| Metric | 11385161:btcusd:triple_med_gx:lsma110_80 | 11385161:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 3.83% | 75.42% |
| Max Drawdown | -18.36% | -29.51% |
| Sharpe | 0.15 | 0.63 |
| Sortino | 0.22 | 0.92 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 0.75 | 1.06 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 0.7 | 0.96 |
| Outlier Win Ratio | 47.89 | 2.98 |
| Outlier Loss Ratio | 3.47 | 2.92 |
| Volatility (ann.) | 7.72% | 24.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.19 | 2.19 |
| Skew | 0.66 | 0.2 |
| Kurtosis | 46.16 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.27% | 4.1% |
| Expected Yearly % | 1.9% | 32.45% |
| Kelly Criterion | -0.91% | 6.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11385161:BTCUSD | 11385161:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.37 | 0.22 | - |
| 2025 | 27.10 | -4.19 | -0.15 | - |
| Metric | 11385161:btcusd:triple_med_gx:lsma110_80 | 11385161:BTCUSD |
|---|---|---|
| MTD | 1.53% | 10.71% |
| 3M | 3.46% | 41.88% |
| 6M | 4.05% | 22.91% |
| YTD | -4.19% | 27.1% |
| 1Y | 10.45% | 82.29% |
| 3Y (ann.) | 3.4% | 64.73% |
| 5Y (ann.) | 3.4% | 64.73% |
| Metric | 11385161:btcusd:triple_med_gx:lsma110_80 | 11385161:BTCUSD |
|---|---|---|
| Max Drawdown | -18.36% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -4.07% | -4.71% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.21 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -18.36 | 211 |
| 2024-06-01 | 2024-09-20 | -8.82 | 110 |
| 2024-10-18 | 2024-11-10 | -1.57 | 22 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-09-20 | 2024-10-18 | -0.93 | 28 |
| 2024-11-12 | 2024-12-15 | -0.69 | 33 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11385161:btcusd:triple_med_gx:lsma110_80 | 11385161:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -7.58% | -12.33% |
| Best Month | 15.19% | 37.42% |
| Worst Month | -6.0% | -17.69% |
| Best Year | 8.37% | 38.02% |
| Worst Year | -4.19% | 27.1% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.24% | 6.2% |
| Avg. Down Week | -3.92% | -3.2% |
| Avg. Up Month | 5.09% | 15.27% |
| Avg. Down Month | -3.11% | -5.35% |
| Win Days % | 47.34% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 52.17% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |