| Metric | 11383436:btcusd:triple_med_gx:lsma110_75 | 11383436:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 27.97% | 61.52% |
| Max Drawdown | -13.24% | -29.51% |
| Sharpe | 0.8 | 0.59 |
| Sortino | 1.23 | 0.86 |
| Payoff Ratio | 1.05 | 0.98 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | 3.07 | 1.07 |
| CPC Index | 0.84 | 0.56 |
| Tail Ratio | 2.15 | 0.97 |
| Outlier Win Ratio | 44.88 | 3.08 |
| Outlier Loss Ratio | 3.52 | 2.79 |
| Volatility (ann.) | 7.88% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.05 | 2.02 |
| Skew | 0.85 | 0.21 |
| Kurtosis | 48.98 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.92% | 3.76% |
| Expected Yearly % | 13.12% | 27.09% |
| Kelly Criterion | 13.5% | 3.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11383436:BTCUSD | 11383436:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.95 | 0.58 | - |
| 2025 | 17.02 | 4.93 | 0.29 | - |
| Metric | 11383436:btcusd:triple_med_gx:lsma110_75 | 11383436:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.75% | 31.76% |
| 6M | 1.0% | 12.25% |
| YTD | 4.93% | 17.02% |
| 1Y | 27.97% | 57.19% |
| 3Y (ann.) | 27.13% | 59.47% |
| 5Y (ann.) | 27.13% | 59.47% |
| Metric | 11383436:btcusd:triple_med_gx:lsma110_75 | 11383436:BTCUSD |
|---|---|---|
| Max Drawdown | -13.24% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -1.74% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 2.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -13.24 | 134 |
| 2024-11-23 | 2025-01-18 | -9.81 | 56 |
| 2024-07-01 | 2024-07-13 | -2.06 | 12 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-09-28 | 2024-10-26 | -0.57 | 27 |
| 2024-07-29 | 2024-08-21 | -0.47 | 23 |
| Metric | 11383436:btcusd:triple_med_gx:lsma110_75 | 11383436:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 6.71% | 18.93% |
| Worst Week | -9.53% | -12.33% |
| Best Month | 10.73% | 37.42% |
| Worst Month | -9.53% | -17.69% |
| Best Year | 21.95% | 38.02% |
| Worst Year | 4.93% | 17.02% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 2.87% | 5.83% |
| Avg. Down Week | -2.47% | -5.6% |
| Avg. Up Month | 4.82% | 13.38% |
| Avg. Down Month | -4.56% | -7.67% |
| Win Days % | 55.61% | 51.9% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 64.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |