| Metric | 11385205:btcusd:triple_med_gx:lsma110_80 | 11385205:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 13.19% | 61.52% |
| Max Drawdown | -18.4% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.62 | 0.86 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 0.82 | 1.07 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 0.68 | 0.97 |
| Outlier Win Ratio | 48.16 | 3.0 |
| Outlier Loss Ratio | 2.95 | 2.81 |
| Volatility (ann.) | 8.27% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.7 | 2.02 |
| Skew | 1.11 | 0.21 |
| Kurtosis | 53.47 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.96% | 3.76% |
| Expected Yearly % | 6.39% | 27.09% |
| Kelly Criterion | 7.14% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11385205:BTCUSD | 11385205:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.37 | 0.59 | - |
| 2025 | 17.02 | -7.51 | -0.44 | - |
| Metric | 11385205:btcusd:triple_med_gx:lsma110_80 | 11385205:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.12% | 31.76% |
| 6M | -12.36% | 12.25% |
| YTD | -7.51% | 17.02% |
| 1Y | 13.19% | 57.19% |
| 3Y (ann.) | 12.81% | 59.47% |
| 5Y (ann.) | 12.81% | 59.47% |
| Metric | 11385205:btcusd:triple_med_gx:lsma110_80 | 11385205:BTCUSD |
|---|---|---|
| Max Drawdown | -18.4% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.58% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.72 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.40 | 175 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-16 | 2024-09-17 | -1.08 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11385205:btcusd:triple_med_gx:lsma110_80 | 11385205:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.27% | 18.93% |
| Worst Week | -7.09% | -12.33% |
| Best Month | 13.27% | 37.42% |
| Worst Month | -7.84% | -17.69% |
| Best Year | 22.37% | 38.02% |
| Worst Year | -7.51% | 17.02% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 5.12% | 9.17% |
| Avg. Down Week | -6.51% | -3.56% |
| Avg. Up Month | 6.72% | 17.44% |
| Avg. Down Month | -3.41% | -2.66% |
| Win Days % | 50.63% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |