| Metric | 11381262:btcusd:triple_med_gx:lsma110_65 | 11381262:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -2.51% | 61.52% |
| Max Drawdown | -19.28% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.03 | 0.86 |
| Payoff Ratio | 1.0 | 1.01 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | 1.25 | 0.97 |
| Outlier Win Ratio | 40.14 | 3.01 |
| Outlier Loss Ratio | 3.3 | 2.97 |
| Volatility (ann.) | 8.97% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.13 | 2.02 |
| Skew | -0.57 | 0.21 |
| Kurtosis | 37.36 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.2% | 3.76% |
| Expected Yearly % | -1.26% | 27.09% |
| Kelly Criterion | -4.66% | 4.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11381262:BTCUSD | 11381262:btcusd:triple_med_gx:lsma110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.67 | -0.02 | - |
| 2025 | 17.02 | -1.84 | -0.11 | - |
| Metric | 11381262:btcusd:triple_med_gx:lsma110_65 | 11381262:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.64% | 31.76% |
| 6M | -13.78% | 12.25% |
| YTD | -1.84% | 17.02% |
| 1Y | -2.51% | 57.19% |
| 3Y (ann.) | -2.44% | 59.47% |
| 5Y (ann.) | -2.44% | 59.47% |
| Metric | 11381262:btcusd:triple_med_gx:lsma110_65 | 11381262:BTCUSD |
|---|---|---|
| Max Drawdown | -19.28% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -6.14% | -4.82% |
| Avg. Drawdown Days | 56.0 | 14.0 |
| Recovery Factor | -0.13 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -19.28 | 175 |
| 2024-07-03 | 2024-09-19 | -9.48 | 78 |
| 2024-09-20 | 2024-11-10 | -3.61 | 50 |
| 2024-11-12 | 2024-12-17 | -3.26 | 35 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381262:btcusd:triple_med_gx:lsma110_65 | 11381262:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 13.74% | 18.93% |
| Worst Week | -12.16% | -12.33% |
| Best Month | 14.5% | 37.42% |
| Worst Month | -12.16% | -17.69% |
| Best Year | -0.67% | 38.02% |
| Worst Year | -1.84% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 2.74% | 9.52% |
| Avg. Down Week | -3.97% | -3.3% |
| Avg. Up Month | 6.34% | 18.55% |
| Avg. Down Month | -4.44% | -4.68% |
| Win Days % | 47.56% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |