| Metric | 11382526:btcusd:triple_med_gx:lsma110_70 | 11382526:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 5.03% | 61.52% |
| Max Drawdown | -18.77% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.25 | 0.86 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.79 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.66 | 0.97 |
| Outlier Win Ratio | 40.07 | 3.01 |
| Outlier Loss Ratio | 3.18 | 2.97 |
| Volatility (ann.) | 8.94% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.26 | 2.02 |
| Skew | -0.47 | 0.21 |
| Kurtosis | 38.31 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.38% | 3.76% |
| Expected Yearly % | 2.48% | 27.09% |
| Kelly Criterion | 1.33% | 4.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11382526:BTCUSD | 11382526:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.12 | 0.08 | - |
| 2025 | 17.02 | 1.85 | 0.11 | - |
| Metric | 11382526:btcusd:triple_med_gx:lsma110_70 | 11382526:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.11% | 31.76% |
| 6M | -9.44% | 12.25% |
| YTD | 1.85% | 17.02% |
| 1Y | 5.03% | 57.19% |
| 3Y (ann.) | 4.89% | 59.47% |
| 5Y (ann.) | 4.89% | 59.47% |
| Metric | 11382526:btcusd:triple_med_gx:lsma110_70 | 11382526:BTCUSD |
|---|---|---|
| Max Drawdown | -18.77% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.76% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | 0.27 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.77 | 175 |
| 2024-07-04 | 2024-09-19 | -7.07 | 77 |
| 2024-09-20 | 2024-11-10 | -3.21 | 50 |
| 2024-11-12 | 2024-12-16 | -2.08 | 34 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382526:btcusd:triple_med_gx:lsma110_70 | 11382526:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 13.74% | 18.93% |
| Worst Week | -11.08% | -12.33% |
| Best Month | 14.3% | 37.42% |
| Worst Month | -11.08% | -17.69% |
| Best Year | 3.12% | 38.02% |
| Worst Year | 1.85% | 17.02% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 2.54% | 8.87% |
| Avg. Down Week | -3.74% | -3.31% |
| Avg. Up Month | 5.3% | 16.69% |
| Avg. Down Month | -6.17% | -2.66% |
| Win Days % | 49.28% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 63.16% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |