| Metric | 11383772:btcusd:triple_med_gx:lsma110_75 | 11383772:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 6.87% | 61.52% |
| Max Drawdown | -15.06% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.34 | 0.86 |
| Payoff Ratio | 1.04 | 0.99 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 2.14 | 1.07 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.94 | 0.97 |
| Outlier Win Ratio | 41.0 | 2.93 |
| Outlier Loss Ratio | 3.45 | 2.86 |
| Volatility (ann.) | 8.06% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.44 | 2.02 |
| Skew | -0.53 | 0.21 |
| Kurtosis | 35.76 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.51% | 3.76% |
| Expected Yearly % | 3.38% | 27.09% |
| Kelly Criterion | 0.38% | 3.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11383772:BTCUSD | 11383772:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.34 | 0.30 | - |
| 2025 | 17.02 | -4.02 | -0.24 | - |
| Metric | 11383772:btcusd:triple_med_gx:lsma110_75 | 11383772:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.43% | 31.76% |
| 6M | -5.85% | 12.25% |
| YTD | -4.02% | 17.02% |
| 1Y | 6.87% | 57.19% |
| 3Y (ann.) | 6.68% | 59.47% |
| 5Y (ann.) | 6.68% | 59.47% |
| Metric | 11383772:btcusd:triple_med_gx:lsma110_75 | 11383772:BTCUSD |
|---|---|---|
| Max Drawdown | -15.06% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.46% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.46 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -15.06 | 175 |
| 2024-08-22 | 2024-09-18 | -4.96 | 27 |
| 2024-07-01 | 2024-08-18 | -4.55 | 47 |
| 2024-09-19 | 2024-11-10 | -3.17 | 51 |
| 2024-08-18 | 2024-08-21 | -3.11 | 3 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-12-14 | 2024-12-15 | -0.92 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383772:btcusd:triple_med_gx:lsma110_75 | 11383772:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -4.38% | -12.33% |
| Best Month | 10.45% | 37.42% |
| Worst Month | -4.49% | -17.69% |
| Best Year | 11.34% | 38.02% |
| Worst Year | -4.02% | 17.02% |
| Avg. Up Day | 0.81% | 0.84% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 2.84% | 7.46% |
| Avg. Down Week | -3.26% | -5.23% |
| Avg. Up Month | 4.99% | 16.4% |
| Avg. Down Month | -3.1% | -7.67% |
| Win Days % | 49.32% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |