| Metric | 11382801:btcusd:triple_med_gx:lsma110_70 | 11382801:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 8.7% | 61.52% |
| Max Drawdown | -10.58% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.56 | 0.86 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.7 | 0.71 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 60.96 | 2.77 |
| Outlier Loss Ratio | 3.79 | 2.69 |
| Volatility (ann.) | 6.21% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.8 | 2.02 |
| Skew | 1.42 | 0.21 |
| Kurtosis | 55.55 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.64% | 3.76% |
| Expected Yearly % | 4.26% | 27.09% |
| Kelly Criterion | 4.66% | 13.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11382801:BTCUSD | 11382801:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.13 | 0.35 | - |
| 2025 | 17.02 | -3.91 | -0.23 | - |
| Metric | 11382801:btcusd:triple_med_gx:lsma110_70 | 11382801:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.46% | 31.76% |
| 6M | -3.91% | 12.25% |
| YTD | -3.91% | 17.02% |
| 1Y | 8.7% | 57.19% |
| 3Y (ann.) | 8.46% | 59.47% |
| 5Y (ann.) | 8.46% | 59.47% |
| Metric | 11382801:btcusd:triple_med_gx:lsma110_70 | 11382801:BTCUSD |
|---|---|---|
| Max Drawdown | -10.58% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -2.22% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -10.58 | 264 |
| 2024-08-25 | 2024-09-18 | -2.08 | 24 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-21 | 2024-08-21 | -0.18 | 0 |
| Metric | 11382801:btcusd:triple_med_gx:lsma110_70 | 11382801:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.71% | 18.93% |
| Worst Week | -4.73% | -12.33% |
| Best Month | 6.8% | 37.42% |
| Worst Month | -4.39% | -17.69% |
| Best Year | 13.13% | 38.02% |
| Worst Year | -3.91% | 17.02% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.66% | -0.67% |
| Avg. Up Week | 4.18% | 10.1% |
| Avg. Down Week | -1.99% | -3.15% |
| Avg. Up Month | 3.71% | 8.19% |
| Avg. Down Month | -4.39% | -2.09% |
| Win Days % | 47.3% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |