win Days % | 48.06% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 45.83% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |