| Metric | 11382868:btcusd:triple_med_gx:lsma110_70 | 11382868:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 10.95% | 61.52% |
| Max Drawdown | -10.56% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.77 | 0.86 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 60.07 | 2.76 |
| Outlier Loss Ratio | 3.79 | 2.71 |
| Volatility (ann.) | 6.01% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.01 | 2.02 |
| Skew | 3.51 | 0.21 |
| Kurtosis | 50.69 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.8% | 3.76% |
| Expected Yearly % | 5.33% | 27.09% |
| Kelly Criterion | 7.78% | 10.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11382868:BTCUSD | 11382868:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.91 | 0.31 | - |
| 2025 | 17.02 | -0.86 | -0.05 | - |
| Metric | 11382868:btcusd:triple_med_gx:lsma110_70 | 11382868:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.51% | 31.76% |
| 6M | -0.86% | 12.25% |
| YTD | -0.86% | 17.02% |
| 1Y | 10.95% | 57.19% |
| 3Y (ann.) | 10.65% | 59.47% |
| 5Y (ann.) | 10.65% | 59.47% |
| Metric | 11382868:btcusd:triple_med_gx:lsma110_70 | 11382868:BTCUSD |
|---|---|---|
| Max Drawdown | -10.56% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.15% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 1.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -10.56 | 233 |
| 2024-08-26 | 2024-09-17 | -2.60 | 22 |
| 2024-08-22 | 2024-08-23 | -2.10 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11382868:btcusd:triple_med_gx:lsma110_70 | 11382868:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 6.7% | 18.93% |
| Worst Week | -4.11% | -12.33% |
| Best Month | 6.06% | 37.42% |
| Worst Month | -4.29% | -17.69% |
| Best Year | 11.91% | 38.02% |
| Worst Year | -0.86% | 17.02% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.65% | -0.71% |
| Avg. Up Week | 3.52% | 9.09% |
| Avg. Down Week | -1.83% | -4.3% |
| Avg. Up Month | 3.37% | 8.92% |
| Avg. Down Month | -4.29% | -2.09% |
| Win Days % | 48.63% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |