| Metric | 11389412:btcusd:triple_med_gx:lsma110_95 | 11389412:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 4.28% | 61.52% |
| Max Drawdown | -11.76% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.27 | 0.86 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 65.58 | 2.88 |
| Outlier Loss Ratio | 3.38 | 2.76 |
| Volatility (ann.) | 6.26% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.35 | 2.02 |
| Skew | -0.83 | 0.21 |
| Kurtosis | 55.57 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.32% | 3.76% |
| Expected Yearly % | 2.12% | 27.09% |
| Kelly Criterion | -0.41% | 4.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11389412:BTCUSD | 11389412:btcusd:triple_med_gx:lsma110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.29 | 0.14 | - |
| 2025 | 17.02 | -0.96 | -0.06 | - |
| Metric | 11389412:btcusd:triple_med_gx:lsma110_95 | 11389412:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.58% | 31.76% |
| 6M | -6.85% | 12.25% |
| YTD | -0.96% | 17.02% |
| 1Y | 4.28% | 57.19% |
| 3Y (ann.) | 4.17% | 59.47% |
| 5Y (ann.) | 4.17% | 59.47% |
| Metric | 11389412:btcusd:triple_med_gx:lsma110_95 | 11389412:BTCUSD |
|---|---|---|
| Max Drawdown | -11.76% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.82% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.36 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -11.76 | 175 |
| 2024-07-02 | 2024-07-13 | -4.41 | 11 |
| 2024-08-22 | 2024-09-19 | -3.73 | 27 |
| 2024-09-19 | 2024-11-11 | -1.58 | 52 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-20 | 2024-08-21 | -0.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.18 | 0 |
| 2024-12-17 | 2024-12-17 | -0.01 | 0 |
| Metric | 11389412:btcusd:triple_med_gx:lsma110_95 | 11389412:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 5.98% | 18.93% |
| Worst Week | -5.95% | -12.33% |
| Best Month | 5.69% | 37.42% |
| Worst Month | -5.95% | -17.69% |
| Best Year | 5.29% | 38.02% |
| Worst Year | -0.96% | 17.02% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.05% | 8.5% |
| Avg. Down Week | -3.05% | -4.87% |
| Avg. Up Month | 3.69% | 13.74% |
| Avg. Down Month | -4.84% | -7.67% |
| Win Days % | 48.18% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |