| Metric | 11382464:btcusd:triple_med_gx:lsma110_70 | 11382464:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 10.03% | 61.52% |
| Max Drawdown | -14.77% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.46 | 0.86 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 2.25 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 2.0 | 0.97 |
| Outlier Win Ratio | 37.37 | 2.97 |
| Outlier Loss Ratio | 3.51 | 2.87 |
| Volatility (ann.) | 8.29% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.66 | 2.02 |
| Skew | -0.41 | 0.21 |
| Kurtosis | 32.25 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.74% | 3.76% |
| Expected Yearly % | 4.89% | 27.09% |
| Kelly Criterion | 2.69% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11382464:BTCUSD | 11382464:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.03 | 0.37 | - |
| 2025 | 17.02 | -3.51 | -0.21 | - |
| Metric | 11382464:btcusd:triple_med_gx:lsma110_70 | 11382464:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.27% | 31.76% |
| 6M | -5.07% | 12.25% |
| YTD | -3.51% | 17.02% |
| 1Y | 10.03% | 57.19% |
| 3Y (ann.) | 9.75% | 59.47% |
| 5Y (ann.) | 9.75% | 59.47% |
| Metric | 11382464:btcusd:triple_med_gx:lsma110_70 | 11382464:BTCUSD |
|---|---|---|
| Max Drawdown | -14.77% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.99% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.68 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.77 | 175 |
| 2024-07-01 | 2024-08-18 | -5.74 | 47 |
| 2024-08-22 | 2024-09-17 | -4.52 | 26 |
| 2024-08-18 | 2024-08-21 | -3.11 | 3 |
| 2024-09-19 | 2024-11-10 | -2.13 | 51 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-14 | 2024-12-15 | -0.74 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11382464:btcusd:triple_med_gx:lsma110_70 | 11382464:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -5.57% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -4.31% | -17.69% |
| Best Year | 14.03% | 38.02% |
| Worst Year | -3.51% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.73% | 7.76% |
| Avg. Down Week | -3.4% | -5.23% |
| Avg. Up Month | 5.31% | 16.4% |
| Avg. Down Month | -3.15% | -7.67% |
| Win Days % | 50.61% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 54.17% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |