| Metric | 11382004:btcusd:triple_med_gx:lsma110_70 | 11382004:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 7.49% | 61.52% |
| Max Drawdown | -18.08% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.4 | 0.86 |
| Payoff Ratio | 0.99 | 0.96 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.09 | 0.97 |
| Outlier Win Ratio | 50.03 | 2.91 |
| Outlier Loss Ratio | 3.89 | 2.98 |
| Volatility (ann.) | 7.23% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.4 | 2.02 |
| Skew | 0.1 | 0.21 |
| Kurtosis | 40.94 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.56% | 3.76% |
| Expected Yearly % | 3.68% | 27.09% |
| Kelly Criterion | -1.81% | 1.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11382004:BTCUSD | 11382004:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.11 | 0.66 | - |
| 2025 | 17.02 | -14.08 | -0.83 | - |
| Metric | 11382004:btcusd:triple_med_gx:lsma110_70 | 11382004:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.85% | 31.76% |
| 6M | -9.41% | 12.25% |
| YTD | -14.08% | 17.02% |
| 1Y | 7.49% | 57.19% |
| 3Y (ann.) | 7.29% | 59.47% |
| 5Y (ann.) | 7.29% | 59.47% |
| Metric | 11382004:btcusd:triple_med_gx:lsma110_70 | 11382004:BTCUSD |
|---|---|---|
| Max Drawdown | -18.08% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.71% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-06-11 | -18.08 | 149 |
| 2024-07-01 | 2024-07-26 | -5.63 | 25 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-25 | 2024-11-20 | -2.76 | 26 |
| 2024-09-28 | 2024-10-24 | -2.71 | 26 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-27 | 2024-08-19 | -1.67 | 23 |
| 2024-08-24 | 2024-09-24 | -1.61 | 31 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11382004:btcusd:triple_med_gx:lsma110_70 | 11382004:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 9.54% | 18.93% |
| Worst Week | -8.35% | -12.33% |
| Best Month | 8.92% | 37.42% |
| Worst Month | -8.35% | -17.69% |
| Best Year | 25.11% | 38.02% |
| Worst Year | -14.08% | 17.02% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.94% | 8.72% |
| Avg. Down Week | -2.74% | -6.7% |
| Avg. Up Month | 4.82% | 20.81% |
| Avg. Down Month | -4.29% | -9.89% |
| Win Days % | 49.47% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 44.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |