| Metric | 11433572:btcusd:triple_med_gx:lsma110_120 | 11433572:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | -10.7% | 29.45% |
| Max Drawdown | -32.09% | -28.38% |
| Sharpe | -0.11 | 0.43 |
| Sortino | -0.14 | 0.62 |
| Payoff Ratio | 0.98 | 0.97 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.97 | 0.99 |
| CPC Index | 0.47 | 0.53 |
| Tail Ratio | 1.0 | 0.93 |
| Outlier Win Ratio | 12.63 | 3.79 |
| Outlier Loss Ratio | 3.77 | 3.68 |
| Volatility (ann.) | 17.64% | 26.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | -0.4 | 1.31 |
| Skew | -0.98 | 0.13 |
| Kurtosis | 17.23 | 6.49 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -1.12% | 2.61% |
| Expected Yearly % | -5.5% | 13.77% |
| Kelly Criterion | -2.85% | 1.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -2.22% |
| Expected Shortfall (cVaR) | -1.52% | -2.22% |
| Year | 11433572:BTCUSD | 11433572:btcusd:triple_med_gx:lsma110_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.99 | -0.03 | - |
| 2025 | -6.21 | -9.80 | 1.58 | - |
| Metric | 11433572:btcusd:triple_med_gx:lsma110_120 | 11433572:BTCUSD |
|---|---|---|
| MTD | -9.26% | 3.86% |
| 3M | -14.75% | -7.61% |
| 6M | 9.14% | 38.23% |
| YTD | -9.8% | -6.21% |
| 1Y | -10.7% | 29.45% |
| 3Y (ann.) | -12.94% | 37.18% |
| 5Y (ann.) | -12.94% | 37.18% |
| Metric | 11433572:btcusd:triple_med_gx:lsma110_120 | 11433572:BTCUSD |
|---|---|---|
| Max Drawdown | -32.09% | -28.38% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -8.97% | -4.56% |
| Avg. Drawdown Days | 34.0 | 12.0 |
| Recovery Factor | -0.33 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -32.09 | 157 |
| 2024-12-17 | 2025-03-26 | -26.28 | 98 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-30 | 2024-12-01 | -0.28 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11433572:btcusd:triple_med_gx:lsma110_120 | 11433572:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.96% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 13.4% | 37.42% |
| Worst Month | -10.74% | -17.69% |
| Best Year | -0.99% | 38.02% |
| Worst Year | -9.8% | -6.21% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.92% | -0.92% |
| Avg. Up Week | 4.04% | 6.78% |
| Avg. Down Week | -3.26% | -3.9% |
| Avg. Up Month | 7.71% | 16.34% |
| Avg. Down Month | -5.59% | -9.25% |
| Win Days % | 49.21% | 51.34% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 41.94% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |