| Metric | 11383158:btcusd:triple_med_gx:lsma110_75 | 11383158:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -6.61% | 61.52% |
| Max Drawdown | -20.5% | -29.51% |
| Sharpe | -0.25 | 0.59 |
| Sortino | -0.32 | 0.86 |
| Payoff Ratio | 0.84 | 0.8 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.36 | 0.45 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 75.65 | 2.71 |
| Outlier Loss Ratio | 3.33 | 2.73 |
| Volatility (ann.) | 5.95% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.31 | 2.02 |
| Skew | -2.39 | 0.21 |
| Kurtosis | 64.85 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.52% | 3.76% |
| Expected Yearly % | -3.36% | 27.09% |
| Kelly Criterion | -13.97% | -8.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11383158:BTCUSD | 11383158:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.24 | 0.19 | - |
| 2025 | 17.02 | -12.92 | -0.76 | - |
| Metric | 11383158:btcusd:triple_med_gx:lsma110_75 | 11383158:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.42% | 31.76% |
| 6M | -16.37% | 12.25% |
| YTD | -12.92% | 17.02% |
| 1Y | -6.61% | 57.19% |
| 3Y (ann.) | -6.44% | 59.47% |
| 5Y (ann.) | -6.44% | 59.47% |
| Metric | 11383158:btcusd:triple_med_gx:lsma110_75 | 11383158:BTCUSD |
|---|---|---|
| Max Drawdown | -20.5% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -2.91% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | -0.32 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -20.50 | 256 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-08-20 | 2024-08-21 | -0.18 | 0 |
| 2024-08-29 | 2024-08-29 | -0.18 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11383158:btcusd:triple_med_gx:lsma110_75 | 11383158:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.2% | 18.93% |
| Worst Week | -4.21% | -12.33% |
| Best Month | 8.66% | 37.42% |
| Worst Month | -4.87% | -17.69% |
| Best Year | 7.24% | 38.02% |
| Worst Year | -12.92% | 17.02% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.81% | -0.89% |
| Avg. Up Week | 3.26% | 5.43% |
| Avg. Down Week | -3.46% | -4.34% |
| Avg. Up Month | 1.84% | 8.37% |
| Avg. Down Month | -4.13% | -7.67% |
| Win Days % | 47.83% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |